fixparser-plugin-mcp 9.1.7-9d6b5ca3 → 9.1.7-9eab5b4d
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 +110 -452
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1294
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +110 -452
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1284
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +16 -0
- package/types/MCPRemote.d.ts +60 -0
- package/types/PluginOptions.d.ts +6 -0
- package/types/index.d.ts +3 -0
- package/types/schemas/index.d.ts +30 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +11 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/build/cjs/index.js +0 -1593
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1555
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
package/build/esm/MCPLocal.mjs
CHANGED
|
@@ -1,51 +1,9 @@
|
|
|
1
1
|
// src/MCPLocal.ts
|
|
2
2
|
import { Server } from "@modelcontextprotocol/sdk/server/index.js";
|
|
3
3
|
import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
|
|
4
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
4
5
|
import { z } from "zod";
|
|
5
6
|
|
|
6
|
-
// src/MCPBase.ts
|
|
7
|
-
var MCPBase = class {
|
|
8
|
-
/**
|
|
9
|
-
* Optional logger instance for diagnostics and output.
|
|
10
|
-
* @protected
|
|
11
|
-
*/
|
|
12
|
-
logger;
|
|
13
|
-
/**
|
|
14
|
-
* FIXParser instance, set during plugin register().
|
|
15
|
-
* @protected
|
|
16
|
-
*/
|
|
17
|
-
parser;
|
|
18
|
-
/**
|
|
19
|
-
* Called when server is setup and listening.
|
|
20
|
-
* @protected
|
|
21
|
-
*/
|
|
22
|
-
onReady = void 0;
|
|
23
|
-
/**
|
|
24
|
-
* Map to store verified orders before execution
|
|
25
|
-
* @protected
|
|
26
|
-
*/
|
|
27
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
28
|
-
/**
|
|
29
|
-
* Map to store pending market data requests
|
|
30
|
-
* @protected
|
|
31
|
-
*/
|
|
32
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
33
|
-
/**
|
|
34
|
-
* Map to store market data prices
|
|
35
|
-
* @protected
|
|
36
|
-
*/
|
|
37
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
38
|
-
/**
|
|
39
|
-
* Maximum number of price history entries to keep per symbol
|
|
40
|
-
* @protected
|
|
41
|
-
*/
|
|
42
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
43
|
-
constructor({ logger, onReady }) {
|
|
44
|
-
this.logger = logger;
|
|
45
|
-
this.onReady = onReady;
|
|
46
|
-
}
|
|
47
|
-
};
|
|
48
|
-
|
|
49
7
|
// src/schemas/schemas.ts
|
|
50
8
|
var toolSchemas = {
|
|
51
9
|
parse: {
|
|
@@ -129,7 +87,7 @@ var toolSchemas = {
|
|
|
129
87
|
}
|
|
130
88
|
},
|
|
131
89
|
executeOrder: {
|
|
132
|
-
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
90
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
|
|
133
91
|
schema: {
|
|
134
92
|
type: "object",
|
|
135
93
|
properties: {
|
|
@@ -282,63 +240,10 @@ import QuickChart from "quickchart-js";
|
|
|
282
240
|
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
283
241
|
return async (args) => {
|
|
284
242
|
try {
|
|
285
|
-
parser.logger.log({
|
|
286
|
-
level: "info",
|
|
287
|
-
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
288
|
-
});
|
|
289
243
|
const response = new Promise((resolve) => {
|
|
290
244
|
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
245
|
});
|
|
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
|
-
];
|
|
246
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
342
247
|
const messageFields = [
|
|
343
248
|
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
344
249
|
new Field(Fields.SenderCompID, parser.sender),
|
|
@@ -360,10 +265,6 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
360
265
|
});
|
|
361
266
|
const mdr = parser.createMessage(...messageFields);
|
|
362
267
|
if (!parser.connected) {
|
|
363
|
-
parser.logger.log({
|
|
364
|
-
level: "error",
|
|
365
|
-
message: "Not connected. Cannot send market data request."
