fixparser-plugin-mcp 9.1.7-9a1ab782 → 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 +1235 -601
- 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 +1225 -616
- 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 +14 -4
- 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 +14 -4
- 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 +10 -10
- package/types/MCPLocal.d.ts +0 -13
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/esm/MCPRemote.mjs
CHANGED
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@@ -5,38 +5,1212 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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278
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+
}
|
|
279
|
+
}
|
|
280
|
+
};
|
|
281
|
+
|
|
282
|
+
// src/tools/marketData.ts
|
|
283
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
+
import QuickChart from "quickchart-js";
|
|
285
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
+
return async (args) => {
|
|
287
|
+
try {
|
|
288
|
+
parser.logger.log({
|
|
289
|
+
level: "info",
|
|
290
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
291
|
+
});
|
|
292
|
+
const response = new Promise((resolve) => {
|
|
293
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
294
|
+
parser.logger.log({
|
|
295
|
+
level: "info",
|
|
296
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
297
|
+
});
|
|
298
|
+
});
|
|
299
|
+
const entryTypes = args.mdEntryTypes || [
|
|
300
|
+
MDEntryType.Bid,
|
|
301
|
+
MDEntryType.Offer,
|
|
302
|
+
MDEntryType.Trade,
|
|
303
|
+
MDEntryType.IndexValue,
|
|
304
|
+
MDEntryType.OpeningPrice,
|
|
305
|
+
MDEntryType.ClosingPrice,
|
|
306
|
+
MDEntryType.SettlementPrice,
|
|
307
|
+
MDEntryType.TradingSessionHighPrice,
|
|
308
|
+
MDEntryType.TradingSessionLowPrice,
|
|
309
|
+
MDEntryType.VWAP,
|
|
310
|
+
MDEntryType.Imbalance,
|
|
311
|
+
MDEntryType.TradeVolume,
|
|
312
|
+
MDEntryType.OpenInterest,
|
|
313
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
314
|
+
MDEntryType.SimulatedSellPrice,
|
|
315
|
+
MDEntryType.SimulatedBuyPrice,
|
|
316
|
+
MDEntryType.MarginRate,
|
|
317
|
+
MDEntryType.MidPrice,
|
|
318
|
+
MDEntryType.EmptyBook,
|
|
319
|
+
MDEntryType.SettleHighPrice,
|
|
320
|
+
MDEntryType.SettleLowPrice,
|
|
321
|
+
MDEntryType.PriorSettlePrice,
|
|
322
|
+
MDEntryType.SessionHighBid,
|
|
323
|
+
MDEntryType.SessionLowOffer,
|
|
324
|
+
MDEntryType.EarlyPrices,
|
|
325
|
+
MDEntryType.AuctionClearingPrice,
|
|
326
|
+
MDEntryType.SwapValueFactor,
|
|
327
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
328
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
329
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
330
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
331
|
+
MDEntryType.FixingPrice,
|
|
332
|
+
MDEntryType.CashRate,
|
|
333
|
+
MDEntryType.RecoveryRate,
|
|
334
|
+
MDEntryType.RecoveryRateForLong,
|
|
335
|
+
MDEntryType.RecoveryRateForShort,
|
|
336
|
+
MDEntryType.MarketBid,
|
|
337
|
+
MDEntryType.MarketOffer,
|
|
338
|
+
MDEntryType.ShortSaleMinPrice,
|
|
339
|
+
MDEntryType.PreviousClosingPrice,
|
|
340
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
341
|
+
MDEntryType.DailyFinancingValue,
|
|
342
|
+
MDEntryType.AccruedFinancingValue,
|
|
343
|
+
MDEntryType.TWAP
|
|
344
|
+
];
|
|
345
|
+
const messageFields = [
|
|
346
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
347
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
348
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
349
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
350
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
351
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
352
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
353
|
+
new Field(Fields.MarketDepth, 0),
|
|
354
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
355
|
+
];
|
|
356
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
357
|
+
args.symbols.forEach((symbol) => {
|
|
358
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
359
|
+
});
|
|
360
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
361
|
+
entryTypes.forEach((entryType) => {
|
|
362
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
363
|
+
});
|
|
364
|
+
const mdr = parser.createMessage(...messageFields);
|
|
365
|
+
if (!parser.connected) {
|
|
366
|
+
parser.logger.log({
|
|
367
|
+
level: "error",
|
|
368
|
+
message: "Not connected. Cannot send market data request."
|
|
369
|
+
});
|
|
370
|
+
return {
|
|
371
|
+
content: [
|
|
372
|
+
{
|
|
373
|
+
type: "text",
|
|
374
|
+
text: "Error: Not connected. Ignoring message.",
|
|
375
|
+
uri: "marketDataRequest"
|
|
376
|
+
}
|
|
377
|
+
],
|
|
378
|
+
isError: true
|
|
379
|
+
};
|
|
380
|
+
}
|
|
381
|
+
parser.logger.log({
|
|
382
|
+
level: "info",
|
|
383
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
384
|
+
});
|
|
385
|
+
parser.send(mdr);
|
|
386
|
+
const fixData = await response;
|
|
387
|
+
parser.logger.log({
|
|
388
|
+
level: "info",
|
|
389
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
390
|
+
});
|
|
391
|
+
return {
|
|
392
|
+
content: [
|
|
393
|
+
{
|
|
394
|
+
type: "text",
|
|
395
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
396
|
+
uri: "marketDataRequest"
|
|
397
|
+
}
|
|
398
|
+
]
|
|
399
|
+
};
|
|
400
|
+
} catch (error) {
|
|
401
|
+
return {
|
|
402
|
+
content: [
|
|
403
|
+
{
|
|
404
|
+
type: "text",
|
|
405
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
406
|
+
uri: "marketDataRequest"
|
|
407
|
+
}
|
|
408
|
+
],
|
|
409
|
+
isError: true
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
};
|
|
413
|
+
};
|
|
414
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
415
|
+
return async (args) => {
|
|
416
|
+
try {
|
|
417
|
+
const symbol = args.symbol;
|
|
418
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
419
|
+
if (priceHistory.length === 0) {
|
|
420
|
+
return {
|
|
421
|
+
content: [
|
|
422
|
+
{
|
|
423
|
+
type: "text",
|
|
424
|
+
text: `No price data available for ${symbol}`,
|
|
425
|
+
uri: "getStockGraph"
|
|
426
|
+
}
|
|
427
|
+
]
|
|
428
|
+
};
|
|
429
|
+
}
|
|
430
|
+
const chart = new QuickChart();
|
|
431
|
+
chart.setWidth(1200);
|
|
432
|
+
chart.setHeight(600);
|
|
433
|
+
chart.setBackgroundColor("transparent");
|
|
434
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
435
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
436
