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/esm/MCPLocal.mjs
CHANGED
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@@ -1,624 +1,1276 @@
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// src/MCPLocal.ts
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import {
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import { Field, Fields, Messages } from "fixparser";
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import { z } from "zod";
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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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* @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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* @protected
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*/
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parser;
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},
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{
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capabilities: {
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tools: {},
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prompts: {},
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resources: {}
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}
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}
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);
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transport = new StdioServerTransport();
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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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"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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"B",
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"C",
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"D",
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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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this.addWorkflows();
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await this.server.connect(this.transport);
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if (this.onReady) {
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this.onReady();
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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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},
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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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"L",
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"M",
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"N",
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"O",
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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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254
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
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62
255
|
}
|
|
63
|
-
|
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64
|
-
|
|
256
|
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},
|
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|
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getStockGraph: {
|
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258
|
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description: "Generates a price chart for a given symbol",
|
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schema: {
|
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|
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type: "object",
|
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properties: {
|
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262
|
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symbol: { type: "string" }
|
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},
|
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required: ["symbol"]
|
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65
265
|
}
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66
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-
|
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-
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68
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-
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69
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-
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-
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266
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},
|
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getStockPriceHistory: {
|
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268
|
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description: "Returns price history for a given symbol",
|
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|
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schema: {
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|
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type: "object",
|
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|
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properties: {
|
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272
|
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symbol: { type: "string" }
|
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71
273
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},
|
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72
|
-
|
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73
|
-
|
|
74
|
-
|
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75
|
-
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-
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77
|
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78
|
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79
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-
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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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278
|
+
|
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279
|
+
// src/tools/marketData.ts
|
|
280
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
281
|
+
import QuickChart from "quickchart-js";
|
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282
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
283
|
+
return async (args) => {
|
|
284
|
+
try {
|
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285
|
+
parser.logger.log({
|
|
286
|
+
level: "info",
|
|
287
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
288
|
+
});
|
|
289
|
+
const response = new Promise((resolve) => {
|
|
290
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
291
|
+
parser.logger.log({
|
|
292
|
+
level: "info",
|
|
293
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
294
|
+
});
|
|
295
|
+
});
|
|
296
|
+
const entryTypes = args.mdEntryTypes || [
|
|
297
|
+
MDEntryType.Bid,
|
|
298
|
+
MDEntryType.Offer,
|
|
299
|
+
MDEntryType.Trade,
|
|
300
|
+
MDEntryType.IndexValue,
|
|
301
|
+
MDEntryType.OpeningPrice,
|
|
302
|
+
MDEntryType.ClosingPrice,
|
|
303
|
+
MDEntryType.SettlementPrice,
|
|
304
|
+
MDEntryType.TradingSessionHighPrice,
|
|
305
|
+
MDEntryType.TradingSessionLowPrice,
|
|
306
|
+
MDEntryType.VWAP,
|
|
307
|
+
MDEntryType.Imbalance,
|
|
308
|
+
MDEntryType.TradeVolume,
|
|
309
|
+
MDEntryType.OpenInterest,
|
|
310
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
311
|
+
MDEntryType.SimulatedSellPrice,
|
|
312
|
+
MDEntryType.SimulatedBuyPrice,
|
|
313
|
+
MDEntryType.MarginRate,
|
|
314
|
+
MDEntryType.MidPrice,
|
|
315
|
+
MDEntryType.EmptyBook,
|
|
316
|
+
MDEntryType.SettleHighPrice,
|
|
317
|
+
MDEntryType.SettleLowPrice,
|
|
318
|
+
MDEntryType.PriorSettlePrice,
|
|
319
|
+
MDEntryType.SessionHighBid,
|
|
320
|
+
MDEntryType.SessionLowOffer,
|
|
321
|
+
MDEntryType.EarlyPrices,
|
|
322
|
+
MDEntryType.AuctionClearingPrice,
|
|
323
|
+
MDEntryType.SwapValueFactor,
|
|
324
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
325
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
326
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
327
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
328
|
+
MDEntryType.FixingPrice,
|
|
329
|
+
MDEntryType.CashRate,
|
|
330
|
+
MDEntryType.RecoveryRate,
|
|
331
|
+
MDEntryType.RecoveryRateForLong,
|
|
332
|
+
MDEntryType.RecoveryRateForShort,
|
|
333
|
+
MDEntryType.MarketBid,
|
|
334
|
+
MDEntryType.MarketOffer,
|
|
335
|
+
MDEntryType.ShortSaleMinPrice,
|
|
336
|
+
MDEntryType.PreviousClosingPrice,
|
|
337
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
338
|
+
MDEntryType.DailyFinancingValue,
|
|
339
|
+
MDEntryType.AccruedFinancingValue,
|
|
340
|
+
MDEntryType.TWAP
|
|
341
|
+
];
|
|
342
|
+
const messageFields = [
|
|
343
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
344
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
345
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
346
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
347
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
348
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
349
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
350
|
+
new Field(Fields.MarketDepth, 0),
|
|
351
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
352
|
+
];
|
|
353
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
354
|
+
args.symbols.forEach((symbol) => {
|
|
355
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
356
|
+
});
|
|
357
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
358
|
+
entryTypes.forEach((entryType) => {
|
|
359
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
360
|
+
});
|
|
361
|
+
const mdr = parser.createMessage(...messageFields);
|
|
362
|
+
if (!parser.connected) {
|
|
363
|
+
parser.logger.log({
|
|
364
|
+
level: "error",
|
|
365
|
+
message: "Not connected. Cannot send market data request."
