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.
@@ -1,624 +1,1276 @@
1
1
  // src/MCPLocal.ts
2
- import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.js";
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+ import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
3
  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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- var MCPLocal = class {
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+
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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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- server = new McpServer(
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- {
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- name: "fixparser",
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- version: "1.0.0"
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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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- pendingRequests = /* @__PURE__ */ new Map();
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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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- if (onReady) this.onReady = onReady;
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+ this.logger = logger;
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+ this.onReady = onReady;
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  }
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- async register(parser) {
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- this.parser = parser;
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- this.parser.addOnMessageCallback((message) => {
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- const msgType = message.messageType;
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- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
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- let id;
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- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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- const mdReqID = message.getField(Fields.MDReqID);
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- if (mdReqID) id = String(mdReqID.value);
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- } else if (msgType === Messages.ExecutionReport) {
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- const clOrdID = message.getField(Fields.ClOrdID);
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- if (clOrdID) id = String(clOrdID.value);
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- } else if (msgType === Messages.Reject) {
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- const refSeqNum = message.getField(Fields.RefSeqNum);
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- if (refSeqNum) id = String(refSeqNum.value);
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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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  }
44
- if (id) {
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- const callback = this.pendingRequests.get(id);
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- if (callback) {
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- callback(message);
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- this.pendingRequests.delete(id);
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- }
127
+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
50
186
  }
51
- }
52
- });
53
- this.addWorkflows();
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- await this.server.connect(this.transport);
55
- 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"]
57
189
  }
58
- }
59
- addWorkflows() {
60
- if (!this.parser) {
61
- return;
190
+ },
191
+ 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"
207
+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
249
+ ]
250
+ },
251
+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
252
+ }
253
+ },
254
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
62
255
  }
63
- if (!this.server) {
64
- return;
256
+ },
257
+ getStockGraph: {
258
+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
264
+ required: ["symbol"]
65
265
  }
66
- this.server.tool(
67
- "parse",
68
- "Parses a FIX message and describes it in plain language",
69
- {
70
- fixString: z.string().describe("FIX message string to parse")
266
+ },
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
269
+ schema: {
270
+ type: "object",
271
+ properties: {
272
+ symbol: { type: "string" }
71
273
  },
72
- async (args) => {
73
- try {
74
- const parsedMessage = this.parser?.parse(args.fixString);
75
- if (!parsedMessage || parsedMessage.length === 0) {
76
- return {
77
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
78
- isError: true
79
- };
274
+ required: ["symbol"]
275
+ }
276
+ }
277
+ };
278
+
279
+ // src/tools/marketData.ts
280
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
+ import QuickChart from "quickchart-js";
282
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
+ return async (args) => {
284
+ try {
285
+ 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(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
393
+ uri: "marketDataRequest"
80
394
  }
81
- return {
82
- content: [
83
- {
84
- type: "text",
85
- text: `${parsedMessage[0].description}
86
- ${parsedMessage[0].messageTypeDescription}`
87
- }
88
- ]
89
- };
90
- } catch (error) {
91
- return {
92
- content: [
93
- {
94
- type: "text",
95
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
96
- }
97
- ],
98
- isError: true
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
- this.server.tool(
104
- "parseToJSON",
105
- "Parses a FIX message into JSON",
106
- {
107
- fixString: z.string().describe("FIX message string to parse")
108
- },
109
- async (args) => {
110
- try {
111
- const parsedMessage = this.parser?.parse(args.fixString);
112
- if (!parsedMessage || parsedMessage.length === 0) {
113
- return {
114
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
115
- isError: true
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
- this.server.tool(
140
- "verifyOrder",
141
- "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
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
- type: "text",
168
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
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
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
225
- return {
226
- content: [
227
- {
228
- type: "text",
229
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
230
- }
231