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
437
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
438
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
439
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
440
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
441
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
442
|
+
const config = {
|
|
443
|
+
type: "line",
|
|
444
|
+
data: {
|
|
445
|
+
labels,
|
|
446
|
+
datasets: [
|
|
447
|
+
{
|
|
448
|
+
label: "Bid",
|
|
449
|
+
data: bidData,
|
|
450
|
+
borderColor: "#28a745",
|
|
451
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
452
|
+
fill: false,
|
|
453
|
+
tension: 0.4
|
|
454
|
+
},
|
|
455
|
+
{
|
|
456
|
+
label: "Offer",
|
|
457
|
+
data: offerData,
|
|
458
|
+
borderColor: "#dc3545",
|
|
459
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
460
|
+
fill: false,
|
|
461
|
+
tension: 0.4
|
|
462
|
+
},
|
|
463
|
+
{
|
|
464
|
+
label: "Spread",
|
|
465
|
+
data: spreadData,
|
|
466
|
+
borderColor: "#6c757d",
|
|
467
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
468
|
+
fill: false,
|
|
469
|
+
tension: 0.4
|
|
470
|
+
},
|
|
471
|
+
{
|
|
472
|
+
label: "Trade",
|
|
473
|
+
data: tradeData,
|
|
474
|
+
borderColor: "#ffc107",
|
|
475
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
476
|
+
fill: false,
|
|
477
|
+
tension: 0.4
|
|
478
|
+
},
|
|
479
|
+
{
|
|
480
|
+
label: "VWAP",
|
|
481
|
+
data: vwapData,
|
|
482
|
+
borderColor: "#17a2b8",
|
|
483
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
484
|
+
fill: false,
|
|
485
|
+
tension: 0.4
|
|
486
|
+
},
|
|
487
|
+
{
|
|
488
|
+
label: "TWAP",
|
|
489
|
+
data: twapData,
|
|
490
|
+
borderColor: "#6610f2",
|
|
491
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
492
|
+
fill: false,
|
|
493
|
+
tension: 0.4
|
|
494
|
+
},
|
|
495
|
+
{
|
|
496
|
+
label: "Volume",
|
|
497
|
+
data: volumeData,
|
|
498
|
+
borderColor: "#007bff",
|
|
499
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
500
|
+
fill: true,
|
|
501
|
+
tension: 0.4
|
|
502
|
+
}
|
|
503
|
+
]
|
|
504
|
+
},
|
|
505
|
+
options: {
|
|
506
|
+
responsive: true,
|
|
507
|
+
plugins: {
|
|
508
|
+
title: {
|
|
509
|
+
display: true,
|
|
510
|
+
text: `${symbol} Market Data`
|
|
511
|
+
}
|
|
512
|
+
},
|
|
513
|
+
scales: {
|
|
514
|
+
y: {
|
|
515
|
+
beginAtZero: false
|
|
516
|
+
}
|
|
517
|
+
}
|
|
518
|
+
}
|
|
519
|
+
};
|
|
520
|
+
chart.setConfig(config);
|
|
521
|
+
const imageBuffer = await chart.toBinary();
|
|
522
|
+
const base64 = imageBuffer.toString("base64");
|
|
523
|
+
return {
|
|
524
|
+
content: [
|
|
525
|
+
{
|
|
526
|
+
type: "resource",
|
|
527
|
+
resource: {
|
|
528
|
+
uri: "resource://graph",
|
|
529
|
+
mimeType: "image/png",
|
|
530
|
+
blob: base64
|
|
531
|
+
}
|
|
532
|
+
}
|
|
533
|
+
]
|
|
534
|
+
};
|
|
535
|
+
} catch (error) {
|
|
536
|
+
return {
|
|
537
|
+
content: [
|
|
538
|
+
{
|
|
539
|
+
type: "text",
|
|
540
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
541
|
+
uri: "getStockGraph"
|
|
542
|
+
}
|
|
543
|
+
],
|
|
544
|
+
isError: true
|
|
545
|
+
};
|
|
546
|
+
}
|
|
547
|
+
};
|
|
548
|
+
};
|
|
549
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
550
|
+
return async (args) => {
|
|
551
|
+
try {
|
|
552
|
+
const symbol = args.symbol;
|
|
553
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
554
|
+
if (priceHistory.length === 0) {
|
|
555
|
+
return {
|
|
556
|
+
content: [
|
|
557
|
+
{
|
|
558
|
+
type: "text",
|
|
559
|
+
text: `No price data available for ${symbol}`,
|
|
560
|
+
uri: "getStockPriceHistory"
|
|
561
|
+
}
|
|
562
|
+
]
|
|
563
|
+
};
|
|
564
|
+
}
|
|
565
|
+
return {
|
|
566
|
+
content: [
|
|
567
|
+
{
|
|
568
|
+
type: "text",
|
|
569
|
+
text: JSON.stringify(
|
|
570
|
+
{
|
|
571
|
+
symbol,
|
|
572
|
+
count: priceHistory.length,
|
|
573
|
+
data: priceHistory.map((point) => ({
|
|
574
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
575
|
+
bid: point.bid,
|
|
576
|
+
offer: point.offer,
|
|
577
|
+
spread: point.spread,
|
|
578
|
+
volume: point.volume,
|
|
579
|
+
trade: point.trade,
|
|
580
|
+
indexValue: point.indexValue,
|
|
581
|
+
openingPrice: point.openingPrice,
|
|
582
|
+
closingPrice: point.closingPrice,
|
|
583
|
+
settlementPrice: point.settlementPrice,
|
|
584
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
585
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
586
|
+
vwap: point.vwap,
|
|
587
|
+
imbalance: point.imbalance,
|
|
588
|
+
openInterest: point.openInterest,
|
|
589
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
590
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
591
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
592
|
+
marginRate: point.marginRate,
|
|
593
|
+
midPrice: point.midPrice,
|
|
594
|
+
emptyBook: point.emptyBook,
|
|
595
|
+
settleHighPrice: point.settleHighPrice,
|
|
596
|
+
settleLowPrice: point.settleLowPrice,
|
|
597
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
598
|
+
sessionHighBid: point.sessionHighBid,
|
|
599
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
600
|
+
earlyPrices: point.earlyPrices,
|
|
601
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
602
|
+
swapValueFactor: point.swapValueFactor,
|
|
603
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
604
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
605
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
606
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
607
|
+
fixingPrice: point.fixingPrice,
|
|
608
|
+
cashRate: point.cashRate,
|
|
609
|
+
recoveryRate: point.recoveryRate,
|
|
610
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
611
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
612
|
+
marketBid: point.marketBid,
|
|
613
|
+
marketOffer: point.marketOffer,
|
|
614
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
615
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
616
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
617
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
618
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
619
|
+
twap: point.twap
|
|
620
|
+
}))
|
|
621
|
+
},
|
|
622
|
+
null,
|
|
623
|
+
2
|
|
624
|
+
),
|
|
625
|
+
uri: "getStockPriceHistory"
|
|
626
|
+
}
|
|
627
|
+
]
|
|
628
|
+
};
|
|
629
|
+
} catch (error) {
|
|
630
|
+
return {
|
|
631
|
+
content: [
|
|
632
|
+
{
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