|
|
366
|
+
});
|
|
367
|
+
return {
|
|
368
|
+
content: [
|
|
369
|
+
{
|
|
370
|
+
type: "text",
|
|
371
|
+
text: "Error: Not connected. Ignoring message.",
|
|
372
|
+
uri: "marketDataRequest"
|
|
373
|
+
}
|
|
374
|
+
],
|
|
375
|
+
isError: true
|
|
376
|
+
};
|
|
377
|
+
}
|
|
378
|
+
parser.logger.log({
|
|
379
|
+
level: "info",
|
|
380
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
381
|
+
});
|
|
382
|
+
parser.send(mdr);
|
|
383
|
+
const fixData = await response;
|
|
384
|
+
parser.logger.log({
|
|
385
|
+
level: "info",
|
|
386
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
387
|
+
});
|
|
388
|
+
return {
|
|
389
|
+
content: [
|
|
390
|
+
{
|
|
391
|
+
type: "text",
|
|
392
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
393
|
+
uri: "marketDataRequest"
|
|
80
394
|
}
|
|
81
|
-
|
|
82
|
-
|
|
83
|
-
|
|
84
|
-
|
|
85
|
-
|
|
86
|
-
|
|
87
|
-
|
|
88
|
-
|
|
89
|
-
|
|
90
|
-
|
|
91
|
-
|
|
92
|
-
|
|
93
|
-
|
|
94
|
-
|
|
95
|
-
|
|
96
|
-
|
|
97
|
-
|
|
98
|
-
|
|
99
|
-
|
|
100
|
-
|
|
395
|
+
]
|
|
396
|
+
};
|
|
397
|
+
} catch (error) {
|
|
398
|
+
return {
|
|
399
|
+
content: [
|
|
400
|
+
{
|
|
401
|
+
type: "text",
|
|
402
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
403
|
+
uri: "marketDataRequest"
|
|
404
|
+
}
|
|
405
|
+
],
|
|
406
|
+
isError: true
|
|
407
|
+
};
|
|
408
|
+
}
|
|
409
|
+
};
|
|
410
|
+
};
|
|
411
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
412
|
+
return async (args) => {
|
|
413
|
+
try {
|
|
414
|
+
const symbol = args.symbol;
|
|
415
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
416
|
+
if (priceHistory.length === 0) {
|
|
417
|
+
return {
|
|
418
|
+
content: [
|
|
419
|
+
{
|
|
420
|
+
type: "text",
|
|
421
|
+
text: `No price data available for ${symbol}`,
|
|
422
|
+
uri: "getStockGraph"
|
|
423
|
+
}
|
|
424
|
+
]
|
|
425
|
+
};
|
|
101
426
|
}
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
"
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
427
|
+
const chart = new QuickChart();
|
|
428
|
+
chart.setWidth(1200);
|
|
429
|
+
chart.setHeight(600);
|
|
430
|
+
chart.setBackgroundColor("transparent");
|
|
431
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
432
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
433
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
434
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
435
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
436
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
437
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
438
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
439
|
+
const config = {
|
|
440
|
+
type: "line",
|
|
441
|
+
data: {
|
|
442
|
+
labels,
|
|
443
|
+
datasets: [
|
|
444
|
+
{
|
|
445
|
+
label: "Bid",
|
|
446
|
+
data: bidData,
|
|
447
|
+
borderColor: "#28a745",
|
|
448
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
449
|
+
fill: false,
|
|
450
|
+
tension: 0.4
|
|
451
|
+
},
|
|
452
|
+
{
|
|
453
|
+
label: "Offer",
|
|
454
|
+
data: offerData,
|
|
455
|
+
borderColor: "#dc3545",
|
|
456
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
457
|
+
fill: false,
|
|
458
|
+
tension: 0.4
|
|
459
|
+
},
|
|
460
|
+
{
|
|
461
|
+
label: "Spread",
|
|
462
|
+
data: spreadData,
|
|
463
|
+
borderColor: "#6c757d",
|
|
464
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
465
|
+
fill: false,
|
|
466
|
+
tension: 0.4
|
|
467
|
+
},
|
|
468
|
+
{
|
|
469
|
+
label: "Trade",
|
|
470
|
+
data: tradeData,
|
|
471
|
+
borderColor: "#ffc107",
|
|
472
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
473
|
+
fill: false,
|
|
474
|
+
tension: 0.4
|
|
475
|
+
},
|
|
476
|
+
{
|
|
477
|
+
label: "VWAP",
|
|
478
|
+
data: vwapData,
|
|
479
|
+
borderColor: "#17a2b8",
|
|
480
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
481
|
+
fill: false,
|
|
482
|
+
tension: 0.4
|
|
483
|
+
},
|
|
484
|
+
{
|
|
485
|
+
label: "TWAP",
|
|
486
|
+
data: twapData,
|
|
487
|
+
borderColor: "#6610f2",
|
|
488
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
489
|
+
fill: false,
|
|
490
|
+
tension: 0.4
|
|
491
|
+
},
|
|
492
|
+
{
|
|
493
|
+
label: "Volume",
|
|
494
|
+
data: volumeData,
|
|
495
|
+
borderColor: "#007bff",
|
|
496
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
497
|
+
fill: true,
|
|
498
|
+
tension: 0.4
|
|
499
|
+
}
|
|
500
|
+
]
|
|
501
|
+
},
|
|
502
|
+
options: {
|
|
503
|
+
responsive: true,
|
|
504
|
+
plugins: {
|
|
505
|
+
title: {
|
|
506
|
+
display: true,
|
|
507
|
+
text: `${symbol} Market Data`
|
|
508
|
+
}
|
|
509
|
+
},
|
|
510
|
+
scales: {
|
|
511
|
+
y: {
|
|
512
|
+
beginAtZero: false
|
|
513
|
+
}
|
|
117
514
|
}
|
|
118
|
-
return {
|
|
119
|
-
content: [
|
|
120
|
-
{
|
|
121
|
-
type: "text",
|
|
122
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
123
|
-
}
|
|
124
|
-
]
|
|
125
|
-
};
|
|
126
|
-
} catch (error) {
|
|
127
|
-
return {
|
|
128
|
-
content: [
|
|
129
|
-
{
|
|
130
|
-
type: "text",
|
|
131
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
132
|
-
}
|
|
133
|
-
],
|
|
134
|
-
isError: true
|
|
135
|
-
};
|
|
136
515
|
}
|
|
516
|
+
};
|
|
517
|
+
chart.setConfig(config);
|
|
518
|
+
const imageBuffer = await chart.toBinary();
|
|
519
|
+
const base64 = imageBuffer.toString("base64");
|
|
520
|
+
return {
|
|
521
|
+
content: [
|
|
522
|
+
{
|
|
523
|
+
type: "resource",
|
|
524
|
+
resource: {
|
|
525
|
+
uri: "resource://graph",
|
|
526
|
+
mimeType: "image/png",
|
|
527
|
+
blob: base64
|
|
528
|
+
}
|
|
529
|
+
}
|
|
530
|
+
]
|
|
531
|
+
};
|
|
532
|
+
} catch (error) {
|
|
533
|
+
return {
|
|
534
|
+
content: [
|
|
535
|
+
{
|
|
536
|
+
type: "text",
|
|
537
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
538
|
+
uri: "getStockGraph"
|
|
539
|
+
}
|
|
540
|
+
],
|
|
541
|
+
isError: true
|
|
542
|
+
};
|
|
543
|
+
}
|
|
544
|
+
};
|
|
545
|
+
};
|
|
546
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
547
|
+
return async (args) => {
|
|
548
|
+
try {
|
|
549
|
+
const symbol = args.symbol;
|
|
550
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
551
|
+
if (priceHistory.length === 0) {
|
|
552
|
+
return {
|
|
553
|
+
content: [
|
|
554
|
+
{
|
|
555
|
+
type: "text",
|
|
556
|
+
text: `No price data available for ${symbol}`,
|
|
557
|
+
uri: "getStockPriceHistory"
|
|
558
|
+
}
|
|
559
|
+
]
|
|
560
|
+
};
|
|
137
561
|
}
|
|
138
|
-
