fixparser-plugin-mcp 9.1.7-9d6b5ca3 → 9.1.7-a0e655a2

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@@ -1,1276 +1,663 @@
1
1
  // src/MCPLocal.ts
2
- import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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+ import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Field, Fields, Messages } from "fixparser";
4
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  import { z } from "zod";
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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+ var MCPLocal = class {
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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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+ server = new McpServer(
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+ {
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+ name: "fixparser",
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+ version: "1.0.0"
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+ },
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+ {
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+ capabilities: {
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+ tools: {},
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+ prompts: {},
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+ resources: {}
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+ }
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+ }
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+ );
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+ transport = new StdioServerTransport();
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  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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+ verifiedOrders = /* @__PURE__ */ new Map();
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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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+ if (onReady) this.onReady = onReady;
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  }
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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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+ async register(parser) {
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+ this.parser = parser;
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+ this.parser.addOnMessageCallback((message) => {
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+ const msgType = message.messageType;
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
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+ let id;
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const mdReqID = message.getField(Fields.MDReqID);
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+ if (mdReqID) id = String(mdReqID.value);
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+ } else if (msgType === Messages.ExecutionReport) {
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+ const clOrdID = message.getField(Fields.ClOrdID);
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+ if (clOrdID) id = String(clOrdID.value);
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+ } else if (msgType === Messages.Reject) {
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+ const refSeqNum = message.getField(Fields.RefSeqNum);
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+ if (refSeqNum) id = String(refSeqNum.value);
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+ }
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+ if (id) {
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+ const callback = this.pendingRequests.get(id);
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+ if (callback) {
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+ callback(message);
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+ this.pendingRequests.delete(id);
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+ }
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+ }
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+ }
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+ });
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+ this.addWorkflows();
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+ await this.server.connect(this.transport);
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+ if (this.onReady) {
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+ this.onReady();
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  }
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- },
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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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+ addWorkflows() {
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+ if (!this.parser) {
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+ return;
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62
  }
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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"
81
- },
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- quantity: { type: "string" },
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- price: { type: "string" },
84
- 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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- ],
114
- 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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- },
116
- side: {
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- type: "string",
118
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
119
- 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"
120
- },
121
- symbol: { type: "string" },
122
- timeInForce: {
123
- type: "string",
124
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
125
- 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"
126
- }
127
- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ if (!this.server) {
64
+ return;
129
65
  }
130
- },
131
- executeOrder: {
132
- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
133
- schema: {
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- type: "object",
135
- properties: {
136
- clOrdID: { type: "string" },
137
- handlInst: {
138
- type: "string",
139
- enum: ["1", "2", "3"],
140
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
141
- },
142
- quantity: { type: "string" },
143
- price: { type: "string" },
144
- 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",
178
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
179
- 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"
180
- },
181
- symbol: { type: "string" },
182
- timeInForce: {
183
- type: "string",
184
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
185
- 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"
186
- }
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+ this.server.tool(
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+ "parse",
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+ "Parses a FIX message and describes it in plain language",
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+ {
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+ fixString: z.string().describe("FIX message string to parse")
187
71
  },
188
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
- }
190
- },
191
- marketDataRequest: {
192
- description: "Requests market data for specified symbols",
193
- schema: {
194
- type: "object",
195
- properties: {
196
- mdUpdateType: {
197
- type: "string",
198