|
|
366
|
-
});
|
|
367
268
|
return {
|
|
368
269
|
content: [
|
|
369
270
|
{
|
|
@@ -375,16 +276,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
375
276
|
isError: true
|
|
376
277
|
};
|
|
377
278
|
}
|
|
378
|
-
parser.logger.log({
|
|
379
|
-
level: "info",
|
|
380
|
-
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
381
|
-
});
|
|
382
279
|
parser.send(mdr);
|
|
383
280
|
const fixData = await response;
|
|
384
|
-
parser.logger.log({
|
|
385
|
-
level: "info",
|
|
386
|
-
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
387
|
-
});
|
|
388
281
|
return {
|
|
389
282
|
content: [
|
|
390
283
|
{
|
|
@@ -425,17 +318,13 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
425
318
|
};
|
|
426
319
|
}
|
|
427
320
|
const chart = new QuickChart();
|
|
428
|
-
chart.setWidth(
|
|
429
|
-
chart.setHeight(
|
|
430
|
-
chart.setBackgroundColor("transparent");
|
|
321
|
+
chart.setWidth(600);
|
|
322
|
+
chart.setHeight(300);
|
|
431
323
|
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
432
324
|
const bidData = priceHistory.map((point) => point.bid);
|
|
433
325
|
const offerData = priceHistory.map((point) => point.offer);
|
|
434
326
|
const spreadData = priceHistory.map((point) => point.spread);
|
|
435
327
|
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
328
|
const config = {
|
|
440
329
|
type: "line",
|
|
441
330
|
data: {
|
|
@@ -465,30 +354,6 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
465
354
|
fill: false,
|
|
466
355
|
tension: 0.4
|
|
467
356
|
},
|
|
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
357
|
{
|
|
493
358
|
label: "Volume",
|
|
494
359
|
data: volumeData,
|
|
@@ -516,16 +381,16 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
516
381
|
};
|
|
517
382
|
chart.setConfig(config);
|
|
518
383
|
const imageBuffer = await chart.toBinary();
|
|
519
|
-
const
|
|
384
|
+
const base64Image = imageBuffer.toString("base64");
|
|
520
385
|
return {
|
|
521
386
|
content: [
|
|
522
387
|
{
|
|
523
|
-
type: "
|
|
524
|
-
|
|
525
|
-
|
|
526
|
-
|
|
527
|
-
|
|
528
|
-
|
|
388
|
+
type: "image",
|
|
389
|
+
image: {
|
|
390
|
+
source: `data:image/png;base64,${base64Image}`
|
|
391
|
+
},
|
|
392
|
+
uri: "getStockGraph",
|
|
393
|
+
mimeType: "image/png"
|
|
529
394
|
}
|
|
530
395
|
]
|
|
531
396
|
};
|
|
@@ -534,7 +399,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
534
399
|
content: [
|
|
535
400
|
{
|
|
536
401
|
type: "text",
|
|
537
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate
|
|
402
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
538
403
|
uri: "getStockGraph"
|
|
539
404
|
}
|
|
540
405
|
],
|
|
@@ -572,48 +437,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
572
437
|
bid: point.bid,
|
|
573
438
|
offer: point.offer,
|
|
574
439
|
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
|
|
440
|
+
volume: point.volume
|
|
617
441
|
}))
|
|
618
442
|
},
|
|
619
443
|
null,
|
|
@@ -628,7 +452,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
628
452
|
content: [
|
|
629
453
|
{
|
|
630
454
|
type: "text",
|
|
631
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
455
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
632
456
|
uri: "getStockPriceHistory"
|
|
633
457
|
}
|
|
634
458
|
],
|
|
@@ -736,7 +560,7 @@ Parameters verified:
|
|
|
736
560
|
- Symbol: ${args.symbol}
|
|
737
561
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
738
562
|
|
|
739
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
563
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
740
564
|
uri: "verifyOrder"
|
|
741
565
|
}
|
|
742
566
|
]
|
|
@@ -935,255 +759,9 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
935
759
|
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
936
760
|
});
|
|
937
761
|
|
|
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
762
|
// src/MCPLocal.ts
|
|
1166
|
-
var MCPLocal = class
|
|
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;
|
|
763
|
+
var MCPLocal = class {
|
|
764
|
+
parser;
|
|
1187
765
|
server = new Server(
|
|
1188
766
|
{
|
|
1189
767
|
name: "fixparser",
|
|
@@ -1205,13 +783,90 @@ var MCPLocal = class extends MCPBase {
|
|
|
1205
783
|
}
|
|
1206
784
|
);
|
|
1207
785
|
transport = new StdioServerTransport();
|
|
786
|
+
onReady = void 0;
|
|
787
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
788
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
789
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
790
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
791
|
+
