fixparser-plugin-mcp 9.1.7-a24bdbec → 9.1.7-abf6e45c
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 +963 -533
- package/build/cjs/MCPLocal.js.map +2 -2
- package/build/esm/MCPLocal.mjs +963 -539
- package/build/esm/MCPLocal.mjs.map +2 -2
- package/build-examples/cjs/example_mcp_local.js +49 -4
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +49 -4
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +4 -5
- package/types/MCPLocal.d.ts +3 -0
package/build/esm/MCPLocal.mjs
CHANGED
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@@ -1,179 +1,106 @@
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import {
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CallToolRequestSchema,
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GetPromptRequestSchema,
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ListPromptsRequestSchema,
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ListResourcesRequestSchema,
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ListToolsRequestSchema
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} from "@modelcontextprotocol/sdk/types.js";
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import { Field, Fields, Messages } from "fixparser";
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type: "string",
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description: "Trading symbol"
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},
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mdReqID: {
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type: "string",
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description: "Market data request ID"
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},
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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 (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe)'
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},
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mdEntryType: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"S",
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"R",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z",
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"a",
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"b",
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"c",
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"g",
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"h",
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"t"
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],
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description: 'Market data entry type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price)'
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}
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},
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required: ["symbol", "mdReqID"]
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};
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import { z } from "zod";
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var symbolSchema = z.object({
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symbol: z.string()
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});
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var fixStringSchema = z.object({
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fixString: z.string()
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});
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var orderSchema = z.object({
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clOrdID: z.string(),
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handlInst: z.enum(["1", "2", "3"]),
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quantity: z.string(),
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price: z.string(),
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ordType: z.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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"H",
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]),
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side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
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symbol: z.string(),
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timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
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});
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var marketDataRequestSchema = z.object({
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mdUpdateType: z.enum(["0", "1"]),
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symbols: z.array(z.string()),
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mdReqID: z.string(),
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subscriptionRequestType: z.enum(["0", "1", "2"]),
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mdEntryTypes: z.array(
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z.enum([
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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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"h",
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])
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)
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});
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var MCPLocal = class {
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// private logger: Logger | undefined;
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parser;
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server = new Server(
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{
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@@ -182,43 +109,241 @@ var MCPLocal = class {
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},
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{
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capabilities: {
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tools: {
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tools: {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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parameters: {