635
|
+
uri: "getStockPriceHistory"
|
|
636
|
+
}
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
639
|
+
};
|
|
640
|
+
}
|
|
641
|
+
};
|
|
642
|
+
};
|
|
643
|
+
|
|
644
|
+
// src/tools/order.ts
|
|
645
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
646
|
+
var ordTypeNames = {
|
|
647
|
+
"1": "Market",
|
|
648
|
+
"2": "Limit",
|
|
649
|
+
"3": "Stop",
|
|
650
|
+
"4": "StopLimit",
|
|
651
|
+
"5": "MarketOnClose",
|
|
652
|
+
"6": "WithOrWithout",
|
|
653
|
+
"7": "LimitOrBetter",
|
|
654
|
+
"8": "LimitWithOrWithout",
|
|
655
|
+
"9": "OnBasis",
|
|
656
|
+
A: "OnClose",
|
|
657
|
+
B: "LimitOnClose",
|
|
658
|
+
C: "ForexMarket",
|
|
659
|
+
D: "PreviouslyQuoted",
|
|
660
|
+
E: "PreviouslyIndicated",
|
|
661
|
+
F: "ForexLimit",
|
|
662
|
+
G: "ForexSwap",
|
|
663
|
+
H: "ForexPreviouslyQuoted",
|
|
664
|
+
I: "Funari",
|
|
665
|
+
J: "MarketIfTouched",
|
|
666
|
+
K: "MarketWithLeftOverAsLimit",
|
|
667
|
+
L: "PreviousFundValuationPoint",
|
|
668
|
+
M: "NextFundValuationPoint",
|
|
669
|
+
P: "Pegged",
|
|
670
|
+
Q: "CounterOrderSelection",
|
|
671
|
+
R: "StopOnBidOrOffer",
|
|
672
|
+
S: "StopLimitOnBidOrOffer"
|
|
673
|
+
};
|
|
674
|
+
var sideNames = {
|
|
675
|
+
"1": "Buy",
|
|
676
|
+
"2": "Sell",
|
|
677
|
+
"3": "BuyMinus",
|
|
678
|
+
"4": "SellPlus",
|
|
679
|
+
"5": "SellShort",
|
|
680
|
+
"6": "SellShortExempt",
|
|
681
|
+
"7": "Undisclosed",
|
|
682
|
+
"8": "Cross",
|
|
683
|
+
"9": "CrossShort",
|
|
684
|
+
A: "CrossShortExempt",
|
|
685
|
+
B: "AsDefined",
|
|
686
|
+
C: "Opposite",
|
|
687
|
+
D: "Subscribe",
|
|
688
|
+
E: "Redeem",
|
|
689
|
+
F: "Lend",
|
|
690
|
+
G: "Borrow",
|
|
691
|
+
H: "SellUndisclosed"
|
|
692
|
+
};
|
|
693
|
+
var timeInForceNames = {
|
|
694
|
+
"0": "Day",
|
|
695
|
+
"1": "GoodTillCancel",
|
|
696
|
+
"2": "AtTheOpening",
|
|
697
|
+
"3": "ImmediateOrCancel",
|
|
698
|
+
"4": "FillOrKill",
|
|
699
|
+
"5": "GoodTillCrossing",
|
|
700
|
+
"6": "GoodTillDate",
|
|
701
|
+
"7": "AtTheClose",
|
|
702
|
+
"8": "GoodThroughCrossing",
|
|
703
|
+
"9": "AtCrossing",
|
|
704
|
+
A: "GoodForTime",
|
|
705
|
+
B: "GoodForAuction",
|
|
706
|
+
C: "GoodForMonth"
|
|
707
|
+
};
|
|
708
|
+
var handlInstNames = {
|
|
709
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
710
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
711
|
+
"3": "ManualOrder"
|
|
712
|
+
};
|
|
713
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
714
|
+
return async (args) => {
|
|
715
|
+
try {
|
|
716
|
+
verifiedOrders.set(args.clOrdID, {
|
|
717
|
+
clOrdID: args.clOrdID,
|
|
718
|
+
handlInst: args.handlInst,
|
|
719
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
720
|
+
price: Number.parseFloat(String(args.price)),
|
|
721
|
+
ordType: args.ordType,
|
|
722
|
+
side: args.side,
|
|
723
|
+
symbol: args.symbol,
|
|
724
|
+
timeInForce: args.timeInForce
|
|
725
|
+
});
|
|
726
|
+
return {
|
|
727
|
+
content: [
|
|
728
|
+
{
|
|
729
|
+
type: "text",
|
|
730
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
731
|
+
|
|
732
|
+
Parameters verified:
|
|
733
|
+
- ClOrdID: ${args.clOrdID}
|
|
734
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
735
|
+
- Quantity: ${args.quantity}
|
|
736
|
+
- Price: ${args.price}
|
|
737
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
738
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
739
|
+
- Symbol: ${args.symbol}
|
|
740
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
741
|
+
|
|
742
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
743
|
+
uri: "verifyOrder"
|
|
744
|
+
}
|
|
745
|
+
]
|
|
746
|
+
};
|
|
747
|
+
} catch (error) {
|
|
748
|
+
return {
|
|
749
|
+
content: [
|
|
750
|
+
{
|
|
751
|
+
type: "text",
|
|
752
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
753
|
+
uri: "verifyOrder"
|
|
754
|
+
}
|
|
755
|
+
],
|
|
756
|
+
isError: true
|
|
757
|
+
};
|
|
758
|
+
}
|
|
759
|
+
};
|
|
760
|
+
};
|
|
761
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
762
|
+
return async (args) => {
|
|
763
|
+
try {
|
|
764
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
765
|
+
if (!verifiedOrder) {
|
|
766
|
+
return {
|
|
767
|
+
content: [
|
|
768
|
+
{
|
|
769
|
+
type: "text",
|
|
770
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
771
|
+
uri: "executeOrder"
|
|
772
|
+
}
|
|
773
|
+
],
|
|
774
|
+
isError: true
|
|
775
|
+
};
|
|
776
|
+
}
|
|
777
|
+
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) {
|
|
778
|
+
return {
|
|
779
|
+
content: [
|
|
780
|
+
{
|
|
781
|
+
type: "text",
|
|
782
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
783
|
+
uri: "executeOrder"
|
|
784
|
+
}
|
|
785
|
+
],
|
|
786
|
+
isError: true
|
|
787
|
+
};
|
|
788
|
+
}
|
|
789
|
+
const response = new Promise((resolve) => {
|
|
790
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
791
|
+
});
|
|
792
|
+
const order = parser.createMessage(
|
|
793
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
794
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
795
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
796
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
797
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
798
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
799
|
+
new Field2(Fields2.Side, args.side),
|
|
800
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
801
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
802
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
803
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
804
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
805
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
806
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
807
|
+
);
|
|
808
|
+
if (!parser.connected) {
|
|
809
|
+
return {
|
|
810
|
+
content: [
|
|
811
|
+
{
|
|
812
|
+
type: "text",
|
|
813
|
+
text: "Error: Not connected. Ignoring message.",
|
|
814
|
+
uri: "executeOrder"
|
|
815
|
+
}
|
|
816
|
+
],
|
|
817
|
+
isError: true
|
|
818
|
+
};
|
|
819
|
+
}
|
|
820
|
+
parser.send(order);
|
|
821
|
+
const fixData = await response;
|
|
822
|
+
verifiedOrders.delete(args.clOrdID);
|
|
823
|
+
return {
|
|
824
|
+
content: [
|
|
825
|
+
{
|
|
826
|
+
type: "text",
|
|
827
|
+
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())}`,
|
|
828
|
+
uri: "executeOrder"
|
|
829
|
+
}
|
|
830
|
+
]
|
|
831
|
+
};
|
|
832
|
+
} catch (error) {
|
|
833
|
+
return {
|
|