- enum: ["0", "1"],
199
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
- },
201
- symbols: { type: "array", items: { type: "string" } },
202
- mdReqID: { type: "string" },
203
- subscriptionRequestType: {
204
- type: "string",
205
- enum: ["0", "1", "2"],
206
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
- },
208
- mdEntryTypes: {
209
- type: "array",
210
- items: {
211
- type: "string",
212
- enum: [
213
- "0",
214
- "1",
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- "2",
216
- "3",
217
- "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",
223
- "A",
224
- "B",
225
- "C",
226
- "D",
227
- "E",
228
- "F",
229
- "G",
230
- "H",
231
- "I",
232
- "J",
233
- "K",
234
- "L",
235
- "M",
236
- "N",
237
- "O",
238
- "P",
239
- "Q",
240
- "R",
241
- "S",
242
- "T",
243
- "U",
244
- "V",
245
- "W",
246
- "X",
247
- "Y",
248
- "Z"
72
+ async (args) => {
73
+ try {
74
+ const parsedMessage = this.parser?.parse(args.fixString);
75
+ if (!parsedMessage || parsedMessage.length === 0) {
76
+ return {
77
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
78
+ isError: true
79
+ };
80
+ }
81
+ return {
82
+ content: [
83
+ {
84
+ type: "text",
85
+ text: `${parsedMessage[0].description}
86
+ ${parsedMessage[0].messageTypeDescription}`
87
+ }
249
88
  ]
250
- },
251
- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
89
+ };
90
+ } catch (error) {
91
+ return {
92
+ content: [
93
+ {
94
+ type: "text",
95
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
96
+ }
97
+ ],
98
+ isError: true
99
+ };
252
100
  }
101
+ }
102
+ );
103
+ this.server.tool(
104
+ "parseToJSON",
105
+ "Parses a FIX message into JSON",
106
+ {
107
+ fixString: z.string().describe("FIX message string to parse")
253
108
  },
254
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
- }
256
- },
257
- getStockGraph: {
258
- description: "Generates a price chart for a given symbol",
259
- schema: {
260
- type: "object",
261
- properties: {
262
- symbol: { type: "string" }
263
- },
264
- required: ["symbol"]
265
- }
266
- },
267
- getStockPriceHistory: {
268
- description: "Returns price history for a given symbol",
269
- schema: {
270
- type: "object",
271
- properties: {
272
- symbol: { type: "string" }
109
+ async (args) => {
110
+ try {
111
+ const parsedMessage = this.parser?.parse(args.fixString);
112
+ if (!parsedMessage || parsedMessage.length === 0) {
113
+ return {
114
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
115
+ isError: true
116
+ };
117
+ }
118
+ return {
119
+ content: [
120
+ {
121
+ type: "text",
122
+ text: `${parsedMessage[0].toFIXJSON()}`
123
+ }
124
+ ]
125
+ };
126
+ } catch (error) {
127
+ return {
128
+ content: [
129
+ {
130
+ type: "text",
131
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
132
+ }
133
+ ],
134
+ isError: true
135
+ };
136
+ }
137
+ }
138
+ );
139
+ this.server.tool(
140
+ "verifyOrder",
141
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
142
+ {
143
+ clOrdID: z.string().describe("Client Order ID"),
144
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
145
+ quantity: z.string().describe("Order quantity"),
146
+ price: z.string().describe("Order price"),
147
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
148
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
149
+ symbol: z.string().describe("Trading symbol"),
150
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
273
151
  },
274
- required: ["symbol"]
275
- }
276
- }
277
- };
152
+ async (args) => {
153
+ try {
154
+ this.verifiedOrders.set(args.clOrdID, {
155
+ clOrdID: args.clOrdID,
156
+ handlInst: args.handlInst,
157
+ quantity: Number.parseFloat(args.quantity),
158
+ price: Number.parseFloat(args.price),
159
+ ordType: args.ordType,
160
+ side: args.side,
161
+ symbol: args.symbol,
162
+ timeInForce: args.timeInForce
163
+ });
164
+ return {
165
+ content: [
166
+ {
167
+ type: "text",
168
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
169
+
170
+ Parameters verified:
171
+ - ClOrdID: ${args.clOrdID}
172
+ - HandlInst: ${args.handlInst}
173
+ - Quantity: ${args.quantity}
174
+ - Price: ${args.price}
175
+ - OrdType: ${args.ordType}
176
+ - Side: ${args.side}
177
+ - Symbol: ${args.symbol}
178
+ - TimeInForce: ${args.timeInForce}
278
179
 
279
- // src/tools/marketData.ts
280
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
- import QuickChart from "quickchart-js";
282
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
- return async (args) => {
284
- try {
285
- parser.logger.log({
286
- level: "info",
287
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
288
- });
289
- const response = new Promise((resolve) => {
290
- pendingRequests.set(args.mdReqID, resolve);
291
- parser.logger.log({
292
- level: "info",
293
- message: `Registered callback for market data request ID: ${args.mdReqID}`
294
- });
295
- });
296
- const entryTypes = args.mdEntryTypes || [
297
- MDEntryType.Bid,
298
- MDEntryType.Offer,
299
- MDEntryType.Trade,
300
- MDEntryType.IndexValue,
301
- MDEntryType.OpeningPrice,
302
- MDEntryType.ClosingPrice,
303
- MDEntryType.SettlementPrice,
304
- MDEntryType.TradingSessionHighPrice,
305
- MDEntryType.TradingSessionLowPrice,
306
- MDEntryType.VWAP,
307
- MDEntryType.Imbalance,
308
- MDEntryType.TradeVolume,
309
- MDEntryType.OpenInterest,
310
- MDEntryType.CompositeUnderlyingPrice,
311
- MDEntryType.SimulatedSellPrice,
312
- MDEntryType.SimulatedBuyPrice,
313
- MDEntryType.MarginRate,
314
- MDEntryType.MidPrice,
315
- MDEntryType.EmptyBook,
316
- MDEntryType.SettleHighPrice,
317
- MDEntryType.SettleLowPrice,
318
- MDEntryType.PriorSettlePrice,
319
- MDEntryType.SessionHighBid,
320
- MDEntryType.SessionLowOffer,
321
- MDEntryType.EarlyPrices,
322
- MDEntryType.AuctionClearingPrice,
323
- MDEntryType.SwapValueFactor,
324
- MDEntryType.DailyValueAdjustmentForLongPositions,
325
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
326
- MDEntryType.DailyValueAdjustmentForShortPositions,
327
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
328
- MDEntryType.FixingPrice,
329
- MDEntryType.CashRate,
330
- MDEntryType.RecoveryRate,
331
- MDEntryType.RecoveryRateForLong,
332
- MDEntryType.RecoveryRateForShort,
333
- MDEntryType.MarketBid,
334
- MDEntryType.MarketOffer,
335
- MDEntryType.ShortSaleMinPrice,
336
- MDEntryType.PreviousClosingPrice,
337
- MDEntryType.ThresholdLimitPriceBanding,
338
- MDEntryType.DailyFinancingValue,
339
- MDEntryType.AccruedFinancingValue,
340
- MDEntryType.TWAP
341
- ];
342
- const messageFields = [
343
- new Field(Fields.MsgType, Messages.MarketDataRequest),
344
- new Field(Fields.SenderCompID, parser.sender),
345
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
346
- new Field(Fields.TargetCompID, parser.target),
347
- new Field(Fields.SendingTime, parser.getTimestamp()),
348
- new Field(Fields.MDReqID, args.mdReqID),
349
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
350
- new Field(Fields.MarketDepth, 0),
351
- new Field(Fields.MDUpdateType, args.mdUpdateType)
352
- ];
353
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
354
- args.symbols.forEach((symbol) => {
355
- messageFields.push(new Field(Fields.Symbol, symbol));
356
- });
357
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
358
- entryTypes.forEach((entryType) => {
359
- messageFields.push(new Field(Fields.MDEntryType, entryType));
360
- });
361
- const mdr = parser.createMessage(...messageFields);
362
- if (!parser.connected) {
363
- parser.logger.log({
364
- level: "error",
365
- message: "Not connected. Cannot send market data request."