// Maximum number of price points to store per symbol
|
|
1208
792
|
constructor({ logger, onReady }) {
|
|
1209
|
-
|
|
793
|
+
if (onReady) this.onReady = onReady;
|
|
1210
794
|
}
|
|
1211
795
|
async register(parser) {
|
|
1212
796
|
this.parser = parser;
|
|
1213
797
|
this.parser.addOnMessageCallback((message) => {
|
|
1214
|
-
|
|
798
|
+
this.parser?.logger.log({
|
|
799
|
+
level: "info",
|
|
800
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
801
|
+
});
|
|
802
|
+
const msgType = message.messageType;
|
|
803
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
804
|
+
this.parser?.logger.log({
|
|
805
|
+
level: "info",
|
|
806
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
807
|
+
});
|
|
808
|
+
let id;
|
|
809
|
+
if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
810
|
+
const symbol = message.getField(Fields3.Symbol);
|
|
811
|
+
const entryType = message.getField(Fields3.MDEntryType);
|
|
812
|
+
const price = message.getField(Fields3.MDEntryPx);
|
|
813
|
+
const size = message.getField(Fields3.MDEntrySize);
|
|
814
|
+
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
815
|
+
if (symbol?.value && price?.value) {
|
|
816
|
+
const symbolStr = String(symbol.value);
|
|
817
|
+
const priceNum = Number(price.value);
|
|
818
|
+
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
819
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
820
|
+
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
821
|
+
timestamp: 0,
|
|
822
|
+
bid: 0,
|
|
823
|
+
offer: 0,
|
|
824
|
+
spread: 0,
|
|
825
|
+
volume: 0
|
|
826
|
+
};
|
|
827
|
+
const newEntry = {
|
|
828
|
+
timestamp: Number(timestamp),
|
|
829
|
+
bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
|
|
830
|
+
offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
|
|
831
|
+
spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
832
|
+
volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
|
|
833
|
+
};
|
|
834
|
+
priceHistory.push(newEntry);
|
|
835
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
836
|
+
priceHistory.shift();
|
|
837
|
+
}
|
|
838
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
839
|
+
this.parser?.logger.log({
|
|
840
|
+
level: "info",
|
|
841
|
+
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
842
|
+
});
|
|
843
|
+
this.server.notification({
|
|
844
|
+
method: "priceUpdate",
|
|
845
|
+
params: {
|
|
846
|
+
symbol: symbolStr,
|
|
847
|
+
...newEntry
|
|
848
|
+
}
|
|
849
|
+
});
|
|
850
|
+
}
|
|
851
|
+
}
|
|
852
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
853
|
+
const mdReqID = message.getField(Fields3.MDReqID);
|
|
854
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
855
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
856
|
+
const clOrdID = message.getField(Fields3.ClOrdID);
|
|
857
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
858
|
+
} else if (msgType === Messages3.Reject) {
|
|
859
|
+
const refSeqNum = message.getField(Fields3.RefSeqNum);
|
|
860
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
861
|
+
}
|
|
862
|
+
if (id) {
|
|
863
|
+
const callback = this.pendingRequests.get(id);
|
|
864
|
+
if (callback) {
|
|
865
|
+
callback(message);
|
|
866
|
+
this.pendingRequests.delete(id);
|
|
867
|
+
}
|
|
868
|
+
}
|
|
869
|
+
}
|
|
1215
870
|
});
|
|
1216
871
|
this.addWorkflows();
|
|
1217
872
|
await this.server.connect(this.transport);
|
|
@@ -1226,15 +881,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1226
881
|
if (!this.server) {
|
|
1227
882
|
return;
|
|
1228
883
|
}
|
|
1229
|
-
this.server.setRequestHandler(
|
|
1230
|
-
|
|
1231
|
-
|
|
1232
|
-
|
|
1233
|
-
description,
|
|
1234
|
-
|
|
1235
|
-
|
|
1236
|
-
|
|
1237
|
-
|
|
884
|
+
this.server.setRequestHandler(
|
|
885
|
+
z.object({ method: z.literal("tools/list") }),
|
|
886
|
+
async (request, extra) => {
|
|
887
|
+
return {
|
|
888
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
889
|
+
name,
|
|
890
|
+
description,
|
|
891
|
+
inputSchema: schema
|
|
892
|
+
}))
|
|
893
|
+
};
|
|
894
|
+
}
|
|
895
|
+
);
|
|
1238
896
|
this.server.setRequestHandler(
|
|
1239
897
|
z.object({
|
|
1240
898
|
method: z.literal("tools/call"),
|
|
@@ -1246,7 +904,7 @@ var MCPLocal = class extends MCPBase {
|
|
|
1246
904
|
}).optional()
|
|
1247
905
|
})
|
|
1248
906
|
}),
|
|
1249
|
-
async (request) => {
|
|
907
|
+
async (request, extra) => {
|
|
1250
908
|
const { name, arguments: args } = request.params;
|
|
1251
909
|
const toolHandlers = createToolHandlers(
|
|
1252
910
|
this.parser,
|