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/MCPRemote.mjs
CHANGED
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@@ -5,1212 +5,38 @@ 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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-
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import {
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Field,
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Fields,
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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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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* 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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"A",
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"C",
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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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items: {
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enum: [
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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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274
|
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properties: {
|
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275
|
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symbol: { type: "string" }
|
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276
|
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},
|
|
277
|
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required: ["symbol"]
|
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278
|
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}
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279
|
-
}
|
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280
|
-
};
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281
|
-
|
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282
|
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// 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
|
-
});
|
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298
|
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});
|
|
299
|
-
const entryTypes = args.mdEntryTypes || [
|
|
300
|
-
MDEntryType.Bid,
|
|
301
|
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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
|
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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
32
|
* @private
|
|
1207
33
|
*/
|
|
1208
|
-
|
|
34
|
+
parser;
|
|
1209
35
|
/**
|
|
1210
36
|
* Node.js HTTP server instance created internally.
|
|
1211
37
|
* @private
|
|
1212
38
|
*/
|
|
1213
|
-
|
|
39
|
+
server;
|
|
1214
40
|
/**
|
|
1215
41
|
* MCP server instance handling MCP protocol logic.
|
|
1216
42
|
* @private
|
|
@@ -1220,61 +46,89 @@ var MCPRemote = class extends MCPBase {
|
|
|
1220
46
|
* Optional name of the plugin/server instance.
|
|
1221
47
|
* @private
|
|
1222
48
|
*/
|
|
1223
|
-
|
|
49
|
+
name;
|
|
1224
50
|
/**
|
|
1225
51
|
* Optional version string of the plugin/server.
|
|
1226
52
|
* @private
|
|
1227
53
|
*/
|
|
1228
|
-
|
|
54
|
+
version;
|
|
1229
55
|
/**
|
|
1230
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
1231
57
|
* @private
|
|
1232
58
|
*/
|
|
1233
|
-
|
|
59
|
+
onReady = void 0;
|
|
1234
60
|
/**
|
|
1235
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
1236
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1237
66
|
*/
|
|
1238
67
|
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;
|
|
1249
68
|
constructor({ port, logger, onReady }) {
|
|
1250
|
-
super({ logger, onReady });
|
|
1251
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
1252
72
|
}
|
|
1253
73
|
async register(parser) {
|
|
1254
74
|
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
|
+
});
|
|
1255
95
|
this.logger = parser.logger;
|
|
1256
96
|
this.logger?.log({
|
|
1257
97
|
level: "info",
|
|
1258
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1259
99
|
});
|
|
1260
|
-
this.
|
|
1261
|
-
if (this.parser) {
|
|
1262
|
-
handleMessage(
|
|
1263
|
-
message,
|
|
1264
|
-
this.parser,
|
|
1265
|
-
this.pendingRequests,
|
|
1266
|
-
this.marketDataPrices,
|
|
1267
|
-
this.MAX_PRICE_HISTORY
|
|
1268
|
-
);
|
|
1269
|
-
}
|
|
1270
|
-
});
|
|
1271
|
-
this.httpServer = createServer(async (req, res) => {
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
1272
101
|
if (!req.url || !req.method) {
|
|
1273
102
|
res.writeHead(400);
|
|
1274
103
|
res.end("Bad Request");
|
|
1275
104
|
return;
|
|
1276
105
|
}
|
|
1277
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
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 === "/") {
|
|
1278
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
1279
133
|
if (req.method === "POST") {
|
|
1280
134
|
const bodyChunks = [];
|
|
@@ -1307,10 +161,10 @@ var MCPRemote = class extends MCPBase {
|
|
|
1307
161
|
}
|
|
1308
162
|
};
|
|
1309
163
|
this.mcpServer = new McpServer({
|
|
1310
|
-
name: this.
|
|
1311
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1312
166
|
});
|
|
1313
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1314
168
|
await this.mcpServer.connect(transport);
|
|
1315
169
|
} else {
|
|
1316
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -1326,15 +180,7 @@ var MCPRemote = class extends MCPBase {
|
|
|
1326
180
|
);
|
|
1327
181
|
return;
|
|
1328
182
|
}
|
|
1329
|
-
|
|
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
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1338
184
|
});
|
|
1339
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1340
186
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -1343,29 +189,17 @@ var MCPRemote = class extends MCPBase {
|
|
|
1343
189
|
return;
|
|
1344
190
|
}
|
|
1345
191
|
const transport = transports[sessionId];
|
|
1346
|
-
|
|
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
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1355
193
|
} else {
|
|
1356
|
-
this.logger?.log({
|
|
1357
|
-
level: "error",
|
|
1358
|
-
message: `Method not allowed: ${req.method}`
|
|
1359
|
-
});
|
|
1360
194
|
res.writeHead(405);
|
|
1361
195
|
res.end("Method Not Allowed");
|
|
1362
196
|
}
|
|
1363
|
-
|
|
1364
|
-
res.writeHead(404);
|
|
1365
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1366
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1367
201
|
});
|
|
1368
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1369
203
|
this.logger?.log({
|
|
1370
204
|
level: "info",
|
|
1371
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1375,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1375
209
|
this.onReady();
|
|
1376
210
|
}
|
|
1377
211
|
}
|
|
1378
|
-
|
|
212
|
+
addWorkflows() {
|
|
1379
213
|
if (!this.parser) {
|
|
1380
214
|
this.logger?.log({
|
|
1381
215
|
level: "error",
|
|
1382
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1383
217
|
});
|
|
1384
218
|
return;
|
|
1385
219
|
}
|
|
1386
220
|
if (!this.mcpServer) {
|
|
1387
221
|
this.logger?.log({
|
|
1388
222
|
level: "error",
|
|
1389
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1390
224
|
});
|
|
1391
225
|
return;
|
|
1392
226
|
}
|
|
1393
|
-
|
|
1394
|
-
|
|
1395
|
-
|
|
1396
|
-
|
|
1397
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
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
|
+
}
|
|
1398
257
|
);
|
|
1399
|
-
|
|
1400
|
-
|
|
1401
|
-
|
|
1402
|
-
|
|
1403
|
-
|
|
1404
|
-
|
|
1405
|
-
|
|
1406
|
-
|
|
1407
|
-
|
|
1408
|
-
|
|
1409
|
-
|
|
1410
|
-
|
|
1411
|
-
{
|
|
1412
|
-
type: "text",
|
|
1413
|
-
text: `Tool not found: ${name}`
|
|
1414
|
-
}
|
|
1415
|
-
],
|
|
1416
|
-
isError: true
|
|
1417
|
-
};
|
|
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
|
+
}
|
|
1418
270
|
}
|
|
1419
|
-
|
|
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
|
+
});
|
|
1420
285
|
return {
|
|
1421
|
-
|
|
1422
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1423
293
|
};
|
|
1424
294
|
}
|
|
1425
|
-
|
|
1426
|
-
|
|
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
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
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
|
+
}
|
|
446
|
+
}
|
|
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
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
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
|
+
);
|
|
1427
587
|
}
|
|
1428
588
|
};
|
|
1429
589
|
export {
|