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
clOrdID: z.string().describe("Client Order ID"),
|
|
144
|
-
handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
145
|
-
quantity: z.string().describe("Order quantity"),
|
|
146
|
-
price: z.string().describe("Order price"),
|
|
147
|
-
ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
148
|
-
side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
149
|
-
symbol: z.string().describe("Trading symbol"),
|
|
150
|
-
timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
151
|
-
},
|
|
152
|
-
async (args) => {
|
|
153
|
-
try {
|
|
154
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
155
|
-
clOrdID: args.clOrdID,
|
|
156
|
-
handlInst: args.handlInst,
|
|
157
|
-
quantity: Number.parseFloat(args.quantity),
|
|
158
|
-
price: Number.parseFloat(args.price),
|
|
159
|
-
ordType: args.ordType,
|
|
160
|
-
side: args.side,
|
|
161
|
-
symbol: args.symbol,
|
|
162
|
-
timeInForce: args.timeInForce
|
|
163
|
-
});
|
|
164
|
-
return {
|
|
165
|
-
content: [
|
|
562
|
+
return {
|
|
563
|
+
content: [
|
|
564
|
+
{
|
|
565
|
+
type: "text",
|
|
566
|
+
text: JSON.stringify(
|
|
166
567
|
{
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
|
|
568
|
+
symbol,
|
|
569
|
+
count: priceHistory.length,
|
|
570
|
+
data: priceHistory.map((point) => ({
|
|
571
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
572
|
+
bid: point.bid,
|
|
573
|
+
offer: point.offer,
|
|
574
|
+
spread: point.spread,
|
|
575
|
+
volume: point.volume,
|
|
576
|
+
trade: point.trade,
|
|
577
|
+
indexValue: point.indexValue,
|
|
578
|
+
openingPrice: point.openingPrice,
|
|
579
|
+
closingPrice: point.closingPrice,
|
|
580
|
+
settlementPrice: point.settlementPrice,
|
|
581
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
582
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
583
|
+
vwap: point.vwap,
|
|
584
|
+
imbalance: point.imbalance,
|
|
585
|
+
openInterest: point.openInterest,
|
|
586
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
587
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
588
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
589
|
+
marginRate: point.marginRate,
|
|
590
|
+
midPrice: point.midPrice,
|
|
591
|
+
emptyBook: point.emptyBook,
|
|
592
|
+
settleHighPrice: point.settleHighPrice,
|
|
593
|
+
settleLowPrice: point.settleLowPrice,
|
|
594
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
595
|
+
sessionHighBid: point.sessionHighBid,
|
|
596
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
597
|
+
earlyPrices: point.earlyPrices,
|
|
598
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
599
|
+
swapValueFactor: point.swapValueFactor,
|
|
600
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
601
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
602
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
603
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
604
|
+
fixingPrice: point.fixingPrice,
|
|
605
|
+
cashRate: point.cashRate,
|
|
606
|
+
recoveryRate: point.recoveryRate,
|
|
607
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
608
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
609
|
+
marketBid: point.marketBid,
|
|
610
|
+
marketOffer: point.marketOffer,
|
|
611
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
612
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
613
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
614
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
615
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
616
|
+
twap: point.twap
|
|
617
|
+
}))
|
|
618
|
+
},
|
|
619
|
+
null,
|
|
620
|
+
2
|
|
621
|
+
),
|
|
622
|
+
uri: "getStockPriceHistory"
|
|
623
|
+
}
|
|
624
|
+
]
|
|
625
|
+
};
|
|
626
|
+
} catch (error) {
|
|
627
|
+
return {
|
|
628
|
+
content: [
|
|
629
|
+
{
|
|
630
|
+
type: "text",
|
|
631
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
632
|
+
uri: "getStockPriceHistory"
|
|
633
|
+
}
|
|
634
|
+
],
|
|
635
|
+
isError: true
|
|
636
|
+
};
|
|
637
|
+
}
|
|
638
|
+
};
|
|
639
|
+
};
|
|
640
|
+
|
|
641
|
+
// src/tools/order.ts
|
|
642
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
643
|
+
var ordTypeNames = {
|
|
644
|
+
"1": "Market",
|
|
645
|
+
"2": "Limit",
|
|
646
|
+
"3": "Stop",
|
|
647
|
+
"4": "StopLimit",
|
|
648
|
+
"5": "MarketOnClose",
|
|
649
|
+
"6": "WithOrWithout",
|
|
650
|
+
"7": "LimitOrBetter",
|
|
651
|
+
"8": "LimitWithOrWithout",
|
|
652
|
+
"9": "OnBasis",
|
|
653
|
+
A: "OnClose",
|
|
654
|
+
B: "LimitOnClose",
|
|
655
|
+
C: "ForexMarket",
|
|
656
|
+
D: "PreviouslyQuoted",
|
|
657
|
+
E: "PreviouslyIndicated",
|
|
658
|
+
F: "ForexLimit",
|
|
659
|
+
G: "ForexSwap",
|
|
660
|
+
H: "ForexPreviouslyQuoted",
|
|
661
|
+
I: "Funari",
|
|
662
|
+
J: "MarketIfTouched",
|
|
663
|
+
K: "MarketWithLeftOverAsLimit",
|
|
664
|
+
L: "PreviousFundValuationPoint",
|
|
665
|
+
M: "NextFundValuationPoint",
|
|
666
|
+
P: "Pegged",
|
|
667
|
+
Q: "CounterOrderSelection",
|
|
668
|
+
R: "StopOnBidOrOffer",
|
|
669
|
+
S: "StopLimitOnBidOrOffer"
|
|
670
|
+
};
|
|
671
|
+
var sideNames = {
|
|
672
|
+
"1": "Buy",
|
|
673
|
+
"2": "Sell",
|
|
674
|
+
"3": "BuyMinus",
|
|
675
|
+
"4": "SellPlus",
|
|
676
|
+
"5": "SellShort",
|
|
677
|
+
"6": "SellShortExempt",
|
|
678
|
+
"7": "Undisclosed",
|
|
679
|
+
"8": "Cross",
|
|
680
|
+
"9": "CrossShort",
|
|
681
|
+
A: "CrossShortExempt",
|
|
682
|
+
B: "AsDefined",
|
|
683
|
+
C: "Opposite",
|
|
684
|
+
D: "Subscribe",
|
|
685
|
+
E: "Redeem",
|
|
686
|
+
F: "Lend",
|
|
687
|
+
G: "Borrow",
|
|
688
|
+
H: "SellUndisclosed"
|
|
689
|
+
};
|
|
690
|
+
var timeInForceNames = {
|
|
691
|
+
"0": "Day",
|
|
692
|
+
"1": "GoodTillCancel",
|
|
693
|
+
"2": "AtTheOpening",
|
|
694
|
+
"3": "ImmediateOrCancel",
|
|
695
|
+
"4": "FillOrKill",
|
|
696
|
+
"5": "GoodTillCrossing",
|
|
697
|
+
"6": "GoodTillDate",
|
|
698
|
+
"7": "AtTheClose",
|
|
699
|
+
"8": "GoodThroughCrossing",
|
|
700
|
+
"9": "AtCrossing",
|
|
701
|
+
A: "GoodForTime",
|
|
702
|
+
B: "GoodForAuction",
|
|
703
|
+
C: "GoodForMonth"
|
|
704
|
+
};
|
|
705
|
+
var handlInstNames = {
|
|
706
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
707
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
708
|
+
"3": "ManualOrder"
|
|
709
|
+
};
|
|
710
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
711
|
+
return async (args) => {