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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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parameters: {
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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",
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parameters: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: { type: "string", enum: ["1", "2", "3"] },
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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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"S"
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]
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},
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side: {
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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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"B",
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"D",
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"E",
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"G",
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"H"
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]
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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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}
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},
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required: [
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"clOrdID",
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"handlInst",
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"quantity",
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"price",
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"ordType",
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"side",
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"symbol",
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"timeInForce"
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]
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}
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},
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executeOrder: {
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description: "Executes a verified order",
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parameters: {
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type: "object",
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handlInst: { type: "string", enum: ["1", "2", "3"] },
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quantity: { type: "string" },
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price: { type: "string" },
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symbol: { type: "string" },
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timeInForce: { type: "string" }
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},
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marketDataRequest: {
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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resources: {
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stockGraph: {
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stockPriceHistory: {
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transport = new StdioServerTransport();
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pendingRequests = /* @__PURE__ */ new Map();
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verifiedOrders = /* @__PURE__ */ new Map();
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|
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// Store market data prices with timestamps
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marketDataPrices = /* @__PURE__ */ new Map();
|
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MAX_PRICE_HISTORY = 1e5;
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// Maximum number of price points to store per symbol
|
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if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
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|
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|
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let id;
|
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|
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if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
|
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const symbol = message.getField(Fields.Symbol);
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|
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const price = message.getField(Fields.MDEntryPx);
|
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|
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const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
|
|
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|
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if (symbol?.value && price?.value) {
|
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|
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const symbolStr = String(symbol.value);
|
|
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|
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|
|
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|
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const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
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|
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priceHistory.push({
|
|
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|
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timestamp: Number(timestamp),
|
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|
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price: priceNum
|
|
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|
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});
|
|
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|
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if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
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|
+
priceHistory.shift();
|
|
221
324
|
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|
|