366
- });
367
- return {
368
- content: [
369
- {
370
- type: "text",
371
- text: "Error: Not connected. Ignoring message.",
372
- uri: "marketDataRequest"
373
- }
374
- ],
375
- isError: true
376
- };
180
+ To execute this order, call the executeOrder tool with these exact same parameters.`
181
+ }
182
+ ]
183
+ };
184
+ } catch (error) {
185
+ return {
186
+ content: [
187
+ {
188
+ type: "text",
189
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
190
+ }
191
+ ],
192
+ isError: true
193
+ };
194
+ }
377
195
  }
378
- parser.logger.log({
379
- level: "info",
380
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
381
- });
382
- parser.send(mdr);
383
- const fixData = await response;
384
- parser.logger.log({
385
- level: "info",
386
- message: `Received market data response for request ID: ${args.mdReqID}`
387
- });
388
- return {
389
- content: [
390
- {
391
- type: "text",
392
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
393
- uri: "marketDataRequest"
196
+ );
197
+ this.server.tool(
198
+ "executeOrder",
199
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
200
+ {
201
+ clOrdID: z.string().describe("Client Order ID"),
202
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
203
+ quantity: z.string().describe("Order quantity"),
204
+ price: z.string().describe("Order price"),
205
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
206
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
207
+ symbol: z.string().describe("Trading symbol"),
208
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
209
+ },
210
+ async (args) => {
211
+ try {
212
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
213
+ if (!verifiedOrder) {
214
+ return {
215
+ content: [
216
+ {
217
+ type: "text",
218
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
219
+ }
220
+ ],
221
+ isError: true
222
+ };
394
223
  }
395
- ]
396
- };
397
- } catch (error) {
398
- return {
399
- content: [
400
- {
401
- type: "text",
402
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
403
- uri: "marketDataRequest"
224
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
225
+ return {
226
+ content: [
227
+ {
228
+ type: "text",
229
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
230
+ }
231
+ ],
232
+ isError: true
233
+ };
404
234
  }
405
- ],
406
- isError: true
407
- };
408
- }
409
- };
410
- };
411
- var createGetStockGraphHandler = (marketDataPrices) => {
412
- return async (args) => {
413
- try {
414
- const symbol = args.symbol;
415
- const priceHistory = marketDataPrices.get(symbol) || [];
416
- if (priceHistory.length === 0) {
417
- return {
418
- content: [
419
- {
420
- type: "text",
421
- text: `No price data available for ${symbol}`,
422
- uri: "getStockGraph"
423
- }
424
- ]
425
- };
426
- }
427
- const chart = new QuickChart();
428
- chart.setWidth(1200);
429
- chart.setHeight(600);
430
- chart.setBackgroundColor("transparent");
431
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
432
- const bidData = priceHistory.map((point) => point.bid);
433
- const offerData = priceHistory.map((point) => point.offer);
434
- const spreadData = priceHistory.map((point) => point.spread);
435
- const volumeData = priceHistory.map((point) => point.volume);
436
- const tradeData = priceHistory.map((point) => point.trade);
437
- const vwapData = priceHistory.map((point) => point.vwap);
438
- const twapData = priceHistory.map((point) => point.twap);
439
- const config = {
440
- type: "line",
441
- data: {
442
- labels,
443
- datasets: [
444
- {
445
- label: "Bid",
446
- data: bidData,
447
- borderColor: "#28a745",
448
- backgroundColor: "rgba(40, 167, 69, 0.1)",
449
- fill: false,
450
- tension: 0.4
451
- },
452
- {
453
- label: "Offer",
454
- data: offerData,
455
- borderColor: "#dc3545",
456
- backgroundColor: "rgba(220, 53, 69, 0.1)",
457
- fill: false,
458
- tension: 0.4
459
- },
460
- {
461
- label: "Spread",
462
- data: spreadData,
463
- borderColor: "#6c757d",
464
- backgroundColor: "rgba(108, 117, 125, 0.1)",
465
- fill: false,
466
- tension: 0.4
467
- },
468
- {
469
- label: "Trade",
470
- data: tradeData,
471
- borderColor: "#ffc107",
472
- backgroundColor: "rgba(255, 193, 7, 0.1)",
473
- fill: false,
474
- tension: 0.4
475
- },
476
- {
477
- label: "VWAP",
478
- data: vwapData,
479
- borderColor: "#17a2b8",
480
- backgroundColor: "rgba(23, 162, 184, 0.1)",
481
- fill: false,
482
- tension: 0.4
483
- },
484
- {
485
- label: "TWAP",
486
- data: twapData,
487
- borderColor: "#6610f2",
488
- backgroundColor: "rgba(102, 16, 242, 0.1)",
489
- fill: false,
490
- tension: 0.4
491
- },
492
- {
493
- label: "Volume",
494
- data: volumeData,
495
- borderColor: "#007bff",
496
- backgroundColor: "rgba(0, 123, 255, 0.1)",
497
- fill: true,
498
- tension: 0.4
499
- }
500
- ]
501
- },
502
- options: {
503
- responsive: true,
504
- plugins: {
505
- title: {
506
- display: true,
507
- text: `${symbol} Market Data`
508
- }
509
- },
510
- scales: {
511
- y: {
512
- beginAtZero: false
513
- }
235
+ const response = new Promise((resolve) => {
236
+ this.pendingRequests.set(args.clOrdID, resolve);
237
+ });
238
+ const order = this.parser?.createMessage(
239
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
240
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
241
+ new Field(Fields.SenderCompID, this.parser?.sender),
242
+ new Field(Fields.TargetCompID, this.parser?.target),
243
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
244
+ new Field(Fields.ClOrdID, args.clOrdID),
245
+ new Field(Fields.Side, args.side),
246
+ new Field(Fields.Symbol, args.symbol),
247
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
248
+ new Field(Fields.Price, Number.parseFloat(args.price)),
249
+ new Field(Fields.OrdType, args.ordType),
250
+ new Field(Fields.HandlInst, args.handlInst),
251
+ new Field(Fields.TimeInForce, args.timeInForce),
252
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
253
+ );
254
+ if (!this.parser?.connected) {
255
+ return {
256
+ content: [
257
+ {
258
+ type: "text",
259
+ text: "Error: Not connected. Ignoring message."
260
+ }
261
+ ],
262
+ isError: true
263
+ };
514
264
  }
265
+ this.parser?.send(order);
266
+ const fixData = await response;
267
+ this.verifiedOrders.delete(args.clOrdID);
268
+ return {
269
+ content: [
270
+ {
271
+ type: "text",
272
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
273
+ }
274
+ ]
275
+ };
276
+ } catch (error) {
277
+ return {
278
+ content: [
279
+ {
280
+ type: "text",
281
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
282
+ }
283
+ ],
284
+ isError: true
285
+ };
515
286
  }
516
- };
517
- chart.setConfig(config);
518
- const imageBuffer = await chart.toBinary();
519
- const base64 = imageBuffer.toString("base64");
520
- return {
521
- content: [
522
- {
523
- type: "resource",
524
- resource: {
525
- uri: "resource://graph",
526
- mimeType: "image/png",
527
- blob: base64
528
- }
529
- }
530
- ]
531
- };
532
- } catch (error) {
533
- return {
534
- content: [
535
- {
536
- type: "text",
537
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
538
- uri: "getStockGraph"
287
+ }
288
+ );
289
+ this.server.tool(
290
+ "marketDataRequest",
291
+ "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
292
+ {
293
+ mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
294
+ symbol: z.string().describe("Trading symbol"),
295
+ mdReqID: z.string().describe("Market data request ID"),
296
+ subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
297
+ mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
298
+ },
299
+ async (args) => {
300
+ try {
301
+ const response = new Promise((resolve) => {
302
+ this.pendingRequests.set(args.mdReqID, resolve);
303
+ });
304
+ const marketDataRequest = this.parser?.createMessage(
305
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
306
+ new Field(Fields.SenderCompID, this.parser?.sender),
307
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
308
+ new Field(Fields.TargetCompID, this.parser?.target),
309
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
310
+ new Field(Fields.MarketDepth, 0),
311
+ new Field(Fields.MDUpdateType, args.mdUpdateType),
312
+ new Field(Fields.NoRelatedSym, 1),
313
+ new Field(Fields.Symbol, args.symbol),
314
+ new Field(Fields.MDReqID, args.mdReqID),
315
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
316
+ new Field(Fields.NoMDEntryTypes, 1),
317
+ new Field(Fields.MDEntryType, args.mdEntryType)
318
+ );
319
+ if (!this.parser?.connected) {
320
+ return {
321
+ content: [
322
+ {
323
+ type: "text",
324
+ text: "Error: Not connected. Ignoring message."