|
|
712
|
+
try {
|
|
713
|
+
verifiedOrders.set(args.clOrdID, {
|
|
714
|
+
clOrdID: args.clOrdID,
|
|
715
|
+
handlInst: args.handlInst,
|
|
716
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
717
|
+
price: Number.parseFloat(String(args.price)),
|
|
718
|
+
ordType: args.ordType,
|
|
719
|
+
side: args.side,
|
|
720
|
+
symbol: args.symbol,
|
|
721
|
+
timeInForce: args.timeInForce
|
|
722
|
+
});
|
|
723
|
+
return {
|
|
724
|
+
content: [
|
|
725
|
+
{
|
|
726
|
+
type: "text",
|
|
727
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
728
|
+
|
|
170
729
|
Parameters verified:
|
|
171
730
|
- ClOrdID: ${args.clOrdID}
|
|
172
|
-
- HandlInst: ${args.handlInst}
|
|
731
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
173
732
|
- Quantity: ${args.quantity}
|
|
174
733
|
- Price: ${args.price}
|
|
175
|
-
- OrdType: ${args.ordType}
|
|
176
|
-
- Side: ${args.side}
|
|
734
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
735
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
177
736
|
- Symbol: ${args.symbol}
|
|
178
|
-
- TimeInForce: ${args.timeInForce}
|
|
737
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
179
738
|
|
|
180
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
181
|
-
|
|
182
|
-
]
|
|
183
|
-
};
|
|
184
|
-
} catch (error) {
|
|
185
|
-
return {
|
|
186
|
-
content: [
|
|
187
|
-
{
|
|
188
|
-
type: "text",
|
|
189
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
190
|
-
}
|
|
191
|
-
],
|
|
192
|
-
isError: true
|
|
193
|
-
};
|
|
194
|
-
}
|
|
195
|
-
}
|
|
196
|
-
);
|
|
197
|
-
this.server.tool(
|
|
198
|
-
"executeOrder",
|
|
199
|
-
"Executes a New Order Single after verification. This is the second step - only call after successful verification.",
|
|
200
|
-
{
|
|
201
|
-
clOrdID: z.string().describe("Client Order ID"),
|
|
202
|
-
handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
203
|
-
quantity: z.string().describe("Order quantity"),
|
|
204
|
-
price: z.string().describe("Order price"),
|
|
205
|
-
ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
206
|
-
side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
207
|
-
symbol: z.string().describe("Trading symbol"),
|
|
208
|
-
timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
209
|
-
},
|
|
210
|
-
async (args) => {
|
|
211
|
-
try {
|
|
212
|
-
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
213
|
-
if (!verifiedOrder) {
|
|
214
|
-
return {
|
|
215
|
-
content: [
|
|
216
|
-
{
|
|
217
|
-
type: "text",
|
|
218
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
219
|
-
}
|
|
220
|
-
],
|
|
221
|
-
isError: true
|
|
222
|
-
};
|
|
739
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
740
|
+
uri: "verifyOrder"
|
|
223
741
|
}
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
|
|
233
|
-
};
|
|
234
|
-
}
|
|
235
|
-
const response = new Promise((resolve) => {
|
|
236
|
-
this.pendingRequests.set(args.clOrdID, resolve);
|
|
237
|
-
});
|
|
238
|
-
const order = this.parser?.createMessage(
|
|
239
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
240
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
241
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
242
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
243
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
244
|
-
new Field(Fields.ClOrdID, args.clOrdID),
|
|
245
|
-
new Field(Fields.Side, args.side),
|
|
246
|
-
new Field(Fields.Symbol, args.symbol),
|
|
247
|
-
new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
248
|
-
new Field(Fields.Price, Number.parseFloat(args.price)),
|
|
249
|
-
new Field(Fields.OrdType, args.ordType),
|
|
250
|
-
new Field(Fields.HandlInst, args.handlInst),
|
|
251
|
-
new Field(Fields.TimeInForce, args.timeInForce),
|
|
252
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
253
|
-
);
|
|
254
|
-
if (!this.parser?.connected) {
|
|
255
|
-
return {
|
|
256
|
-
content: [
|
|
257
|
-
{
|
|
258
|
-
type: "text",
|
|
259
|
-
text: "Error: Not connected. Ignoring message."
|
|
260
|
-
}
|
|
261
|
-
],
|
|
262
|
-
isError: true
|
|
263
|
-
};
|
|
264
|
-
}
|
|
265
|
-
this.parser?.send(order);
|
|
266
|
-
const fixData = await response;
|
|
267
|
-
this.verifiedOrders.delete(args.clOrdID);
|
|
268
|
-
return {
|
|
269
|
-
content: [
|
|
270
|
-
{
|
|
271
|
-
type: "text",
|
|
272
|
-
text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
273
|
-
}
|
|
274
|
-
]
|
|
275
|
-
};
|
|
276
|
-
} catch (error) {
|
|
277
|
-
return {
|
|
278
|
-
content: [
|
|
279
|
-
{
|
|
280
|
-
type: "text",
|
|
281
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
282
|
-
}
|
|
283
|
-
],
|
|
284
|
-
isError: true
|
|
285
|
-
};
|
|
286
|
-
}
|
|
287
|
-
}
|
|
288
|
-
);
|
|
289
|
-
this.server.tool(
|
|
290
|
-
"marketDataRequest",
|
|
291
|
-
"Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
|
|
292
|
-
{
|
|
293
|
-
mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
|
|
294
|
-
symbol: z.string().describe("Trading symbol"),
|
|
295
|
-
mdReqID: z.string().describe("Market data request ID"),
|
|
296
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
|
|
297
|
-
mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
|
|
298
|
-
},
|
|
299
|
-
async (args) => {
|
|
300
|
-
try {
|
|
301
|
-
const response = new Promise((resolve) => {
|
|
302
|
-
this.pendingRequests.set(args.mdReqID, resolve);
|
|
303
|
-
});
|
|
304
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
305
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
306
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
307
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
308
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
309
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
310
|
-
new Field(Fields.MarketDepth, 0),
|
|
311
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType),
|
|
312
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
313
|
-
new Field(Fields.Symbol, args.symbol),
|
|
314
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
315
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
316
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
317
|
-
new Field(Fields.MDEntryType, args.mdEntryType)
|
|
318
|
-
);
|
|
319
|
-
if (!this.parser?.connected) {
|
|
320
|
-
return {
|
|
321
|
-
content: [
|
|
322
|
-
{
|
|
323
|
-
type: "text",
|
|
324
|
-
text: "Error: Not connected. Ignoring message."