834
|
+
content: [
|
|
835
|
+
{
|
|
836
|
+
type: "text",
|
|
837
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
838
|
+
uri: "executeOrder"
|
|
839
|
+
}
|
|
840
|
+
],
|
|
841
|
+
isError: true
|
|
842
|
+
};
|
|
843
|
+
}
|
|
844
|
+
};
|
|
845
|
+
};
|
|
846
|
+
|
|
847
|
+
// src/tools/parse.ts
|
|
848
|
+
var createParseHandler = (parser) => {
|
|
849
|
+
return async (args) => {
|
|
850
|
+
try {
|
|
851
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
852
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
853
|
+
return {
|
|
854
|
+
content: [
|
|
855
|
+
{
|
|
856
|
+
type: "text",
|
|
857
|
+
text: "Error: Failed to parse FIX string",
|
|
858
|
+
uri: "parse"
|
|
859
|
+
}
|
|
860
|
+
],
|
|
861
|
+
isError: true
|
|
862
|
+
};
|
|
863
|
+
}
|
|
864
|
+
return {
|
|
865
|
+
content: [
|
|
866
|
+
{
|
|
867
|
+
type: "text",
|
|
868
|
+
text: `${parsedMessage[0].description}
|
|
869
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
870
|
+
uri: "parse"
|
|
871
|
+
}
|
|
872
|
+
]
|
|
873
|
+
};
|
|
874
|
+
} catch (error) {
|
|
875
|
+
return {
|
|
876
|
+
content: [
|
|
877
|
+
{
|
|
878
|
+
type: "text",
|
|
879
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
880
|
+
uri: "parse"
|
|
881
|
+
}
|
|
882
|
+
],
|
|
883
|
+
isError: true
|
|
884
|
+
};
|
|
885
|
+
}
|
|
886
|
+
};
|
|
887
|
+
};
|
|
888
|
+
|
|
889
|
+
// src/tools/parseToJSON.ts
|
|
890
|
+
var createParseToJSONHandler = (parser) => {
|
|
891
|
+
return async (args) => {
|
|
892
|
+
try {
|
|
893
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
894
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
895
|
+
return {
|
|
896
|
+
content: [
|
|
897
|
+
{
|
|
898
|
+
type: "text",
|
|
899
|
+
text: "Error: Failed to parse FIX string",
|
|
900
|
+
uri: "parseToJSON"
|
|
901
|
+
}
|
|
902
|
+
],
|
|
903
|
+
isError: true
|
|
904
|
+
};
|
|
905
|
+
}
|
|
906
|
+
return {
|
|
907
|
+
content: [
|
|
908
|
+
{
|
|
909
|
+
type: "text",
|
|
910
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
911
|
+
uri: "parseToJSON"
|
|
912
|
+
}
|
|
913
|
+
]
|
|
914
|
+
};
|
|
915
|
+
} catch (error) {
|
|
916
|
+
return {
|
|
917
|
+
content: [
|
|
918
|
+
{
|
|
919
|
+
type: "text",
|
|
920
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
921
|
+
uri: "parseToJSON"
|
|
922
|
+
}
|
|
923
|
+
],
|
|
924
|
+
isError: true
|
|
925
|
+
};
|
|
926
|
+
}
|
|
927
|
+
};
|
|
928
|
+
};
|
|
929
|
+
|
|
930
|
+
// src/tools/index.ts
|
|
931
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
932
|
+
parse: createParseHandler(parser),
|
|
933
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
934
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
935
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
936
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
937
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
938
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
939
|
+
});
|
|
940
|
+
|
|
941
|
+
// src/utils/messageHandler.ts
|
|
942
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
943
|
+
function getEnumValue(enumObj, name) {
|
|
944
|
+
return enumObj[name] || name;
|
|
945
|
+
}
|
|
946
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
947
|
+
const msgType = message.messageType;
|
|
948
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
949
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
950
|
+
const fixJson = message.toFIXJSON();
|
|
951
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
952
|
+
const data = {
|
|
953
|
+
timestamp: Date.now(),
|
|
954
|
+
bid: 0,
|
|
955
|
+
offer: 0,
|
|
956
|
+
spread: 0,
|
|
957
|
+
volume: 0,
|
|
958
|
+
trade: 0,
|
|
959
|
+
indexValue: 0,
|
|
960
|
+
openingPrice: 0,
|
|
961
|
+
closingPrice: 0,
|
|
962
|
+
settlementPrice: 0,
|
|
963
|
+
tradingSessionHighPrice: 0,
|
|
964
|
+
tradingSessionLowPrice: 0,
|
|
965
|
+
vwap: 0,
|
|
966
|
+
imbalance: 0,
|
|
967
|
+
openInterest: 0,
|
|
968
|
+
compositeUnderlyingPrice: 0,
|
|
969
|
+
simulatedSellPrice: 0,
|
|
970
|
+
simulatedBuyPrice: 0,
|
|
971
|
+
marginRate: 0,
|
|
972
|
+
midPrice: 0,
|
|
973
|
+
emptyBook: 0,
|
|
974
|
+
settleHighPrice: 0,
|
|
975
|
+
settleLowPrice: 0,
|
|
976
|
+
priorSettlePrice: 0,
|
|
977
|
+
sessionHighBid: 0,
|
|
978
|
+
sessionLowOffer: 0,
|
|
979
|
+
earlyPrices: 0,
|
|
980
|
+
auctionClearingPrice: 0,
|
|
981
|
+
swapValueFactor: 0,
|
|
982
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
983
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
984
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
985
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
986
|
+
fixingPrice: 0,
|
|
987
|
+
cashRate: 0,
|
|
988
|
+
recoveryRate: 0,
|
|
989
|
+
recoveryRateForLong: 0,
|
|
990
|
+
recoveryRateForShort: 0,
|
|
991
|
+
marketBid: 0,
|
|
992
|
+
marketOffer: 0,
|
|
993
|
+
shortSaleMinPrice: 0,
|
|
994
|
+
previousClosingPrice: 0,
|
|
995
|
+
thresholdLimitPriceBanding: 0,
|
|
996
|
+
dailyFinancingValue: 0,
|
|
997
|
+
accruedFinancingValue: 0,
|
|
998
|
+
twap: 0
|
|
999
|
+
};
|
|
1000
|
+
for (const entry of entries) {
|
|
1001
|
+
const entryType = entry.MDEntryType;
|
|
1002
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1003
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1004
|
+
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1005
|
+
switch (enumValue) {
|
|
1006
|
+
case MDEntryType2.Bid:
|
|
1007
|
+
data.bid = price;
|
|
1008
|
+
break;
|
|
1009
|
+
case MDEntryType2.Offer:
|
|
1010
|
+
data.offer = price;
|
|
1011
|
+
break;
|
|
1012
|
+
case MDEntryType2.Trade:
|
|
1013
|
+
data.trade = price;
|
|
1014
|
+
break;
|
|
1015
|
+
case MDEntryType2.IndexValue:
|
|
1016
|
+
data.indexValue = price;
|
|
1017
|
+
break;
|
|
1018
|
+
case MDEntryType2.OpeningPrice:
|
|
1019
|
+
data.openingPrice = price;
|
|
1020
|
+
break;
|
|
1021
|
+
case MDEntryType2.ClosingPrice:
|
|
1022
|
+
data.closingPrice = price;
|
|
1023
|
+
break;
|
|
1024
|
+
case MDEntryType2.SettlementPrice:
|
|
1025
|
+
data.settlementPrice = price;
|
|
1026
|
+
break;
|
|
1027
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
1028
|
+
data.tradingSessionHighPrice = price;
|
|
1029
|
+
break;
|
|
1030
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
1031
|
+
data.tradingSessionLowPrice = price;
|
|
1032
|
+
break;
|
|
1033
|
+
case MDEntryType2.VWAP:
|
|
1034
|
+
data.vwap = price;
|
|
1035
|
+
break;
|
|
1036
|
+
case MDEntryType2.Imbalance:
|
|
1037
|
+
data.imbalance = size;
|
|
1038
|
+
break;
|
|
1039
|
+
case MDEntryType2.TradeVolume:
|
|
1040
|
+
data.volume = size;
|
|
1041
|
+
break;
|
|
1042
|
+
case MDEntryType2.OpenInterest:
|
|
1043
|
+
data.openInterest = size;
|
|
1044
|
+
break;
|
|
1045
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1046
|
+
data.compositeUnderlyingPrice = price;
|
|
1047
|
+
break;
|
|
1048
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
1049
|
+
data.simulatedSellPrice = price;
|
|
1050
|
+
break;
|
|
1051
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
1052
|
+
data.simulatedBuyPrice = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case MDEntryType2.MarginRate:
|
|
1055
|
+
data.marginRate = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case MDEntryType2.MidPrice:
|
|
1058
|
+
data.midPrice = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case MDEntryType2.EmptyBook:
|
|
1061
|
+
data.emptyBook = 1;
|
|
1062
|
+
break;
|
|
1063
|
+
case MDEntryType2.SettleHighPrice:
|
|
1064
|
+
data.settleHighPrice = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case MDEntryType2.SettleLowPrice:
|
|
1067
|
+
data.settleLowPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case MDEntryType2.PriorSettlePrice:
|
|
1070
|
+
data.priorSettlePrice = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case MDEntryType2.SessionHighBid:
|
|
1073
|
+
data.sessionHighBid = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case MDEntryType2.SessionLowOffer:
|
|
1076
|
+
data.sessionLowOffer = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case MDEntryType2.EarlyPrices:
|
|
1079
|
+
data.earlyPrices = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
1082
|
+
data.auctionClearingPrice = price;
|
|
1083
|
+
break;
|
|
1084
|
+
case MDEntryType2.SwapValueFactor:
|
|
1085
|
+
data.swapValueFactor = price;
|
|
1086
|
+
break;
|
|
1087
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1088
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1089
|
+
break;
|
|
1090
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1091
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1092
|
+
break;
|
|
1093
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1094
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1095
|
+
break;
|
|
1096
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1097
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1098
|
+
break;
|
|
1099
|
+
case MDEntryType2.FixingPrice:
|
|
1100
|
+
data.fixingPrice = price;
|
|
1101
|
+
break;
|
|
1102
|
+
case MDEntryType2.CashRate:
|
|
1103
|
+
data.cashRate = price;
|
|
1104
|
+
break;
|
|
1105
|
+
case MDEntryType2.RecoveryRate:
|
|
1106
|
+
data.recoveryRate = price;
|
|
1107
|
+
break;
|
|
1108
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1109
|
+
data.recoveryRateForLong = price;
|
|
1110
|
+
break;
|
|
1111
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1112
|
+
data.recoveryRateForShort = price;
|
|
1113
|
+
break;
|
|
1114
|
+
case MDEntryType2.MarketBid:
|
|
1115
|
+
data.marketBid = price;
|
|
1116
|
+
break;
|
|
1117
|
+
case MDEntryType2.MarketOffer:
|
|
1118
|
+
data.marketOffer = price;
|
|
1119
|
+
break;
|
|
1120
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1121
|
+
data.shortSaleMinPrice = price;
|
|
1122
|
+
break;
|
|
1123
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1124
|
+
data.previousClosingPrice = price;
|
|
1125
|
+
break;
|
|
1126
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1127
|
+
data.thresholdLimitPriceBanding = price;
|
|
1128
|
+
break;
|
|
1129
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1130
|
+
data.dailyFinancingValue = price;
|
|
1131
|
+
break;
|
|
1132
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1133
|
+
data.accruedFinancingValue = price;
|
|
1134
|
+
break;
|
|
1135
|
+
case MDEntryType2.TWAP:
|
|
1136
|
+
data.twap = price;
|
|
1137
|
+
break;
|
|
1138
|
+
}
|
|
1139
|
+
}
|
|
1140
|
+
data.spread = data.offer - data.bid;
|
|
1141
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1142
|
+
marketDataPrices.set(symbol, []);
|
|
1143
|
+
}
|
|
1144
|
+
const prices = marketDataPrices.get(symbol);
|
|
1145
|
+
prices.push(data);
|
|
1146
|
+
if (prices.length > maxPriceHistory) {
|
|
1147
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1148
|
+
}
|
|
1149
|
+
onPriceUpdate?.(symbol, data);
|
|
1150
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1151
|
+
if (mdReqID) {
|
|
1152
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1153
|
+
if (callback) {
|
|
1154
|
+
callback(message);
|
|
1155
|
+
pendingRequests.delete(mdReqID);
|
|
1156
|
+
}
|
|
1157
|
+
}
|
|
1158
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1159
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1160
|
+
const callback = pendingRequests.get(reqId);
|
|
1161
|
+
if (callback) {
|
|
1162
|
+
callback(message);
|
|
1163
|
+
pendingRequests.delete(reqId);
|
|
1164
|
+
}
|
|
1165
|
+
}
|
|
1166
|
+
}
|
|
1167
|
+
|
|
1168
|
+
// src/MCPRemote.ts
|
|
1169
|
+
var transports = {};
|
|
1170
|
+
function jsonSchemaToZod(schema) {
|
|
1171
|
+
if (schema.type === "object") {
|
|
1172
|
+
const shape = {};
|
|
1173
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1174
|
+
const propSchema = prop;
|
|
1175
|
+
if (propSchema.type === "string") {
|
|
1176
|
+
if (propSchema.enum) {
|
|
1177
|
+
shape[key] = z.enum(propSchema.enum);
|
|
1178
|
+
} else {
|
|
1179
|
+
shape[key] = z.string();
|
|
1180
|
+
}
|
|
1181
|
+
} else if (propSchema.type === "number") {
|
|
1182
|
+
shape[key] = z.number();
|
|
1183
|
+
} else if (propSchema.type === "boolean") {
|
|
1184
|
+
shape[key] = z.boolean();
|
|
1185
|
+
} else if (propSchema.type === "array") {
|
|
1186
|
+
if (propSchema.items.type === "string") {
|
|
1187
|
+
shape[key] = z.array(z.string());
|
|
1188
|
+
} else if (propSchema.items.type === "number") {
|
|
1189
|
+
shape[key] = z.array(z.number());
|
|
1190
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1191
|
+
shape[key] = z.array(z.boolean());
|
|
1192
|
+
} else {
|
|
1193
|
+
shape[key] = z.array(z.any());
|
|
1194
|
+
}
|
|
1195
|
+
} else {
|
|
1196
|
+
shape[key] = z.any();
|
|
1197
|
+
}
|
|
1198
|
+
}
|
|
1199
|
+
return shape;
|
|
1200
|
+
}
|
|
1201
|
+
return {};
|
|
1202
|
+
}
|
|
1203
|
+
var MCPRemote = class extends MCPBase {
|
|
1204
|
+
/**
|
|
1205
|
+
* Port number the server will listen on.