325
+ }
326
+ ],
327
+ isError: true
328
+ };
539
329
  }
540
- ],
541
- isError: true
542
- };
543
- }
544
- };
545
- };
546
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
547
- return async (args) => {
548
- try {
549
- const symbol = args.symbol;
550
- const priceHistory = marketDataPrices.get(symbol) || [];
551
- if (priceHistory.length === 0) {
330
+ this.parser?.send(marketDataRequest);
331
+ const fixData = await response;
332
+ return {
333
+ content: [
334
+ {
335
+ type: "text",
336
+ text: `Market data for ${args.symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
337
+ }
338
+ ]
339
+ };
340
+ } catch (error) {
341
+ return {
342
+ content: [
343
+ {
344
+ type: "text",
345
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
346
+ }
347
+ ],
348
+ isError: true
349
+ };
350
+ }
351
+ }
352
+ );
353
+ this.server.prompt(
354
+ "parse",
355
+ "Parses a FIX message and describes it in plain language",
356
+ {
357
+ fixString: z.string().describe("FIX message string to parse")
358
+ },
359
+ async (args) => {
552
360
  return {
553
- content: [
361
+ messages: [
554
362
  {
555
- type: "text",
556
- text: `No price data available for ${symbol}`,
557
- uri: "getStockPriceHistory"
363
+ role: "user",
364
+ content: {
365
+ type: "text",
366
+ text: `Please parse and explain this FIX message: ${args.fixString}`
367
+ }
558
368
  }
559
369
  ]
560
370
  };
561
371
  }
562
- return {
563
- content: [
564
- {
565
- type: "text",
566
- text: JSON.stringify(
567
- {
568
- symbol,
569
- count: priceHistory.length,
570
- data: priceHistory.map((point) => ({
571
- timestamp: new Date(point.timestamp).toISOString(),
572
- bid: point.bid,
573
- offer: point.offer,
574
- spread: point.spread,
575
- volume: point.volume,
576
- trade: point.trade,
577
- indexValue: point.indexValue,
578
- openingPrice: point.openingPrice,
579
- closingPrice: point.closingPrice,
580
- settlementPrice: point.settlementPrice,
581
- tradingSessionHighPrice: point.tradingSessionHighPrice,
582
- tradingSessionLowPrice: point.tradingSessionLowPrice,
583
- vwap: point.vwap,
584
- imbalance: point.imbalance,
585
- openInterest: point.openInterest,
586
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
587
- simulatedSellPrice: point.simulatedSellPrice,
588
- simulatedBuyPrice: point.simulatedBuyPrice,
589
- marginRate: point.marginRate,
590
- midPrice: point.midPrice,
591
- emptyBook: point.emptyBook,
592
- settleHighPrice: point.settleHighPrice,
593
- settleLowPrice: point.settleLowPrice,
594
- priorSettlePrice: point.priorSettlePrice,
595
- sessionHighBid: point.sessionHighBid,
596
- sessionLowOffer: point.sessionLowOffer,
597
- earlyPrices: point.earlyPrices,
598
- auctionClearingPrice: point.auctionClearingPrice,
599
- swapValueFactor: point.swapValueFactor,
600
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
601
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
602
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
603
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
604
- fixingPrice: point.fixingPrice,
605
- cashRate: point.cashRate,
606
- recoveryRate: point.recoveryRate,
607
- recoveryRateForLong: point.recoveryRateForLong,
608
- recoveryRateForShort: point.recoveryRateForShort,
609
- marketBid: point.marketBid,
610
- marketOffer: point.marketOffer,
611
- shortSaleMinPrice: point.shortSaleMinPrice,
612
- previousClosingPrice: point.previousClosingPrice,
613
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
614
- dailyFinancingValue: point.dailyFinancingValue,
615
- accruedFinancingValue: point.accruedFinancingValue,
616
- twap: point.twap
617
- }))
618
- },
619
- null,
620
- 2
621
- ),
622
- uri: "getStockPriceHistory"
623
- }
624
- ]
625
- };
626
- } catch (error) {
627
- return {
628
- content: [
629
- {
630
- type: "text",
631
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
632
- uri: "getStockPriceHistory"
633
- }
634
- ],
635
- isError: true
636
- };
637
- }
638
- };
639
- };
640
-
641
- // src/tools/order.ts
642
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
643
- var ordTypeNames = {
644
- "1": "Market",
645
- "2": "Limit",
646
- "3": "Stop",
647
- "4": "StopLimit",
648
- "5": "MarketOnClose",
649
- "6": "WithOrWithout",
650
- "7": "LimitOrBetter",
651
- "8": "LimitWithOrWithout",
652
- "9": "OnBasis",
653
- A: "OnClose",
654
- B: "LimitOnClose",
655
- C: "ForexMarket",
656
- D: "PreviouslyQuoted",
657
- E: "PreviouslyIndicated",
658
- F: "ForexLimit",
659
- G: "ForexSwap",
660
- H: "ForexPreviouslyQuoted",
661
- I: "Funari",
662
- J: "MarketIfTouched",
663
- K: "MarketWithLeftOverAsLimit",
664
- L: "PreviousFundValuationPoint",
665
- M: "NextFundValuationPoint",
666
- P: "Pegged",
667
- Q: "CounterOrderSelection",
668
- R: "StopOnBidOrOffer",
669
- S: "StopLimitOnBidOrOffer"
670
- };
671
- var sideNames = {
672
- "1": "Buy",
673
- "2": "Sell",
674
- "3": "BuyMinus",
675
- "4": "SellPlus",
676
- "5": "SellShort",
677
- "6": "SellShortExempt",
678
- "7": "Undisclosed",
679
- "8": "Cross",
680
- "9": "CrossShort",
681
- A: "CrossShortExempt",
682
- B: "AsDefined",
683
- C: "Opposite",
684
- D: "Subscribe",
685
- E: "Redeem",
686
- F: "Lend",
687
- G: "Borrow",
688
- H: "SellUndisclosed"
689
- };
690
- var timeInForceNames = {
691
- "0": "Day",
692
- "1": "GoodTillCancel",
693
- "2": "AtTheOpening",
694
- "3": "ImmediateOrCancel",
695
- "4": "FillOrKill",
696
- "5": "GoodTillCrossing",
697
- "6": "GoodTillDate",
698
- "7": "AtTheClose",
699
- "8": "GoodThroughCrossing",
700
- "9": "AtCrossing",
701
- A: "GoodForTime",
702
- B: "GoodForAuction",
703
- C: "GoodForMonth"
704
- };
705
- var handlInstNames = {
706
- "1": "AutomatedExecutionNoIntervention",
707
- "2": "AutomatedExecutionInterventionOK",
708
- "3": "ManualOrder"
709
- };
710
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
711
- return async (args) => {
712
- try {
713
- verifiedOrders.set(args.clOrdID, {
714
- clOrdID: args.clOrdID,
715
- handlInst: args.handlInst,
716
- quantity: Number.parseFloat(String(args.quantity)),
717
- price: Number.parseFloat(String(args.price)),