|
|
325
|
-
}
|
|
326
|
-
],
|
|
327
|
-
isError: true
|
|
328
|
-
};
|
|
742
|
+
]
|
|
743
|
+
};
|
|
744
|
+
} catch (error) {
|
|
745
|
+
return {
|
|
746
|
+
content: [
|
|
747
|
+
{
|
|
748
|
+
type: "text",
|
|
749
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
750
|
+
uri: "verifyOrder"
|
|
329
751
|
}
|
|
330
|
-
|
|
331
|
-
|
|
332
|
-
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
return {
|
|
342
|
-
content: [
|
|
343
|
-
{
|
|
344
|
-
type: "text",
|
|
345
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
346
|
-
}
|
|
347
|
-
],
|
|
348
|
-
isError: true
|
|
349
|
-
};
|
|
350
|
-
}
|
|
351
|
-
}
|
|
352
|
-
);
|
|
353
|
-
this.server.prompt(
|
|
354
|
-
"parse",
|
|
355
|
-
"Parses a FIX message and describes it in plain language",
|
|
356
|
-
{
|
|
357
|
-
fixString: z.string().describe("FIX message string to parse")
|
|
358
|
-
},
|
|
359
|
-
async (args) => {
|
|
752
|
+
],
|
|
753
|
+
isError: true
|
|
754
|
+
};
|
|
755
|
+
}
|
|
756
|
+
};
|
|
757
|
+
};
|
|
758
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
759
|
+
return async (args) => {
|
|
760
|
+
try {
|
|
761
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
762
|
+
if (!verifiedOrder) {
|
|
360
763
|
return {
|
|
361
|
-
|
|
764
|
+
content: [
|
|
362
765
|
{
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
text: `Please parse and explain this FIX message: ${args.fixString}`
|
|
367
|
-
}
|
|
766
|
+
type: "text",
|
|
767
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
768
|
+
uri: "executeOrder"
|
|
368
769
|
}
|
|
369
|
-
]
|
|
770
|
+
],
|
|
771
|
+
isError: true
|
|
370
772
|
};
|
|
371
773
|
}
|
|
372
|
-
|
|
373
|
-
this.server.prompt(
|
|
374
|
-
"parseToJSON",
|
|
375
|
-
"Parses a FIX message into JSON",
|
|
376
|
-
{
|
|
377
|
-
fixString: z.string().describe("FIX message string to parse")
|
|
378
|
-
},
|
|
379
|
-
async (args) => {
|
|
774
|
+
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) {
|
|
380
775
|
return {
|
|
381
|
-
|
|
776
|
+
content: [
|
|
382
777
|
{
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
text: `Please parse the FIX message to JSON: ${args.fixString}`
|
|
387
|
-
}
|
|
778
|
+
type: "text",
|
|
779
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
780
|
+
uri: "executeOrder"
|
|
388
781
|
}
|
|
389
|
-
]
|
|
782
|
+
],
|
|
783
|
+
isError: true
|
|
390
784
|
};
|
|
391
785
|
}
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
786
|
+
const response = new Promise((resolve) => {
|
|
787
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
788
|
+
});
|
|
789
|
+
const order = parser.createMessage(
|
|
790
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
791
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
792
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
793
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
794
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
795
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
796
|
+
new Field2(Fields2.Side, args.side),
|
|
797
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
798
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
799
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
800
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
801
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
802
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
803
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
804
|
+
);
|
|
805
|
+
if (!parser.connected) {
|
|
407
806
|
return {
|
|
408
|
-
|
|
807
|
+
content: [
|
|
409
808
|
{
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
text: [
|
|
414
|
-
"You are an AI assistant that helps users verify FIX New Order Single parameters.",
|
|
415
|
-
"This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
|
|
416
|
-
"",
|
|
417
|
-
"You must verify that all required fields are provided and valid:",
|
|
418
|
-
"- ClOrdID (Client Order ID)",
|
|
419
|
-
"- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
420
|
-
"- Quantity (Order quantity)",
|
|
421
|
-
"- Price (Order price)",
|
|
422
|
-
"- OrdType (1=Market, 2=Limit, 3=Stop)",
|
|
423
|
-
"- 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)",
|
|
424
|
-
"- Symbol (Trading symbol)",
|
|
425
|
-
"- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
426
|
-
"",
|
|
427
|
-
"Current parameters to verify:",
|
|
428
|
-
`- ClOrdID: ${args.clOrdID}`,
|
|
429
|
-
`- HandlInst: ${args.handlInst}`,
|
|
430
|
-
`- Quantity: ${args.quantity}`,
|
|
431
|
-
`- Price: ${args.price}`,
|
|
432
|
-
`- OrdType: ${args.ordType}`,
|
|
433
|
-
`- Side: ${args.side}`,
|
|
434
|
-
`- Symbol: ${args.symbol}`,
|
|
435
|
-
`- TimeInForce: ${args.timeInForce}`,
|
|
436
|
-
"",
|
|
437
|
-
"If all parameters are valid, respond with:",
|
|
438
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
439
|
-
"",
|
|
440
|
-
"Otherwise, list the missing or invalid ones.",
|
|
441
|
-
"",
|
|
442
|
-
"IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
|
|
443
|
-
].join("\n")
|
|
444
|
-
}
|
|
809
|
+
type: "text",
|
|
810
|
+
text: "Error: Not connected. Ignoring message.",
|
|
811
|
+
uri: "executeOrder"
|
|
445
812
|
}
|
|
446
|
-
]
|
|
813
|
+
],
|
|
814
|
+
isError: true
|
|
447
815
|
};
|
|
448
816
|
}
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
817
|
+
parser.send(order);
|
|
818
|
+
const fixData = await response;
|
|
819
|
+
verifiedOrders.delete(args.clOrdID);
|
|
820
|
+
return {
|
|
821
|
+
content: [
|
|
822
|
+
{
|
|
823
|
+
type: "text",
|
|
824
|
+
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())}`,
|
|
825
|
+
uri: "executeOrder"
|
|
826
|
+
}
|
|
827
|
+
]
|
|
828
|
+
};
|
|
829
|
+
} catch (error) {
|
|
830
|
+
return {
|
|
831
|
+
content: [
|
|
832
|
+
{
|
|
833
|
+
type: "text",
|
|
834
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
835
|
+
uri: "executeOrder"
|
|
836
|
+
}
|
|
837
|
+
],
|
|
838
|
+