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|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
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|
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|
|
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|
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level: "info",
|
|
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|
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message: `MCP Server added ${symbol}: ${priceNum}`
|
|
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|
+
});
|
|
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|
+
}
|
|
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|
+
}
|
|
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|
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if (msgType === Messages.MarketDataSnapshotFullRefresh) {
|
|
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|
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const mdReqID = message.getField(Fields.MDReqID);
|
|
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|
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if (mdReqID) id = String(mdReqID.value);
|
|
335
|
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} else if (msgType === Messages.ExecutionReport) {
|
|
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|
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const clOrdID = message.getField(Fields.ClOrdID);
|
|
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|
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if (clOrdID) id = String(clOrdID.value);
|
|
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|
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} else if (msgType === Messages.Reject) {
|
|
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|
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const refSeqNum = message.getField(Fields.RefSeqNum);
|
|
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|
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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) {
|
|
345
|
+
callback(message);
|
|
346
|
+
this.pendingRequests.delete(id);
|
|
222
347
|
}
|
|
223
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|
}
|
|
224
349
|
}
|
|
@@ -236,433 +361,732 @@ var MCPLocal = class {
|
|
|
236
361
|
if (!this.server) {
|
|
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|
return;
|
|
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|
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|
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|
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|
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|
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|
|
364
|
+
this.server.setRequestHandler(
|
|
365
|
+
z.object({ method: z.literal("resources/list") }),
|
|
366
|
+
async (request, extra) => {
|
|
367
|
+
return {
|
|
368
|
+
resources: [
|
|
369
|
+
{
|
|
370
|
+
name: "greeting",
|
|
371
|
+
description: "A simple greeting resource",
|
|
372
|
+
uri: "greeting-resource"
|
|
373
|
+
},
|
|
374
|
+
{
|
|
375
|
+
name: "stockGraph",
|
|
376
|
+
description: "Generates a price chart for a given symbol",
|
|
377
|
+
uri: "stockGraph",
|
|
378
|
+
parameters: {
|
|
379
|
+
type: "object",
|
|
380
|
+
properties: {
|
|
381
|
+
symbol: { type: "string" }
|
|
382
|
+
},
|
|
383
|
+
required: ["symbol"]
|
|
384
|
+
}
|
|
385
|
+
},
|
|
386
|
+
{
|
|
387
|
+
name: "stockPriceHistory",
|
|
388
|
+
description: "Returns price history for a given symbol",
|
|
389
|
+
uri: "stockPriceHistory",
|
|
390
|
+
parameters: {
|
|
391
|
+
type: "object",
|
|
392
|
+
properties: {
|
|
393
|
+
symbol: { type: "string" }
|
|
394
|
+
},
|
|
395
|
+
required: ["symbol"]
|
|
396
|
+
}
|
|
397
|
+
}
|
|
398
|
+
]
|
|
399
|
+
};
|
|
252
400
|
}
|
|
253
|
-
|
|
254
|
-
|
|
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|
-
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
|
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|
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|
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|
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|
|
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|
-
|
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|
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|
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|
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|
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|
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|
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|
-
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296
|
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|
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297
|
-
|
|
401
|
+
);
|
|
402
|
+
this.server.setRequestHandler(
|
|
403
|
+
z.object({ method: z.literal("tools/list") }),
|
|
404
|
+
async (request, extra) => {
|
|
405
|
+
return {
|
|
406
|
+
tools: [
|
|
407
|
+
{
|
|
408
|
+
name: "parse",
|
|
409
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
410
|
+
parameters: {
|
|
411
|
+
type: "object",
|
|
412
|
+
properties: {
|
|
413
|
+
fixString: { type: "string" }
|
|
414
|
+
},
|
|
415
|
+
required: ["fixString"]
|
|
416
|
+
}
|
|
417
|
+
},
|
|
418
|
+
{
|
|
419
|
+
name: "parseToJSON",
|
|
420
|
+
description: "Parses a FIX message into JSON",
|
|
421
|
+
parameters: {
|
|
422
|
+
type: "object",
|
|
423
|
+
properties: {
|
|
424
|
+
fixString: { type: "string" }
|
|
425
|
+
},
|
|
426
|
+
required: ["fixString"]
|
|
427
|
+
}
|
|
428
|
+
},
|
|
429
|
+
{
|
|
430
|
+
name: "verifyOrder",
|
|
431
|
+
description: "Verifies order parameters before execution",
|
|
432
|
+
parameters: {
|
|
433
|
+
type: "object",
|
|
434
|
+
properties: {
|
|
435
|
+
clOrdID: { type: "string" },
|
|
436
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
437
|
+
quantity: { type: "string" },
|
|
438
|
+
price: { type: "string" },
|
|
439
|
+
ordType: {
|
|
440
|
+
type: "string",
|
|
441
|
+
enum: [
|
|
442
|
+
"1",
|
|
443
|
+
"2",
|
|
444
|
+
"3",
|
|
445
|
+
"4",
|
|
446
|
+
"5",
|
|
447
|
+
"6",
|
|
448
|
+
"7",
|
|
449
|
+
"8",
|
|
450
|
+
"9",
|
|
451
|
+
"A",
|
|
452
|
+
"B",
|
|
453
|
+
"C",
|
|
454
|
+
"D",
|
|
455
|
+
"E",
|
|
456
|
+
"F",
|
|