718
- ordType: args.ordType,
719
- side: args.side,
720
- symbol: args.symbol,
721
- timeInForce: args.timeInForce
722
- });
723
- return {
724
- content: [
725
- {
726
- type: "text",
727
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
728
-
729
- Parameters verified:
730
- - ClOrdID: ${args.clOrdID}
731
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
732
- - Quantity: ${args.quantity}
733
- - Price: ${args.price}
734
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
735
- - Side: ${args.side} (${sideNames[args.side]})
736
- - Symbol: ${args.symbol}
737
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
738
-
739
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
740
- uri: "verifyOrder"
741
- }
742
- ]
743
- };
744
- } catch (error) {
745
- return {
746
- content: [
747
- {
748
- type: "text",
749
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
750
- uri: "verifyOrder"
751
- }
752
- ],
753
- isError: true
754
- };
755
- }
756
- };
757
- };
758
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
759
- return async (args) => {
760
- try {
761
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
762
- if (!verifiedOrder) {
372
+ );
373
+ this.server.prompt(
374
+ "parseToJSON",
375
+ "Parses a FIX message into JSON",
376
+ {
377
+ fixString: z.string().describe("FIX message string to parse")
378
+ },
379
+ async (args) => {
763
380
  return {
764
- content: [
381
+ messages: [
765
382
  {
766
- type: "text",
767
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
768
- uri: "executeOrder"
383
+ role: "user",
384
+ content: {
385
+ type: "text",
386
+ text: `Please parse the FIX message to JSON: ${args.fixString}`
387
+ }
769
388
  }
770
- ],
771
- isError: true
389
+ ]
772
390
  };
773
391
  }
774
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
392
+ );
393
+ this.server.prompt(
394
+ "verifyOrder",
395
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
396
+ {
397
+ clOrdID: z.string().describe("Client Order ID"),
398
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
399
+ quantity: z.string().describe("Order quantity"),
400
+ price: z.string().describe("Order price"),
401
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
402
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
403
+ symbol: z.string().describe("Trading symbol"),
404
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
405
+ },
406
+ async (args) => {
775
407
  return {
776
- content: [
408
+ messages: [
777
409
  {
778
- type: "text",
779
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
780
- uri: "executeOrder"
410
+ role: "user",
411
+ content: {
412
+ type: "text",
413
+ text: [
414
+ "You are an AI assistant that helps users verify FIX New Order Single parameters.",
415
+ "This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
416
+ "",
417
+ "You must verify that all required fields are provided and valid:",
418
+ "- ClOrdID (Client Order ID)",
419
+ "- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
420
+ "- Quantity (Order quantity)",
421
+ "- Price (Order price)",
422
+ "- OrdType (1=Market, 2=Limit, 3=Stop)",
423
+ "- Side (1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed)",
424
+ "- Symbol (Trading symbol)",
425
+ "- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
426
+ "",
427
+ "Current parameters to verify:",
428
+ `- ClOrdID: ${args.clOrdID}`,
429
+ `- HandlInst: ${args.handlInst}`,
430
+ `- Quantity: ${args.quantity}`,
431
+ `- Price: ${args.price}`,
432
+ `- OrdType: ${args.ordType}`,
433
+ `- Side: ${args.side}`,
434
+ `- Symbol: ${args.symbol}`,
435
+ `- TimeInForce: ${args.timeInForce}`,
436
+ "",
437
+ "If all parameters are valid, respond with:",
438
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
439
+ "",
440
+ "Otherwise, list the missing or invalid ones.",
441
+ "",
442
+ "IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
443
+ ].join("\n")
444
+ }
781
445
  }
782
- ],
783
- isError: true
446
+ ]
784
447
  };
785
448
  }
786
- const response = new Promise((resolve) => {
787
- pendingRequests.set(args.clOrdID, resolve);
788
- });
789
- const order = parser.createMessage(
790
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
791
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
792
- new Field2(Fields2.SenderCompID, parser.sender),
793
- new Field2(Fields2.TargetCompID, parser.target),
794
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
795
- new Field2(Fields2.ClOrdID, args.clOrdID),
796
- new Field2(Fields2.Side, args.side),
797
- new Field2(Fields2.Symbol, args.symbol),
798
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
799
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
800
- new Field2(Fields2.OrdType, args.ordType),
801
- new Field2(Fields2.HandlInst, args.handlInst),
802
- new Field2(Fields2.TimeInForce, args.timeInForce),
803
- new Field2(Fields2.TransactTime, parser.getTimestamp())
804
- );
805
- if (!parser.connected) {
449
+ );
450
+ this.server.prompt(
451
+ "executeOrder",
452
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
453
+ {
454
+ clOrdID: z.string().describe("Client Order ID"),
455
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
456
+ quantity: z.string().describe("Order quantity"),
457
+ price: z.string().describe("Order price"),
458
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
459
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
460
+ symbol: z.string().describe("Trading symbol"),
461
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
462
+ },
463
+ async (args) => {
806
464
  return {
807
- content: [
465
+ messages: [
808
466
  {
809
- type: "text",
810
- text: "Error: Not connected. Ignoring message.",
811
- uri: "executeOrder"
467
+ role: "user",
468
+ content: {
469
+ type: "text",
470
+ text: [
471
+ "You are an AI assistant that helps users execute FIX New Order Single messages.",
472
+ "This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
473
+ "",
474
+ "IMPORTANT: This tool should only be called after successful verification of all parameters.",
475
+ "",
476
+ "Parameters to execute:",
477