isError: true
|
|
839
|
+
};
|
|
840
|
+
}
|
|
841
|
+
};
|
|
842
|
+
};
|
|
843
|
+
|
|
844
|
+
// src/tools/parse.ts
|
|
845
|
+
var createParseHandler = (parser) => {
|
|
846
|
+
return async (args) => {
|
|
847
|
+
try {
|
|
848
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
849
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
464
850
|
return {
|
|
465
|
-
|
|
851
|
+
content: [
|
|
466
852
|
{
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
text: [
|
|
471
|
-
"You are an AI assistant that helps users execute FIX New Order Single messages.",
|
|
472
|
-
"This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
|
|
473
|
-
"",
|
|
474
|
-
"IMPORTANT: This tool should only be called after successful verification of all parameters.",
|
|
475
|
-
"",
|
|
476
|
-
"Parameters to execute:",
|
|
477
|
-
`- ClOrdID: ${args.clOrdID}`,
|
|
478
|
-
`- HandlInst: ${args.handlInst}`,
|
|
479
|
-
`- Quantity: ${args.quantity}`,
|
|
480
|
-
`- Price: ${args.price}`,
|
|
481
|
-
`- OrdType: ${args.ordType}`,
|
|
482
|
-
`- Side: ${args.side}`,
|
|
483
|
-
`- Symbol: ${args.symbol}`,
|
|
484
|
-
`- TimeInForce: ${args.timeInForce}`,
|
|
485
|
-
"",
|
|
486
|
-
"IMPORTANT: The response will be either:",
|
|
487
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
488
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
489
|
-
].join("\n")
|
|
490
|
-
}
|
|
853
|
+
type: "text",
|
|
854
|
+
text: "Error: Failed to parse FIX string",
|
|
855
|
+
uri: "parse"
|
|
491
856
|
}
|
|
492
|
-
]
|
|
857
|
+
],
|
|
858
|
+
isError: true
|
|
493
859
|
};
|
|
494
860
|
}
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
|
|
499
|
-
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
|
|
506
|
-
|
|
861
|
+
return {
|
|
862
|
+
content: [
|
|
863
|
+
{
|
|
864
|
+
type: "text",
|
|
865
|
+
text: `${parsedMessage[0].description}
|
|
866
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
867
|
+
uri: "parse"
|
|
868
|
+
}
|
|
869
|
+
]
|
|
870
|
+
};
|
|
871
|
+
} catch (error) {
|
|
872
|
+
return {
|
|
873
|
+
content: [
|
|
874
|
+
{
|
|
875
|
+
type: "text",
|
|
876
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
877
|
+
uri: "parse"
|
|
878
|
+
}
|
|
879
|
+
],
|
|
880
|
+
isError: true
|
|
881
|
+
};
|
|
882
|
+
}
|
|
883
|
+
};
|
|
884
|
+
};
|
|
885
|
+
|
|
886
|
+
// src/tools/parseToJSON.ts
|
|
887
|
+
var createParseToJSONHandler = (parser) => {
|
|
888
|
+
return async (args) => {
|
|
889
|
+
try {
|
|
890
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
891
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
507
892
|
return {
|
|
508
|
-
|
|
893
|
+
content: [
|
|
509
894
|
{
|
|
510
|
-
|
|
511
|
-
|
|
512
|
-
|
|
513
|
-
text: [
|
|
514
|
-
"You are an AI assistant that helps users create FIX Market Data Request messages.",
|
|
515
|
-
"You must **first verify** that all required fields are provided:",
|
|
516
|
-
"- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
|
|
517
|
-
"- Symbol (Trading symbol)",
|
|
518
|
-
"- MDReqID (Market data request ID)",
|
|
519
|
-
"- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
520
|
-
"- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
521
|
-
"",
|
|
522
|
-
"Only when all fields are present and valid, respond with:",
|
|
523
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
524
|
-
"",
|
|
525
|
-
"Otherwise, list the missing or invalid ones.",
|
|
526
|
-
"",
|
|
527
|
-
"Do not create the FIX message until verification is complete.",
|
|
528
|
-
"",
|
|
529
|
-
"Current parameters:",
|
|
530
|
-
`- MDUpdateType: ${args.mdUpdateType}`,
|
|
531
|
-
`- Symbol: ${args.symbol}`,
|
|
532
|
-
`- MDReqID: ${args.mdReqID}`,
|
|
533
|
-
`- SubscriptionRequestType: ${args.subscriptionRequestType}`,
|
|
534
|
-
`- MDEntryType: ${args.mdEntryType}`
|
|
535
|
-
].join("\n")
|
|
536
|
-
}
|
|
895
|
+
type: "text",
|
|
896
|
+
text: "Error: Failed to parse FIX string",
|
|
897
|
+
uri: "parseToJSON"
|
|
537
898
|
}
|
|
538
|
-
]
|
|
899
|
+
],
|
|
900
|
+
isError: true
|
|
539
901
|
};
|
|
540
902
|
}
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
545
|
-
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
|
|
549
|
-
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
{
|
|
554
|
-
|
|
555
|
-
|
|
556
|
-
|
|
557
|
-
|
|
558
|
-
|
|
559
|
-
|
|
560
|
-
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
|
|
596
|
-
|
|
597
|
-
|
|
598
|
-
|
|
599
|
-
|
|
600
|
-
|
|
601
|
-
|
|
602
|
-
|
|
603
|
-
|
|
604
|
-
|
|
605
|
-
|
|
606
|
-
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
|
|
610
|
-
|
|
611
|
-
|
|
612
|
-
|
|
613
|
-
|
|
614
|
-
|
|
903
|
+
return {
|
|
904
|
+
content: [
|
|
905
|
+
{
|
|
906
|
+
type: "text",
|
|
907
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
908
|
+
uri: "parseToJSON"
|
|
909
|
+
}
|
|
910
|
+
]
|
|
911
|
+
};
|
|
912
|
+
} catch (error) {
|
|
913
|
+
return {
|
|
914
|
+
content: [
|
|
915
|
+
{
|
|
916
|
+
type: "text",
|
|
917
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
918
|
+
uri: "parseToJSON"
|
|
919
|
+
}
|
|
920
|
+
],
|
|
921
|
+
isError: true
|
|
922
|
+
};
|
|
923
|
+
}
|
|
924
|
+
};
|
|
925
|
+
};
|
|
926
|
+
|
|
927
|
+
// src/tools/index.ts
|
|
928
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
929
|
+
parse: createParseHandler(parser),
|
|
930
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
931
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
932
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
933
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
934
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
935
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
936
|
+
});
|
|
937
|
+
|
|
938
|
+
// src/utils/messageHandler.ts
|
|
939
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
940
|
+
function getEnumValue(enumObj, name) {
|
|
941
|
+
return enumObj[name] || name;
|
|
942
|
+
}
|
|
943