|
|
1206
|
+
* @private
|
|
1207
|
+
*/
|
|
1208
|
+
port;
|
|
35
1209
|
/**
|
|
36
1210
|
* Node.js HTTP server instance created internally.
|
|
37
1211
|
* @private
|
|
38
1212
|
*/
|
|
39
|
-
|
|
1213
|
+
httpServer;
|
|
40
1214
|
/**
|
|
41
1215
|
* MCP server instance handling MCP protocol logic.
|
|
42
1216
|
* @private
|
|
@@ -46,89 +1220,61 @@ var MCPRemote = class {
|
|
|
46
1220
|
* Optional name of the plugin/server instance.
|
|
47
1221
|
* @private
|
|
48
1222
|
*/
|
|
49
|
-
|
|
1223
|
+
serverName;
|
|
50
1224
|
/**
|
|
51
1225
|
* Optional version string of the plugin/server.
|
|
52
1226
|
* @private
|
|
53
1227
|
*/
|
|
54
|
-
|
|
1228
|
+
serverVersion;
|
|
55
1229
|
/**
|
|
56
|
-
*
|
|
1230
|
+
* Map to store verified orders before execution
|
|
57
1231
|
* @private
|
|
58
1232
|
*/
|
|
59
|
-
|
|
1233
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
60
1234
|
/**
|
|
61
|
-
*
|
|
62
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
-
* FIX Message is received.
|
|
1235
|
+
* Map to store pending requests and their callbacks
|
|
64
1236
|
* @private
|
|
65
|
-
* @type {Map<string, (data: Message) => void>}
|
|
66
1237
|
*/
|
|
67
1238
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1239
|
+
/**
|
|
1240
|
+
* Map to store market data prices for each symbol
|
|
1241
|
+
* @private
|
|
1242
|
+
*/
|
|
1243
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1244
|
+
/**
|
|
1245
|
+
* Maximum number of price history entries to keep per symbol
|
|
1246
|
+
* @private
|
|
1247
|
+
*/
|
|
1248
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
68
1249
|
constructor({ port, logger, onReady }) {
|
|
1250
|
+
super({ logger, onReady });
|
|
69
1251
|
this.port = port;
|
|
70
|
-
if (logger) this.logger = logger;
|
|
71
|
-
if (onReady) this.onReady = onReady;
|
|
72
1252
|
}
|
|
73
1253
|
async register(parser) {
|
|
74
1254
|
this.parser = parser;
|
|
75
|
-
this.parser.addOnMessageCallback((message) => {
|
|
76
|
-
this.logger?.log({
|
|
77
|
-
level: "info",
|
|
78
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
-
});
|
|
80
|
-
const msgType = message.messageType;
|
|
81
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
-
if (idField) {
|
|
84
|
-
const id = idField.value;
|
|
85
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
-
const callback = this.pendingRequests.get(String(id));
|
|
87
|
-
if (callback) {
|
|
88
|
-
callback(message);
|
|
89
|
-
this.pendingRequests.delete(String(id));
|
|
90
|
-
}
|
|
91
|
-
}
|
|
92
|
-
}
|
|
93
|
-
}
|
|
94
|
-
});
|
|
95
1255
|
this.logger = parser.logger;
|
|
96
1256
|
this.logger?.log({
|
|
97
1257
|
level: "info",
|
|
98
1258
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
99
1259
|
});
|
|
100
|
-
this.
|
|
1260
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1261
|
+
if (this.parser) {
|
|
1262
|
+
handleMessage(
|
|
1263
|
+
message,
|
|
1264
|
+
this.parser,
|
|
1265
|
+
this.pendingRequests,
|
|
1266
|
+
this.marketDataPrices,
|
|
1267
|
+
this.MAX_PRICE_HISTORY
|
|
1268
|
+
);
|
|
1269
|
+
}
|
|
1270
|
+
});
|
|
1271
|
+
this.httpServer = createServer(async (req, res) => {
|
|
101
1272
|
if (!req.url || !req.method) {
|
|
102
1273
|
res.writeHead(400);
|
|
103
1274
|
res.end("Bad Request");
|
|
104
1275
|
return;
|
|
105
1276
|
}
|
|
106
|
-
|
|
107
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
-
const config = {
|
|
109
|
-
issuer: "https://accounts.google.com",
|
|
110
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
-
response_types_supported: [
|
|
114
|
-
"code",
|
|
115
|
-
"token",
|
|
116
|
-
"id_token",
|
|
117
|
-
"code token",
|
|
118
|
-
"code id_token",
|
|
119
|
-
"token id_token",
|
|
120
|
-
"code token id_token"
|
|
121
|
-
],
|
|
122
|
-
subject_types_supported: ["public"],
|
|
123
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
-
};
|
|
127
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
-
res.end(JSON.stringify(config));
|
|
129
|
-
return;
|
|
130
|
-
}
|
|
131
|
-
if (url.pathname === "/") {
|
|
1277
|
+
if (req.url === "/mcp") {
|
|
132
1278
|
const sessionId = req.headers["mcp-session-id"];
|
|
133
1279
|
if (req.method === "POST") {
|
|
134
1280
|
const bodyChunks = [];
|
|
@@ -161,10 +1307,10 @@ var MCPRemote = class {
|
|
|
161
1307
|
}
|
|
162
1308
|
};
|
|
163
1309
|
this.mcpServer = new McpServer({
|
|
164
|
-
name: this.
|
|
165
|
-
version: this.
|
|
1310
|
+
name: this.serverName || "FIXParser",
|
|
1311
|
+
version: this.serverVersion || "1.0.0"
|
|
166
1312
|
});
|
|
167
|
-
this.