+ `- ClOrdID: ${args.clOrdID}`,
478
+ `- HandlInst: ${args.handlInst}`,
479
+ `- Quantity: ${args.quantity}`,
480
+ `- Price: ${args.price}`,
481
+ `- OrdType: ${args.ordType}`,
482
+ `- Side: ${args.side}`,
483
+ `- Symbol: ${args.symbol}`,
484
+ `- TimeInForce: ${args.timeInForce}`,
485
+ "",
486
+ "IMPORTANT: The response will be either:",
487
+ "1. An Execution Report (MsgType=8) if the order was successfully placed",
488
+ "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
489
+ ].join("\n")
490
+ }
812
491
  }
813
- ],
814
- isError: true
492
+ ]
815
493
  };
816
494
  }
817
- parser.send(order);
818
- const fixData = await response;
819
- verifiedOrders.delete(args.clOrdID);
820
- return {
821
- content: [
822
- {
823
- type: "text",
824
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
825
- uri: "executeOrder"
826
- }
827
- ]
828
- };
829
- } catch (error) {
830
- return {
831
- content: [
832
- {
833
- type: "text",
834
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
835
- uri: "executeOrder"
836
- }
837
- ],
838
- isError: true
839
- };
840
- }
841
- };
842
- };
843
-
844
- // src/tools/parse.ts
845
- var createParseHandler = (parser) => {
846
- return async (args) => {
847
- try {
848
- const parsedMessage = parser.parse(args.fixString);
849
- if (!parsedMessage || parsedMessage.length === 0) {
495
+ );
496
+ this.server.prompt(
497
+ "marketDataRequest",
498
+ "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
499
+ {
500
+ mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
501
+ symbol: z.string().describe("Trading symbol"),
502
+ mdReqID: z.string().describe("Market data request ID"),
503
+ subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
504
+ mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
505
+ },
506
+ async (args) => {
850
507
  return {
851
- content: [
508
+ messages: [
852
509
  {
853
- type: "text",
854
- text: "Error: Failed to parse FIX string",
855
- uri: "parse"
510
+ role: "user",
511
+ content: {
512
+ type: "text",
513
+ text: [
514
+ "You are an AI assistant that helps users create FIX Market Data Request messages.",
515
+ "You must **first verify** that all required fields are provided:",
516
+ "- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
517
+ "- Symbol (Trading symbol)",
518
+ "- MDReqID (Market data request ID)",
519
+ "- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
520
+ "- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
521
+ "",
522
+ "Only when all fields are present and valid, respond with:",
523
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
524
+ "",
525
+ "Otherwise, list the missing or invalid ones.",
526
+ "",
527
+ "Do not create the FIX message until verification is complete.",
528
+ "",
529
+ "Current parameters:",
530
+ `- MDUpdateType: ${args.mdUpdateType}`,
531
+ `- Symbol: ${args.symbol}`,
532
+ `- MDReqID: ${args.mdReqID}`,
533
+ `- SubscriptionRequestType: ${args.subscriptionRequestType}`,
534
+ `- MDEntryType: ${args.mdEntryType}`
535
+ ].join("\n")
536
+ }
856
537
  }
857
- ],
858
- isError: true
538
+ ]
859
539
  };
860
540
  }
861
- return {
862
- content: [
863
- {
864
- type: "text",
865
- text: `${parsedMessage[0].description}
866
- ${parsedMessage[0].messageTypeDescription}`,
867
- uri: "parse"
868
- }
869
- ]
870
- };
871
- } catch (error) {
872
- return {
873
- content: [
874
- {
875
- type: "text",
876
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
877
- uri: "parse"
878
- }
879
- ],
880
- isError: true
881
- };
882
- }
883
- };
884
- };
885
-
886
- // src/tools/parseToJSON.ts
887
- var createParseToJSONHandler = (parser) => {
888
- return async (args) => {
889
- try {
890
- const parsedMessage = parser.parse(args.fixString);
891
- if (!parsedMessage || parsedMessage.length === 0) {
541
+ );
542
+ this.server.resource(
543
+ "greeting-resource",
544
+ "https://example.com/greetings/default",
545
+ { mimeType: "text/plain" },
546
+ async () => {
892
547
  return {
893
- content: [
548
+ contents: [
894
549
  {
895
- type: "text",
896
- text: "Error: Failed to parse FIX string",
897
- uri: "parseToJSON"
550
+ uri: "https://example.com/greetings/default",
551
+ text: "Hello, world!"
898
552
  }
899
- ],
900
- isError: true
553
+ ]
901
554
  };
902
555
  }
903
- return {
904
- content: [
556
+ );
557
+ this.server.resource(
558
+ "greeting",
559
+ new ResourceTemplate("greeting://{name}", { list: void 0 }),
560
+ async (uri, { name }) => ({
561
+ contents: [
905
562
  {
906
- type: "text",
907
- text: `${parsedMessage[0].toFIXJSON()}`,
908
- uri: "parseToJSON"
563
+ uri: uri.href,
564
+ text: `Hello, ${name}!`
909
565
  }
910
566
  ]
911
- };
912
- } catch (error) {
913
- return {
914
- content: [
567
+ })
568
+ );
569
+ this.server.resource(
570
+ "echo",
571
+ new ResourceTemplate("echo://{message}", { list: void 0 }),
572
+ async (uri, { message }) => ({
573
+ contents: [
915
574
  {
916
- type: "text",
917
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
918
- uri: "parseToJSON"
575
+ uri: uri.href,
576
+ text: `Resource echo: ${message}`
919
577
  }
920
- ],
921
- isError: true
922
- };
923
- }
924
- };
925
- };
926
-
927
- // src/tools/index.ts
928
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
929
- parse: createParseHandler(parser),
930
- parseToJSON: createParseToJSONHandler(parser),
931
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
932
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
933
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
934
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
935
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
936
- });
937
-
938
- // src/utils/messageHandler.ts
939
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
940
- function getEnumValue(enumObj, name) {
941
- return enumObj[name] || name;
942
- }
943
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
944
- const msgType = message.messageType;
945
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
946
- const symbol = message.getField(Fields3.Symbol)?.value;
947
- const fixJson = message.toFIXJSON();