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
944
|
+
const msgType = message.messageType;
|
|
945
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
946
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
947
|
+
const fixJson = message.toFIXJSON();
|
|
948
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
949
|
+
const data = {
|
|
950
|
+
timestamp: Date.now(),
|
|
951
|
+
bid: 0,
|
|
952
|
+
offer: 0,
|
|
953
|
+
spread: 0,
|
|
954
|
+
volume: 0,
|
|
955
|
+
trade: 0,
|
|
956
|
+
indexValue: 0,
|
|
957
|
+
openingPrice: 0,
|
|
958
|
+
closingPrice: 0,
|
|
959
|
+
settlementPrice: 0,
|
|
960
|
+
tradingSessionHighPrice: 0,
|
|
961
|
+
tradingSessionLowPrice: 0,
|
|
962
|
+
vwap: 0,
|
|
963
|
+
imbalance: 0,
|
|
964
|
+
openInterest: 0,
|
|
965
|
+
compositeUnderlyingPrice: 0,
|
|
966
|
+
simulatedSellPrice: 0,
|
|
967
|
+
simulatedBuyPrice: 0,
|
|
968
|
+
marginRate: 0,
|
|
969
|
+
midPrice: 0,
|
|
970
|
+
emptyBook: 0,
|
|
971
|
+
settleHighPrice: 0,
|
|
972
|
+
settleLowPrice: 0,
|
|
973
|
+
priorSettlePrice: 0,
|
|
974
|
+
sessionHighBid: 0,
|
|
975
|
+
sessionLowOffer: 0,
|
|
976
|
+
earlyPrices: 0,
|
|
977
|
+
auctionClearingPrice: 0,
|
|
978
|
+
swapValueFactor: 0,
|
|
979
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
980
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
981
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
982
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
983
|
+
fixingPrice: 0,
|
|
984
|
+
cashRate: 0,
|
|
985
|
+
recoveryRate: 0,
|
|
986
|
+
recoveryRateForLong: 0,
|
|
987
|
+
recoveryRateForShort: 0,
|
|
988
|
+
marketBid: 0,
|
|
989
|
+
marketOffer: 0,
|
|
990
|
+
shortSaleMinPrice: 0,
|
|
991
|
+
previousClosingPrice: 0,
|
|
992
|
+
thresholdLimitPriceBanding: 0,
|
|
993
|
+
dailyFinancingValue: 0,
|
|
994
|
+
accruedFinancingValue: 0,
|
|
995
|
+
twap: 0
|
|
996
|
+
};
|
|
997
|
+
for (const entry of entries) {
|
|
998
|
+
const entryType = entry.MDEntryType;
|
|
999
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1000
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1001
|
+
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1002
|
+
switch (enumValue) {
|
|
1003
|
+
case MDEntryType2.Bid:
|
|
1004
|
+
data.bid = price;
|
|
1005
|
+
break;
|
|
1006
|
+
case MDEntryType2.Offer:
|
|
1007
|
+
data.offer = price;
|
|
1008
|
+
break;
|
|
1009
|
+
case MDEntryType2.Trade:
|
|
1010
|
+
data.trade = price;
|
|
1011
|
+
break;
|
|
1012
|
+
case MDEntryType2.IndexValue:
|
|
1013
|
+
data.indexValue = price;
|
|
1014
|
+
break;
|
|
1015
|
+
case MDEntryType2.OpeningPrice:
|
|
1016
|
+
data.openingPrice = price;
|
|
1017
|
+
break;
|
|
1018
|
+
case MDEntryType2.ClosingPrice:
|
|
1019
|
+
data.closingPrice = price;
|
|
1020
|
+
break;
|
|
1021
|
+
case MDEntryType2.SettlementPrice:
|
|
1022
|
+
data.settlementPrice = price;
|
|
1023
|
+
break;
|
|
1024
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
1025
|
+
data.tradingSessionHighPrice = price;
|
|
1026
|
+
break;
|
|
1027
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
1028
|
+
data.tradingSessionLowPrice = price;
|
|
1029
|
+
break;
|
|
1030
|
+
case MDEntryType2.VWAP:
|
|
1031
|
+
data.vwap = price;
|
|
1032
|
+
break;
|
|
1033
|
+
case MDEntryType2.Imbalance:
|
|
1034
|
+
data.imbalance = size;
|
|
1035
|
+
break;
|
|
1036
|
+
case MDEntryType2.TradeVolume:
|
|
1037
|
+
data.volume = size;
|
|
1038
|
+
break;
|
|
1039
|
+
case MDEntryType2.OpenInterest:
|
|
1040
|
+
data.openInterest = size;
|
|
1041
|
+
break;
|
|
1042
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1043
|
+
data.compositeUnderlyingPrice = price;
|
|
1044
|
+
break;
|
|
1045
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
1046
|
+
data.simulatedSellPrice = price;
|
|
1047
|
+
break;
|
|
1048
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
1049
|
+
data.simulatedBuyPrice = price;
|
|
1050
|
+
break;
|
|
1051
|
+
case MDEntryType2.MarginRate:
|
|
1052
|
+
data.marginRate = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case MDEntryType2.MidPrice:
|
|
1055
|
+
data.midPrice = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case MDEntryType2.EmptyBook:
|
|
1058
|
+
data.emptyBook = 1;
|
|
1059
|
+
break;
|
|
1060
|
+
case MDEntryType2.SettleHighPrice:
|
|
1061
|
+
data.settleHighPrice = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case MDEntryType2.SettleLowPrice:
|
|
1064
|
+
data.settleLowPrice = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case MDEntryType2.PriorSettlePrice:
|
|
1067
|
+
data.priorSettlePrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case MDEntryType2.SessionHighBid:
|
|
1070
|
+
data.sessionHighBid = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case MDEntryType2.SessionLowOffer:
|
|
1073
|
+
data.sessionLowOffer = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case MDEntryType2.EarlyPrices:
|
|
1076
|
+
data.earlyPrices = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
1079
|
+
data.auctionClearingPrice = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case MDEntryType2.SwapValueFactor:
|
|
1082
|
+
data.swapValueFactor = price;
|
|
1083
|
+
break;
|
|
1084
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1085
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1086
|
+
break;
|
|
1087
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1088
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1089
|
+
break;
|
|
1090
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1091
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1092
|
+
break;
|
|
1093
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1094
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1095
|
+
break;
|
|
1096
|
+
case MDEntryType2.FixingPrice:
|
|
1097
|
+
data.fixingPrice = price;
|
|
1098
|
+
break;
|
|
1099
|
+
case MDEntryType2.CashRate:
|
|
1100
|
+
data.cashRate = price;
|
|
1101
|
+
break;
|
|
1102
|
+