|
|
1313
|
+
this.setupTools();
|
|
168
1314
|
await this.mcpServer.connect(transport);
|
|
169
1315
|
} else {
|
|
170
1316
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -180,7 +1326,15 @@ var MCPRemote = class {
|
|
|
180
1326
|
);
|
|
181
1327
|
return;
|
|
182
1328
|
}
|
|
183
|
-
|
|
1329
|
+
try {
|
|
1330
|
+
await transport.handleRequest(req, res, parsed);
|
|
1331
|
+
} catch (error) {
|
|
1332
|
+
this.logger?.log({
|
|
1333
|
+
level: "error",
|
|
1334
|
+
message: `Error handling request: ${error}`
|
|
1335
|
+
});
|
|
1336
|
+
throw error;
|
|
1337
|
+
}
|
|
184
1338
|
});
|
|
185
1339
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
186
1340
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -189,17 +1343,29 @@ var MCPRemote = class {
|
|
|
189
1343
|
return;
|
|
190
1344
|
}
|
|
191
1345
|
const transport = transports[sessionId];
|
|
192
|
-
|
|
1346
|
+
try {
|
|
1347
|
+
await transport.handleRequest(req, res);
|
|
1348
|
+
} catch (error) {
|
|
1349
|
+
this.logger?.log({
|
|
1350
|
+
level: "error",
|
|
1351
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1352
|
+
});
|
|
1353
|
+
throw error;
|
|
1354
|
+
}
|
|
193
1355
|
} else {
|
|
1356
|
+
this.logger?.log({
|
|
1357
|
+
level: "error",
|
|
1358
|
+
message: `Method not allowed: ${req.method}`
|
|
1359
|
+
});
|
|
194
1360
|
res.writeHead(405);
|
|
195
1361
|
res.end("Method Not Allowed");
|
|
196
1362
|
}
|
|
197
|
-
|
|
1363
|
+
} else {
|
|
1364
|
+
res.writeHead(404);
|
|
1365
|
+
res.end("Not Found");
|
|
198
1366
|
}
|
|
199
|
-
res.writeHead(404);
|
|
200
|
-
res.end("Not Found");
|
|
201
1367
|
});
|
|
202
|
-
this.
|
|
1368
|
+
this.httpServer.listen(this.port, () => {
|
|
203
1369
|
this.logger?.log({
|
|
204
1370
|
level: "info",
|
|
205
1371
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -209,381 +1375,55 @@ var MCPRemote = class {
|
|
|
209
1375
|
this.onReady();
|
|
210
1376
|
}
|
|
211
1377
|
}
|
|
212
|
-
|
|
1378
|
+
setupTools() {
|
|
213
1379
|
if (!this.parser) {
|
|
214
1380
|
this.logger?.log({
|
|
215
1381
|
level: "error",
|
|
216
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1382
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
217
1383
|
});
|
|
218
1384
|
return;
|
|
219
1385
|
}
|
|
220
1386
|
if (!this.mcpServer) {
|
|
221
1387
|
this.logger?.log({
|
|
222
1388
|
level: "error",
|
|
223
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1389
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
224
1390
|
});
|
|
225
1391
|
return;
|
|
226
1392
|
}
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
-
this.logger?.log({
|
|
235
|
-
level: "error",
|
|
236
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
-
});
|
|
238
|
-
return {
|
|
239
|
-
isError: true,
|
|
240
|
-
content: [
|
|
241
|
-
{
|
|
242
|
-
type: "text",
|
|
243
|
-
text: "Error: Failed to parse FIX string"
|
|
244
|
-
}
|
|
245
|
-
]
|
|
246
|
-
};
|
|
247
|
-
}
|
|
248
|
-
return {
|
|
249
|
-
content: [
|
|
250
|
-
{
|
|
251
|
-
type: "text",
|
|
252
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
-
}
|
|
254
|
-
]
|
|
255
|
-
};
|
|
256
|
-
}
|
|
257
|
-
);
|
|
258
|
-
this.mcpServer.prompt(
|
|
259
|
-
"parse",
|
|
260
|
-
"Parses a FIX message and describes it in plain language",
|
|
261
|
-
{ fixString: z.string() },
|
|
262
|
-
({ fixString }) => ({
|
|
263
|
-
messages: [
|
|
264
|
-
{
|
|
265
|
-
role: "user",
|
|
266
|
-
content: {
|
|
267
|
-
type: "text",
|
|
268
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
-
}
|
|
270
|
-
}
|
|
271
|
-
]
|
|
272
|
-
})
|
|
273
|
-
);
|
|
274
|
-
this.mcpServer.tool(
|
|
275
|
-
"parseToJSON",
|
|
276
|
-
"Parses a FIX message into JSON",
|
|
277
|
-
{ fixString: z.string() },
|
|
278
|
-
async ({ fixString }) => {
|
|
279
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
-
this.logger?.log({
|
|
282
|
-
level: "error",
|
|
283
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
-
});
|
|
285
|
-
return {
|
|
286
|
-
isError: true,
|
|
287
|
-
content: [
|
|
288
|
-
{
|
|
289
|
-
type: "text",
|
|
290
|
-
text: "Error: Failed to parse FIX string"
|
|
291
|
-
}
|
|
292
|
-
]
|
|
293
|
-
};
|
|
294
|
-
}
|
|
295
|
-
return {
|
|
296
|
-
content: [
|
|
297
|
-
{
|
|
298
|
-
type: "text",
|
|
299
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
-
}
|
|
301
|
-
]
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
);
|
|
305
|
-
this.mcpServer.prompt(
|
|
306
|
-
"parseToJSON",
|
|
307
|
-
"Parses a FIX message into JSON",
|
|
308
|
-
{ fixString: z.string() },
|
|
309
|
-
({ fixString }) => ({
|
|
310
|
-
messages: [
|
|
311
|
-
{
|
|
312
|
-
role: "user",
|
|
313
|
-
content: {
|
|
314
|
-
type: "text",
|
|
315
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
-
}
|
|
317
|
-
}
|
|
318
|
-
]
|
|
319
|
-
})
|
|
320
|
-
);
|
|
321
|
-
this.mcpServer.tool(
|
|
322
|
-
"newOrderSingle",
|
|
323
|
-
"Creates and sends a New Order Single",
|
|
324
|
-
{
|
|
325
|
-
clOrdID: z.string(),
|
|
326
|
-
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
-
quantity: z.number(),
|
|
328
|
-
price: z.number(),
|
|
329
|
-
ordType: z.enum([
|
|
330
|
-
"1",
|
|
331
|
-
"2",
|
|
332
|
-
"3",
|
|
333
|
-
"4",
|
|
334
|
-
"5",
|
|
335
|
-
"6",
|
|
336
|
-
"7",
|
|
337
|
-
"8",
|
|
338
|
-
"9",
|
|
339
|
-
"A",
|
|
340
|
-
"B",
|
|
341
|
-
"C",
|
|
342
|
-
"D",
|
|
343
|
-
"E",
|
|
344
|
-
"F",
|
|
345
|
-
"G",
|
|
346
|
-
"H",
|
|
347
|
-
"I",
|
|
348
|
-
"J",
|
|
349
|
-
"K",
|
|
350
|
-
"L",
|
|
351
|
-
"M",
|
|
352
|
-
"P",
|
|
353
|
-
"Q",
|
|
354
|
-
"R",
|
|
355
|
-
"S"
|
|
356
|
-
]).default(OrdType.Market).optional(),
|
|
357
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
-
// 1 = Buy, 2 = Sell...