948
- const entries = fixJson.Body?.NoMDEntries || [];
949
- const data = {
950
- timestamp: Date.now(),
951
- bid: 0,
952
- offer: 0,
953
- spread: 0,
954
- volume: 0,
955
- trade: 0,
956
- indexValue: 0,
957
- openingPrice: 0,
958
- closingPrice: 0,
959
- settlementPrice: 0,
960
- tradingSessionHighPrice: 0,
961
- tradingSessionLowPrice: 0,
962
- vwap: 0,
963
- imbalance: 0,
964
- openInterest: 0,
965
- compositeUnderlyingPrice: 0,
966
- simulatedSellPrice: 0,
967
- simulatedBuyPrice: 0,
968
- marginRate: 0,
969
- midPrice: 0,
970
- emptyBook: 0,
971
- settleHighPrice: 0,
972
- settleLowPrice: 0,
973
- priorSettlePrice: 0,
974
- sessionHighBid: 0,
975
- sessionLowOffer: 0,
976
- earlyPrices: 0,
977
- auctionClearingPrice: 0,
978
- swapValueFactor: 0,
979
- dailyValueAdjustmentForLongPositions: 0,
980
- cumulativeValueAdjustmentForLongPositions: 0,
981
- dailyValueAdjustmentForShortPositions: 0,
982
- cumulativeValueAdjustmentForShortPositions: 0,
983
- fixingPrice: 0,
984
- cashRate: 0,
985
- recoveryRate: 0,
986
- recoveryRateForLong: 0,
987
- recoveryRateForShort: 0,
988
- marketBid: 0,
989
- marketOffer: 0,
990
- shortSaleMinPrice: 0,
991
- previousClosingPrice: 0,
992
- thresholdLimitPriceBanding: 0,
993
- dailyFinancingValue: 0,
994
- accruedFinancingValue: 0,
995
- twap: 0
996
- };
997
- for (const entry of entries) {
998
- const entryType = entry.MDEntryType;
999
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1000
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1001
- const enumValue = getEnumValue(MDEntryType2, entryType);
1002
- switch (enumValue) {
1003
- case MDEntryType2.Bid:
1004
- data.bid = price;
1005
- break;
1006
- case MDEntryType2.Offer:
1007
- data.offer = price;
1008
- break;
1009
- case MDEntryType2.Trade:
1010
- data.trade = price;
1011
- break;
1012
- case MDEntryType2.IndexValue:
1013
- data.indexValue = price;
1014
- break;
1015
- case MDEntryType2.OpeningPrice:
1016
- data.openingPrice = price;
1017
- break;
1018
- case MDEntryType2.ClosingPrice:
1019
- data.closingPrice = price;
1020
- break;
1021
- case MDEntryType2.SettlementPrice:
1022
- data.settlementPrice = price;
1023
- break;
1024
- case MDEntryType2.TradingSessionHighPrice:
1025
- data.tradingSessionHighPrice = price;
1026
- break;
1027
- case MDEntryType2.TradingSessionLowPrice:
1028
- data.tradingSessionLowPrice = price;
1029
- break;
1030
- case MDEntryType2.VWAP:
1031
- data.vwap = price;
1032
- break;
1033
- case MDEntryType2.Imbalance:
1034
- data.imbalance = size;
1035
- break;
1036
- case MDEntryType2.TradeVolume:
1037
- data.volume = size;
1038
- break;
1039
- case MDEntryType2.OpenInterest:
1040
- data.openInterest = size;
1041
- break;
1042
- case MDEntryType2.CompositeUnderlyingPrice:
1043
- data.compositeUnderlyingPrice = price;
1044
- break;
1045
- case MDEntryType2.SimulatedSellPrice:
1046
- data.simulatedSellPrice = price;
1047
- break;
1048
- case MDEntryType2.SimulatedBuyPrice:
1049
- data.simulatedBuyPrice = price;
1050
- break;
1051
- case MDEntryType2.MarginRate:
1052
- data.marginRate = price;
1053
- break;
1054
- case MDEntryType2.MidPrice:
1055
- data.midPrice = price;
1056
- break;
1057
- case MDEntryType2.EmptyBook:
1058
- data.emptyBook = 1;
1059
- break;
1060
- case MDEntryType2.SettleHighPrice:
1061
- data.settleHighPrice = price;
1062
- break;
1063
- case MDEntryType2.SettleLowPrice:
1064
- data.settleLowPrice = price;
1065
- break;
1066
- case MDEntryType2.PriorSettlePrice:
1067
- data.priorSettlePrice = price;
1068
- break;
1069
- case MDEntryType2.SessionHighBid:
1070
- data.sessionHighBid = price;
1071
- break;
1072
- case MDEntryType2.SessionLowOffer:
1073
- data.sessionLowOffer = price;
1074
- break;
1075
- case MDEntryType2.EarlyPrices:
1076
- data.earlyPrices = price;
1077
- break;
1078
- case MDEntryType2.AuctionClearingPrice:
1079
- data.auctionClearingPrice = price;
1080
- break;
1081
- case MDEntryType2.SwapValueFactor:
1082
- data.swapValueFactor = price;
1083
- break;
1084
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1085
- data.dailyValueAdjustmentForLongPositions = price;
1086
- break;
1087
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1088
- data.cumulativeValueAdjustmentForLongPositions = price;
1089
- break;
1090
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1091
- data.dailyValueAdjustmentForShortPositions = price;
1092
- break;
1093
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1094
- data.cumulativeValueAdjustmentForShortPositions = price;
1095
- break;
1096
- case MDEntryType2.FixingPrice:
1097
- data.fixingPrice = price;
1098
- break;
1099
- case MDEntryType2.CashRate:
1100
- data.cashRate = price;
1101
- break;
1102
- case MDEntryType2.RecoveryRate:
1103
- data.recoveryRate = price;
1104
- break;
1105
- case MDEntryType2.RecoveryRateForLong:
1106
- data.recoveryRateForLong = price;
1107
- break;
1108
- case MDEntryType2.RecoveryRateForShort:
1109
- data.recoveryRateForShort = price;
1110
- break;
1111
- case MDEntryType2.MarketBid:
1112
- data.marketBid = price;
1113
- break;
1114
- case MDEntryType2.MarketOffer:
1115
- data.marketOffer = price;
1116
- break;
1117
- case MDEntryType2.ShortSaleMinPrice:
1118
- data.shortSaleMinPrice = price;
1119
- break;
1120
- case MDEntryType2.PreviousClosingPrice:
1121
- data.previousClosingPrice = price;
1122
- break;
1123
- case MDEntryType2.ThresholdLimitPriceBanding:
1124
- data.thresholdLimitPriceBanding = price;
1125
- break;
1126
- case MDEntryType2.DailyFinancingValue:
1127
- data.dailyFinancingValue = price;
1128
- break;
1129
- case MDEntryType2.AccruedFinancingValue:
1130
- data.accruedFinancingValue = price;
1131
- break;
1132
- case MDEntryType2.TWAP:
1133
- data.twap = price;
1134
- break;
1135
- }
1136
- }
1137
- data.spread = data.offer - data.bid;
1138
- if (!marketDataPrices.has(symbol)) {
1139
- marketDataPrices.set(symbol, []);
1140
- }
1141
- const prices = marketDataPrices.get(symbol);
1142
- prices.push(data);
1143
- if (prices.length > maxPriceHistory) {
1144
- prices.splice(0, prices.length - maxPriceHistory);
1145
- }
1146