case MDEntryType2.RecoveryRate:
|
|
1103
|
+
data.recoveryRate = price;
|
|
1104
|
+
break;
|
|
1105
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1106
|
+
data.recoveryRateForLong = price;
|
|
1107
|
+
break;
|
|
1108
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1109
|
+
data.recoveryRateForShort = price;
|
|
1110
|
+
break;
|
|
1111
|
+
case MDEntryType2.MarketBid:
|
|
1112
|
+
data.marketBid = price;
|
|
1113
|
+
break;
|
|
1114
|
+
case MDEntryType2.MarketOffer:
|
|
1115
|
+
data.marketOffer = price;
|
|
1116
|
+
break;
|
|
1117
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1118
|
+
data.shortSaleMinPrice = price;
|
|
1119
|
+
break;
|
|
1120
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1121
|
+
data.previousClosingPrice = price;
|
|
1122
|
+
break;
|
|
1123
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1124
|
+
data.thresholdLimitPriceBanding = price;
|
|
1125
|
+
break;
|
|
1126
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1127
|
+
data.dailyFinancingValue = price;
|
|
1128
|
+
break;
|
|
1129
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1130
|
+
data.accruedFinancingValue = price;
|
|
1131
|
+
break;
|
|
1132
|
+
case MDEntryType2.TWAP:
|
|
1133
|
+
data.twap = price;
|
|
1134
|
+
break;
|
|
1135
|
+
}
|
|
1136
|
+
}
|
|
1137
|
+
data.spread = data.offer - data.bid;
|
|
1138
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1139
|
+
marketDataPrices.set(symbol, []);
|
|
1140
|
+
}
|
|
1141
|
+
const prices = marketDataPrices.get(symbol);
|
|
1142
|
+
prices.push(data);
|
|
1143
|
+
if (prices.length > maxPriceHistory) {
|
|
1144
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1145
|
+
}
|
|
1146
|
+
onPriceUpdate?.(symbol, data);
|
|
1147
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1148
|
+
if (mdReqID) {
|
|
1149
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1150
|
+
if (callback) {
|
|
1151
|
+
callback(message);
|
|
1152
|
+
pendingRequests.delete(mdReqID);
|
|
1153
|
+
}
|
|
1154
|
+
}
|
|
1155
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1156
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1157
|
+
const callback = pendingRequests.get(reqId);
|
|
1158
|
+
if (callback) {
|
|
1159
|
+
callback(message);
|
|
1160
|
+
pendingRequests.delete(reqId);
|
|
1161
|
+
}
|
|
1162
|
+
}
|
|
1163
|
+
}
|
|
1164
|
+
|
|
1165
|
+
// src/MCPLocal.ts
|
|
1166
|
+
var MCPLocal = class extends MCPBase {
|
|
1167
|
+
/**
|
|
1168
|
+
* Map to store verified orders before execution
|
|
1169
|
+
* @private
|
|
1170
|
+
*/
|
|
1171
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1172
|
+
/**
|
|
1173
|
+
* Map to store pending requests and their callbacks
|
|
1174
|
+
* @private
|
|
1175
|
+
*/
|
|
1176
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1177
|
+
/**
|
|
1178
|
+
* Map to store market data prices for each symbol
|
|
1179
|
+
* @private
|
|
1180
|
+
*/
|
|
1181
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1182
|
+
/**
|
|
1183
|
+
* Maximum number of price history entries to keep per symbol
|
|
1184
|
+
* @private
|
|
1185
|
+
*/
|
|
1186
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1187
|
+
server = new Server(
|
|
1188
|
+
{
|
|
1189
|
+
name: "fixparser",
|
|
1190
|
+
version: "1.0.0"
|
|
1191
|
+
},
|
|
1192
|
+
{
|
|
1193
|
+
capabilities: {
|
|
1194
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
1195
|
+
(acc, [name, { description, schema }]) => {
|
|
1196
|
+
acc[name] = {
|
|
1197
|
+
description,
|
|
1198
|
+
parameters: schema
|
|
1199
|
+
};
|
|
1200
|
+
return acc;
|
|
1201
|
+
},
|
|
1202
|
+
{}
|
|
1203
|
+
)
|
|
1204
|
+
}
|
|
1205
|
+
}
|
|
1206
|
+
);
|
|
1207
|
+
transport = new StdioServerTransport();
|
|
1208
|
+
constructor({ logger, onReady }) {
|
|
1209
|
+
super({ logger, onReady });
|
|
1210
|
+
}
|
|
1211
|
+
async register(parser) {
|
|
1212
|
+
this.parser = parser;
|
|
1213
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1214
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1215
|
+
});
|
|
1216
|
+
this.addWorkflows();
|
|
1217
|
+
await this.server.connect(this.transport);
|
|
1218
|
+
if (this.onReady) {
|
|
1219
|
+
this.onReady();
|
|
1220
|
+
}
|
|
1221
|
+
}
|
|
1222
|
+
addWorkflows() {
|
|
1223
|
+
if (!this.parser) {
|
|
1224
|
+
return;
|
|
1225
|
+
}
|
|
1226
|
+
if (!this.server) {
|
|
1227
|
+
return;
|
|
1228
|
+
}
|
|
1229
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
1230
|
+
return {
|
|
1231
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1232
|
+
name,
|
|
1233
|
+
description,
|
|
1234
|
+
inputSchema: schema
|
|
1235
|
+
}))
|
|
1236
|
+
};
|
|
1237
|
+
});
|
|
1238
|
+
this.server.setRequestHandler(
|
|
1239
|
+
z.object({
|
|
1240
|
+
method: z.literal("tools/call"),
|
|
1241
|
+
params: z.object({
|
|
1242
|
+
name: z.string(),
|
|
1243
|
+
arguments: z.any(),
|
|
1244
|
+
_meta: z.object({
|
|
1245
|
+
progressToken: z.number()
|
|
1246
|
+
}).optional()
|
|
1247
|
+
})
|
|
1248
|
+
}),
|
|
1249
|
+
async (request) => {
|
|
1250
|
+
const { name, arguments: args } = request.params;
|
|
1251
|
+
const toolHandlers = createToolHandlers(
|
|
1252
|
+
this.parser,
|
|
1253
|
+
this.verifiedOrders,
|
|
1254
|
+
this.pendingRequests,
|
|
1255
|
+
this.marketDataPrices
|
|
1256
|
+
);
|
|
1257
|
+
const handler = toolHandlers[name];
|
|
1258
|
+
if (!handler) {
|
|
1259
|
+
return {
|
|
1260
|
+
content: [
|
|
1261
|
+
{
|
|
1262
|
+
type: "text",
|
|
1263
|
+
text: `Tool not found: ${name}`,
|
|
1264
|
+
uri: name
|
|
1265
|
+
}
|
|
1266
|
+
],
|
|
1267
|
+
isError: true
|
|
1268
|
+
};
|
|
1269
|
+
}
|
|
1270
|
+
const result = await handler(args);
|
|
615
1271
|
return {
|
|
616
|
-
|
|
617
|
-
|
|
618
|
-
uri: uri.href,
|
|
619
|
-
text: svg
|
|
620
|
-
}
|
|
621
|
-
]
|
|
1272
|
+
content: result.content,
|
|
1273
|
+
isError: result.isError
|
|
622
1274
|
};
|
|
623
1275
|
}
|
|
624
1276
|
);
|