- ],
232
- isError: true
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
- this.parser?.send(marketDataRequest);
331
- const fixData = await response;
332
- return {
333
- content: [
334
- {
335
- type: "text",
336
- text: `Market data for ${args.symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
337
- }
338
- ]
339
- };
340
- } catch (error) {
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
- messages: [
764
+ content: [
362
765
  {
363
- role: "user",
364
- content: {
365
- type: "text",
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
- messages: [
776
+ content: [
382
777
  {
383
- role: "user",
384
- content: {
385
- type: "text",
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
- this.server.prompt(
394
- "verifyOrder",
395
- "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
396
- {
397
- clOrdID: z.string().describe("Client Order ID"),
398
- handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
399
- quantity: z.string().describe("Order quantity"),
400
- price: z.string().describe("Order price"),
401
- ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
402
- side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
403
- symbol: z.string().describe("Trading symbol"),
404
- timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
405
- },
406
- async (args) => {
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
- messages: [
807
+ content: [
409
808
  {
410
- role: "user",
411
- content: {
412
- type: "text",
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
- this.server.prompt(
451
- "executeOrder",
452
- "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
453
- {
454
- clOrdID: z.string().describe("Client Order ID"),
455
- handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
456
- quantity: z.string().describe("Order quantity"),
457
- price: z.string().describe("Order price"),
458
- ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
459
- side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
460
- symbol: z.string().describe("Trading symbol"),
461
- timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
462
- },
463
- async (args) => {
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
- messages: [
851
+ content: [
466
852
  {
467
- role: "user",
468
- content: {
469
- type: "text",
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: ${args.timeInForce}`,
485
- "",
486
- "IMPORTANT: The response will be either:",
487
- "1. An Execution Report (MsgType=8) if the order was successfully placed",
488
- "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
489
- ].join("\n")
490
- }
853
+ type: "text",
854
+ text: "Error: Failed to parse FIX string",
855
+ uri: "parse"
491
856
  }
492
- ]
857
+ ],
858
+ isError: true
493
859
  };
494
860
  }
495
- );
496
- this.server.prompt(
497
- "marketDataRequest",
498
- "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
499
- {
500
- mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
501
- symbol: z.string().describe("Trading symbol"),
502
- mdReqID: z.string().describe("Market data request ID"),
503
- subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
504
- mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
505
- },
506
- async (args) => {
861
+ return {
862
+ content: [
863
+ {
864
+ type: "text",
865
+ text: `${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
- messages: [
893
+ content: [
509
894
  {
510
- role: "user",
511
- content: {
512
- type: "text",
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: ${args.mdEntryType}`
535
- ].join("\n")
536
- }
895
+ type: "text",
896
+ text: "Error: Failed to parse FIX string",
897
+ uri: "parseToJSON"
537
898
  }
538
- ]
899
+ ],
900
+ isError: true
539
901
  };
540
902
  }
541
- );
542
- this.server.resource(
543
- "stockGraph",
544
- new ResourceTemplate("stock://{symbol}", { list: void 0 }),
545
- async (uri, variables) => {
546
- const symbol = variables.symbol;
547
- const data = [
548
- { time: "09:30", price: 150 },
549
- { time: "10:30", price: 152.5 },
550
- { time: "11:30", price: 151.75 },
551
- { time: "12:30", price: 153.25 },
552
- { time: "13:30", price: 154 },
553
- { time: "14:30", price: 153.5 },
554
- { time: "15:30", price: 155 },
555
- { time: "16:00", price: 154.75 }
556
- ];
557
- const width = 600;
558
- const height = 300;
559
- const padding = 40;
560
- const xScale = (width - 2 * padding) / (data.length - 1);
561
- const yMin = Math.min(...data.map((d) => d.price));
562
- const yMax = Math.max(...data.map((d) => d.price));
563
- const yScale = (height - 2 * padding) / (yMax - yMin);
564
- const points = data.map((d, i) => {
565
- const x = padding + i * xScale;
566
- const y = height - padding - (d.price - yMin) * yScale;
567
- return `${x},${y}`;
568
- }).join(" L ");
569
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
570
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
571
- <!-- Background -->
572
- <rect width="100%" height="100%" fill="#f8f9fa"/>
573
-
574
- <!-- Grid lines -->
575
- <g stroke="#e9ecef" stroke-width="1">
576
- ${Array.from({ length: 5 }, (_, i) => {
577
- const y = padding + (height - 2 * padding) * i / 4;
578
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
579
- }).join("\n")}
580
- </g>
581
-
582
- <!-- Price line -->
583
- <path d="M ${points}"
584
- fill="none"
585
- stroke="#007bff"
586
- stroke-width="2"/>
587
-
588
- <!-- Data points -->
589
- ${data.map((d, i) => {
590
- const x = padding + i * xScale;
591
- const y = height - padding - (d.price - yMin) * yScale;
592
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
593
- }).join("\n")}
594
-
595
- <!-- Labels -->
596
- <g font-family="Arial" font-size="12" fill="#495057">
597
- ${data.map((d, i) => {
598
- const x = padding + i * xScale;
599
- return `<text x="${x}" y="${height - padding + 20}" text-anchor="middle">${d.time}</text>`;
600
- }).join("\n")}
601
- ${Array.from({ length: 5 }, (_, i) => {
602
- const y = padding + (height - 2 * padding) * i / 4;
603
- const price = yMax - (yMax - yMin) * i / 4;
604
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
605
- }).join("\n")}
606
- </g>
607
-
608
- <!-- Title -->
609
- <text x="${width / 2}" y="${padding / 2}"
610
- font-family="Arial" font-size="16" font-weight="bold"
611
- text-anchor="middle" fill="#212529">
612
- ${symbol} - 1 Day Price Chart
613
- </text>
614
- </svg>`;
903
+ return {
904
+ content: [
905
+ {
906
+ type: "text",
907
+ text: `${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
- contents: [
617
- {
618
- uri: uri.href,
619
- text: svg
620
- }
621
- ]
1272
+ content: result.content,
1273
+ isError: result.isError
622
1274
  };
623
1275
  }
624
1276
  );