- onPriceUpdate?.(symbol, data);
1147
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1148
- if (mdReqID) {
1149
- const callback = pendingRequests.get(mdReqID);
1150
- if (callback) {
1151
- callback(message);
1152
- pendingRequests.delete(mdReqID);
1153
- }
1154
- }
1155
- } else if (msgType === Messages3.ExecutionReport) {
1156
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1157
- const callback = pendingRequests.get(reqId);
1158
- if (callback) {
1159
- callback(message);
1160
- pendingRequests.delete(reqId);
1161
- }
1162
- }
1163
- }
1164
-
1165
- // src/MCPLocal.ts
1166
- var MCPLocal = class extends MCPBase {
1167
- /**
1168
- * Map to store verified orders before execution
1169
- * @private
1170
- */
1171
- verifiedOrders = /* @__PURE__ */ new Map();
1172
- /**
1173
- * Map to store pending requests and their callbacks
1174
- * @private
1175
- */
1176
- pendingRequests = /* @__PURE__ */ new Map();
1177
- /**
1178
- * Map to store market data prices for each symbol
1179
- * @private
1180
- */
1181
- marketDataPrices = /* @__PURE__ */ new Map();
1182
- /**
1183
- * Maximum number of price history entries to keep per symbol
1184
- * @private
1185
- */
1186
- MAX_PRICE_HISTORY = 1e5;
1187
- server = new Server(
1188
- {
1189
- name: "fixparser",
1190
- version: "1.0.0"
1191
- },
1192
- {
1193
- capabilities: {
1194
- tools: Object.entries(toolSchemas).reduce(
1195
- (acc, [name, { description, schema }]) => {
1196
- acc[name] = {
1197
- description,
1198
- parameters: schema
1199
- };
1200
- return acc;
1201
- },
1202
- {}
1203
- )
1204
- }
1205
- }
1206
- );
1207
- transport = new StdioServerTransport();
1208
- constructor({ logger, onReady }) {
1209
- super({ logger, onReady });
1210
- }
1211
- async register(parser) {
1212
- this.parser = parser;
1213
- this.parser.addOnMessageCallback((message) => {
1214
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1215
- });
1216
- this.addWorkflows();
1217
- await this.server.connect(this.transport);
1218
- if (this.onReady) {
1219
- this.onReady();
1220
- }
1221
- }
1222
- addWorkflows() {
1223
- if (!this.parser) {
1224
- return;
1225
- }
1226
- if (!this.server) {
1227
- return;
1228
- }
1229
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1230
- return {
1231
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1232
- name,
1233
- description,
1234
- inputSchema: schema
1235
- }))
1236
- };
1237
- });
1238
- this.server.setRequestHandler(
1239
- z.object({
1240
- method: z.literal("tools/call"),
1241
- params: z.object({
1242
- name: z.string(),
1243
- arguments: z.any(),
1244
- _meta: z.object({
1245
- progressToken: z.number()
1246
- }).optional()
1247
- })
1248
- }),
1249
- async (request) => {
1250
- const { name, arguments: args } = request.params;
1251
- const toolHandlers = createToolHandlers(
1252
- this.parser,
1253
- this.verifiedOrders,
1254
- this.pendingRequests,
1255
- this.marketDataPrices
1256
- );
1257
- const handler = toolHandlers[name];
1258
- if (!handler) {
1259
- return {
1260
- content: [
1261
- {
1262
- type: "text",
1263
- text: `Tool not found: ${name}`,
1264
- uri: name
1265
- }
1266
- ],
1267
- isError: true
1268
- };
1269
- }
1270
- const result = await handler(args);
578
+ ]
579
+ })
580
+ );
581
+ this.server.resource(
582
+ "stockGraph",
583
+ new ResourceTemplate("stock://{symbol}", { list: void 0 }),
584
+ async (uri, variables) => {
585
+ const symbol = variables.symbol;
586
+ const data = [
587
+ { time: "09:30", price: 150 },
588
+ { time: "10:30", price: 152.5 },
589
+ { time: "11:30", price: 151.75 },
590
+ { time: "12:30", price: 153.25 },
591
+ { time: "13:30", price: 154 },
592
+ { time: "14:30", price: 153.5 },
593
+ { time: "15:30", price: 155 },
594
+ { time: "16:00", price: 154.75 }
595
+ ];
596
+ const width = 600;
597
+ const height = 300;
598
+ const padding = 40;
599
+ const xScale = (width - 2 * padding) / (data.length - 1);
600
+ const yMin = Math.min(...data.map((d) => d.price));
601
+ const yMax = Math.max(...data.map((d) => d.price));
602
+ const yScale = (height - 2 * padding) / (yMax - yMin);
603
+ const points = data.map((d, i) => {
604
+ const x = padding + i * xScale;
605
+ const y = height - padding - (d.price - yMin) * yScale;
606
+ return `${x},${y}`;
607
+ }).join(" L ");
608
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
609
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
610
+ <!-- Background -->
611
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
612
+
613
+ <!-- Grid lines -->
614
+ <g stroke="#e9ecef" stroke-width="1">
615
+ ${Array.from({ length: 5 }, (_, i) => {
616
+ const y = padding + (height - 2 * padding) * i / 4;
617
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
618
+ }).join("\n")}
619
+ </g>
620
+
621
+ <!-- Price line -->
622
+ <path d="M ${points}"
623
+ fill="none"
624
+ stroke="#007bff"
625
+ stroke-width="2"/>
626
+
627
+ <!-- Data points -->
628
+ ${data.map((d, i) => {
629
+ const x = padding + i * xScale;
630
+ const y = height - padding - (d.price - yMin) * yScale;
631
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
632
+ }).join("\n")}
633
+
634
+ <!-- Labels -->
635
+ <g font-family="Arial" font-size="12" fill="#495057">
636
+ ${data.map((d, i) => {
637
+ const x = padding + i * xScale;
638
+ return `<text x="${x}" y="${height - padding + 20}" text-anchor="middle">${d.time}</text>`;
639
+ }).join("\n")}
640
+ ${Array.from({ length: 5 }, (_, i) => {
641
+ const y = padding + (height - 2 * padding) * i / 4;
642
+ const price = yMax - (yMax - yMin) * i / 4;
643
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
644
+ }).join("\n")}
645
+ </g>
646
+
647
+ <!-- Title -->
648
+ <text x="${width / 2}" y="${padding / 2}"
649
+ font-family="Arial" font-size="16" font-weight="bold"
650
+ text-anchor="middle" fill="#212529">
651
+ ${symbol} - 1 Day Price Chart
652
+ </text>
653
+ </svg>`;
1271
654
  return {
1272
- content: result.content,
1273
- isError: result.isError
655
+ contents: [
656
+ {
657
+ uri: uri.href,
658
+ text: svg
659
+ }
660
+ ]
1274
661
  };
1275
662
  }
1276
663
  );