457
|
+
"G",
|
|
458
|
+
"H",
|
|
459
|
+
"I",
|
|
460
|
+
"J",
|
|
461
|
+
"K",
|
|
462
|
+
"L",
|
|
463
|
+
"M",
|
|
464
|
+
"P",
|
|
465
|
+
"Q",
|
|
466
|
+
"R",
|
|
467
|
+
"S"
|
|
468
|
+
]
|
|
469
|
+
},
|
|
470
|
+
side: {
|
|
471
|
+
type: "string",
|
|
472
|
+
enum: [
|
|
473
|
+
"1",
|
|
474
|
+
"2",
|
|
475
|
+
"3",
|
|
476
|
+
"4",
|
|
477
|
+
"5",
|
|
478
|
+
"6",
|
|
479
|
+
"7",
|
|
480
|
+
"8",
|
|
481
|
+
"9",
|
|
482
|
+
"A",
|
|
483
|
+
"B",
|
|
484
|
+
"C",
|
|
485
|
+
"D",
|
|
486
|
+
"E",
|
|
487
|
+
"F",
|
|
488
|
+
"G",
|
|
489
|
+
"H"
|
|
490
|
+
]
|
|
491
|
+
},
|
|
492
|
+
symbol: { type: "string" },
|
|
493
|
+
timeInForce: {
|
|
494
|
+
type: "string",
|
|
495
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
496
|
+
}
|
|
497
|
+
},
|
|
498
|
+
required: [
|
|
499
|
+
"clOrdID",
|
|
500
|
+
"handlInst",
|
|
501
|
+
"quantity",
|
|
502
|
+
"price",
|
|
503
|
+
"ordType",
|
|
504
|
+
"side",
|
|
505
|
+
"symbol",
|
|
506
|
+
"timeInForce"
|
|
507
|
+
]
|
|
508
|
+
}
|
|
509
|
+
},
|
|
510
|
+
{
|
|
511
|
+
name: "executeOrder",
|
|
512
|
+
description: "Executes a verified order",
|
|
513
|
+
parameters: {
|
|
514
|
+
type: "object",
|
|
515
|
+
properties: {
|
|
516
|
+
clOrdID: { type: "string" },
|
|
517
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
518
|
+
quantity: { type: "string" },
|
|
519
|
+
price: { type: "string" },
|
|
520
|
+
ordType: { type: "string" },
|
|
521
|
+
side: { type: "string" },
|
|
522
|
+
symbol: { type: "string" },
|
|
523
|
+
timeInForce: { type: "string" }
|
|
524
|
+
},
|
|
525
|
+
required: [
|
|
526
|
+
"clOrdID",
|
|
527
|
+
"handlInst",
|
|
528
|
+
"quantity",
|
|
529
|
+
"price",
|
|
530
|
+
"ordType",
|
|
531
|
+
"side",
|
|
532
|
+
"symbol",
|
|
533
|
+
"timeInForce"
|
|
534
|
+
]
|
|
535
|
+
}
|
|
536
|
+
},
|
|
537
|
+
{
|
|
538
|
+
name: "marketDataRequest",
|
|
539
|
+
description: "Requests market data for specified symbols",
|
|
540
|
+
parameters: {
|
|
541
|
+
type: "object",
|
|
542
|
+
properties: {
|
|
543
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
544
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
545
|
+
mdReqID: { type: "string" },
|
|
546
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
547
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
548
|
+
},
|
|
549
|
+
required: [
|
|
550
|
+
"mdUpdateType",
|
|
551
|
+
"symbols",
|
|
552
|
+
"mdReqID",
|
|
553
|
+
"subscriptionRequestType",
|
|
554
|
+
"mdEntryTypes"
|
|
555
|
+
]
|
|
556
|
+
}
|
|
298
557
|
}
|
|
558
|
+
]
|
|
559
|
+
};
|
|
560
|
+
}
|
|
561
|
+
);
|
|
562
|
+
this.server.setRequestHandler(
|
|
563
|
+
z.object({
|
|
564
|
+
method: z.literal("resources/read"),
|
|
565
|
+
params: z.object({
|
|
566
|
+
uri: z.string()
|
|
567
|
+
})
|
|
568
|
+
}),
|
|
569
|
+
async (request, extra) => {
|
|
570
|
+
const { uri } = request.params;
|
|
571
|
+
switch (uri) {
|
|
572
|
+
case "greeting-resource":
|
|
299
573
|
return {
|
|
300
574
|
content: [
|
|
301
575
|
{
|
|
302
576
|
type: "text",
|
|
303
|
-
text:
|
|
304
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
577
|
+
text: "Hello, world!"
|
|
305
578
|
}
|
|
306
579
|
]
|
|
307
580
|
};
|
|
308
|
-
|
|
581
|
+
case "stockGraph":
|
|
309
582
|
return {
|
|
310
|
-
isError: true,
|
|
311
583
|
content: [
|
|
312
584
|
{
|
|
313
585
|
type: "text",
|
|
314
|
-
text:
|
|
586
|
+
text: "This resource requires a symbol parameter. Please use the stockGraph resource with a symbol parameter."
|
|
315
587
|
}
|
|
316
588
|
]
|
|
317
589
|
};
|
|
318
|
-
|
|
319
|
-
}
|
|
320
|
-
case "parseToJSON": {
|
|
321
|
-
try {
|
|
322
|
-
const { fixString } = validateArgs(args, parseToJSONInputSchema);
|
|
323
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
324
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
325
|
-
return {
|
|
326
|
-
isError: true,
|
|
327
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
|
328
|
-
};
|
|
329
|
-
}
|
|
590
|
+
case "stockPriceHistory":
|
|
330
591
|
return {
|
|
331
592
|
content: [
|
|
332
593
|
{
|
|
333
594
|
type: "text",
|
|
334
|
-
text:
|
|
595
|
+
text: "This resource requires a symbol parameter. Please use the stockPriceHistory resource with a symbol parameter."
|
|
335
596
|
}
|
|
336
597
|
]
|
|
337
598
|
};
|
|
338
|
-
|
|
599
|
+
default:
|
|
339
600
|
return {
|
|
340
|
-
isError: true,
|
|
341
601
|
content: [
|
|
342
602
|
{
|
|
343
603
|
type: "text",
|
|
344
|
-
text: `
|
|
604
|
+
text: `Resource not found: ${uri}`
|
|
345
605
|
}
|
|
346
|
-
]
|
|
606
|
+
],
|
|
607
|
+
isError: true
|
|
608
|
+
};
|
|
609
|
+
}
|
|
610
|
+
}
|
|
611
|
+
);
|
|
612
|
+
this.server.setRequestHandler(
|
|
613
|
+
z.object({
|
|
614
|
+
method: z.literal("parse"),
|
|
615
|
+
params: fixStringSchema
|
|
616
|
+
}),
|
|
617
|
+
async (request, extra) => {
|
|
618
|
+
try {
|
|
619
|
+
const args = request.params;
|
|
620
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
621
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
622
|
+
return {
|
|
623
|
+
content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
624
|
+
isError: true
|
|
347
625
|
};
|
|
348
626
|
}
|
|
627
|
+
return {
|
|
628
|
+
content: [
|
|
629
|
+
{
|
|
630
|
+
type: "text",
|
|
631
|
+
text: `${parsedMessage[0].description}
|
|
632
|
+
${parsedMessage[0].messageTypeDescription}`
|
|
633
|
+
}
|
|
634
|
+
]
|
|
635
|
+
};
|
|
636
|
+
} catch (error) {
|
|
637
|
+
return {
|
|
638
|
+
content: [
|
|
639
|
+
{
|
|
640
|
+
type: "text",
|
|
641
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
642
|
+
}
|
|
643
|
+
],
|
|
644
|
+
isError: true
|
|
645
|
+
};
|
|
349
646
|
}
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
363
|
-
new Field(Fields.Side, side),
|
|
364
|
-
new Field(Fields.Symbol, symbol),
|
|
365
|
-
new Field(Fields.OrderQty, quantity),
|
|
366
|
-
new Field(Fields.Price, price),
|
|
367
|
-
new Field(Fields.OrdType, ordType),
|
|
368
|
-
new Field(Fields.HandlInst, handlInst),
|
|
369
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
370
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
371
|
-
);
|
|
372
|
-
if (!this.parser?.connected) {
|
|
373
|
-
return {
|
|
374
|
-
isError: true,
|
|
375
|
-
content: [
|
|
376
|
-
{
|
|
377
|
-
type: "text",
|
|
378
|
-
text: "Error: Not connected. Ignoring message."