|
|
359
|
-
symbol: z.string(),
|
|
360
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
-
},
|
|
362
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
-
const response = new Promise((resolve) => {
|
|
364
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
-
});
|
|
366
|
-
const order = this.parser?.createMessage(
|
|
367
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
-
new Field(Fields.Side, side),
|
|
374
|
-
new Field(Fields.Symbol, symbol),
|
|
375
|
-
new Field(Fields.OrderQty, quantity),
|
|
376
|
-
new Field(Fields.Price, price),
|
|
377
|
-
new Field(Fields.OrdType, ordType),
|
|
378
|
-
new Field(Fields.HandlInst, handlInst),
|
|
379
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
-
);
|
|
382
|
-
if (!this.parser?.connected) {
|
|
383
|
-
this.logger?.log({
|
|
384
|
-
level: "error",
|
|
385
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
-
});
|
|
387
|
-
return {
|
|
388
|
-
isError: true,
|
|
389
|
-
content: [
|
|
390
|
-
{
|
|
391
|
-
type: "text",
|
|
392
|
-
text: "Error: Not connected. Ignoring message."
|
|
393
|
-
}
|
|
394
|
-
]
|
|
395
|
-
};
|
|
396
|
-
}
|
|
397
|
-
this.parser?.send(order);
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "info",
|
|
400
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
-
});
|
|
402
|
-
const fixData = await response;
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
1393
|
+
const toolHandlers = createToolHandlers(
|
|
1394
|
+
this.parser,
|
|
1395
|
+
this.verifiedOrders,
|
|
1396
|
+
this.pendingRequests,
|
|
1397
|
+
this.marketDataPrices
|
|
412
1398
|
);
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
text: [
|
|
433
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
-
`- ClOrdID: ${clOrdID}`,
|
|
435
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
-
`- Quantity: ${quantity}`,
|
|
437
|
-
`- Price: ${price}`,
|
|
438
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
-
`- Side: ${side}`,
|
|
440
|
-
`- Symbol: ${symbol}`,
|
|
441
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
-
"",
|
|
443
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
-
].join("\n")
|
|
445
|
-
}
|
|
1399
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1400
|
+
this.mcpServer?.registerTool(
|
|
1401
|
+
name,
|
|
1402
|
+
{
|
|
1403
|
+
description,
|
|
1404
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1405
|
+
},
|
|
1406
|
+
async (args) => {
|
|
1407
|
+
const handler = toolHandlers[name];
|
|
1408
|
+
if (!handler) {
|
|
1409
|
+
return {
|
|
1410
|
+
content: [
|
|
1411
|
+
{
|
|
1412
|
+
type: "text",
|
|
1413
|
+
text: `Tool not found: ${name}`
|
|
1414
|
+
}
|
|
1415
|
+
],
|
|
1416
|
+
isError: true
|
|
1417
|
+
};
|
|
446
1418
|
}
|
|
447
|
-
|
|
448
|
-
})
|
|
449
|
-
);
|
|
450
|
-
this.mcpServer.tool(
|
|
451
|
-
"marketDataRequest",
|
|
452
|
-
"Sends a request for Market Data with the given symbol",
|
|
453
|
-
{
|
|
454
|
-
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
-
// MDUpdateType.FullRefresh
|
|
456
|
-
symbol: z.string(),
|
|
457
|
-
mdReqID: z.string(),
|
|
458
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
-
mdEntryType: z.enum([
|
|
460
|
-
"0",
|
|
461
|
-
"1",
|
|
462
|
-
"2",
|
|
463
|
-
"3",
|
|
464
|
-
"4",
|
|
465
|
-
"5",
|
|
466
|
-
"6",
|
|
467
|
-
"7",
|
|
468
|
-
"8",
|
|
469
|
-
"9",
|
|
470
|
-
"A",
|
|
471
|
-
"B",
|
|
472
|
-
"C",
|
|
473
|
-
"D",
|
|
474
|
-
"E",
|
|
475
|
-
"F",
|
|
476
|
-
"G",
|
|
477
|
-
"H",
|
|
478
|
-
"J",
|
|
479
|
-
"K",
|
|
480
|
-
"L",
|
|
481
|
-
"M",
|
|
482
|
-
"N",
|
|
483
|
-
"O",
|
|
484
|
-
"P",
|
|
485
|
-
"Q",
|
|
486
|
-
"S",
|
|
487
|
-
"R",
|
|
488
|
-
"T",
|
|
489
|
-
"U",
|
|
490
|
-
"V",
|
|
491
|
-
"W",
|
|
492
|
-
"X",
|
|
493
|
-
"Y",
|
|
494
|
-
"Z",
|
|
495
|
-
"a",
|
|
496
|
-
"b",
|
|
497
|
-
"c",
|
|
498
|
-
"d",
|
|
499
|
-
"e",
|
|
500
|
-
"g",
|
|
501
|
-
"h",
|
|
502
|
-
"i",
|
|
503
|
-
"t"
|
|
504
|
-
]).default(MDEntryType.Bid).optional()
|
|
505
|
-
},
|
|
506
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
-
const response = new Promise((resolve) => {
|
|
508
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
-
});
|
|
510
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
-
new Field(Fields.MarketDepth, 0),
|
|
517
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
-
new Field(Fields.Symbol, symbol),
|
|
520
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
-
);
|
|
525
|
-
if (!this.parser?.connected) {
|
|
526
|
-
this.logger?.log({
|
|
527
|
-
level: "error",
|
|
528
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
-
});
|
|
1419
|
+
const result = await handler(args);
|
|
530
1420
|
return {
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: "Error: Not connected. Ignoring message."
|
|
536
|
-
}
|
|
537
|
-
]
|
|
1421
|
+
content: result.content,
|
|
1422
|
+
isError: result.isError
|
|
538
1423
|
};
|
|
539
1424
|
}
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "info",
|
|
543
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
-
});
|
|
545
|
-
const fixData = await response;
|
|
546
|
-
return {
|
|
547
|
-
content: [
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
-
}
|
|
552
|
-
]
|
|
553
|
-
};
|
|
554
|
-
}
|
|
555
|
-
);
|
|
556
|
-
this.mcpServer.prompt(
|
|
557
|
-
"marketDataRequest",
|
|
558
|
-
"Sends a request for Market Data with the given symbol",
|
|
559
|
-
{
|
|
560
|
-
mdUpdateType: z.string(),
|
|
561
|
-
symbol: z.string(),
|
|
562
|
-
mdReqID: z.string(),
|
|
563
|
-
subscriptionRequestType: z.string(),
|
|
564
|
-
mdEntryType: z.string()
|
|
565
|
-
},
|
|
566
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
-
messages: [
|
|
568
|
-
{
|
|
569
|
-
role: "user",
|
|
570
|
-
content: {
|
|
571
|
-
type: "text",
|
|
572
|
-
text: [
|
|
573
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
-
`- Symbol: ${symbol}`,
|
|
576
|
-
`- MDReqID: ${mdReqID}`,
|
|
577
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
-
"",
|
|
580
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
-
].join("\n")
|
|
582
|
-
}
|
|
583
|
-
}
|
|
584
|
-
]
|
|
585
|
-
})
|
|
586
|
-
);
|
|
1425
|
+
);
|
|
1426
|
+
});
|
|
587
1427
|
}
|
|
588
1428
|
};
|
|
589
1429
|
export {
|