|
|
379
|
-
}
|
|
380
|
-
]
|
|
381
|
-
};
|
|
382
|
-
}
|
|
383
|
-
this.parser?.send(order);
|
|
384
|
-
const fixData = await response;
|
|
647
|
+
}
|
|
648
|
+
);
|
|
649
|
+
this.server.setRequestHandler(
|
|
650
|
+
z.object({
|
|
651
|
+
method: z.literal("parseToJSON"),
|
|
652
|
+
params: fixStringSchema
|
|
653
|
+
}),
|
|
654
|
+
async (request, extra) => {
|
|
655
|
+
try {
|
|
656
|
+
const args = request.params;
|
|
657
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
658
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
385
659
|
return {
|
|
386
|
-
content: [
|
|
387
|
-
|
|
388
|
-
type: "text",
|
|
389
|
-
text: fixData.messageType === Messages.Reject ? `Reject message for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
390
|
-
}
|
|
391
|
-
]
|
|
660
|
+
content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
661
|
+
isError: true
|
|
392
662
|
};
|
|
393
|
-
}
|
|
663
|
+
}
|
|
664
|
+
return {
|
|
665
|
+
content: [
|
|
666
|
+
{
|
|
667
|
+
type: "text",
|
|
668
|
+
text: `${parsedMessage[0].toFIXJSON()}`
|
|
669
|
+
}
|
|
670
|
+
]
|
|
671
|
+
};
|
|
672
|
+
} catch (error) {
|
|
673
|
+
return {
|
|
674
|
+
content: [
|
|
675
|
+
{
|
|
676
|
+
type: "text",
|
|
677
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
678
|
+
}
|
|
679
|
+
],
|
|
680
|
+
isError: true
|
|
681
|
+
};
|
|
682
|
+
}
|
|
683
|
+
}
|
|
684
|
+
);
|
|
685
|
+
this.server.setRequestHandler(
|
|
686
|
+
z.object({
|
|
687
|
+
method: z.literal("verifyOrder"),
|
|
688
|
+
params: orderSchema
|
|
689
|
+
}),
|
|
690
|
+
async (request, extra) => {
|
|
691
|
+
try {
|
|
692
|
+
const args = request.params;
|
|
693
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
694
|
+
clOrdID: args.clOrdID,
|
|
695
|
+
handlInst: args.handlInst,
|
|
696
|
+
quantity: Number.parseFloat(args.quantity),
|
|
697
|
+
price: Number.parseFloat(args.price),
|
|
698
|
+
ordType: args.ordType,
|
|
699
|
+
side: args.side,
|
|
700
|
+
symbol: args.symbol,
|
|
701
|
+
timeInForce: args.timeInForce
|
|
702
|
+
});
|
|
703
|
+
const ordTypeNames = {
|
|
704
|
+
"1": "Market",
|
|
705
|
+
"2": "Limit",
|
|
706
|
+
"3": "Stop",
|
|
707
|
+
"4": "StopLimit",
|
|
708
|
+
"5": "MarketOnClose",
|
|
709
|
+
"6": "WithOrWithout",
|
|
710
|
+
"7": "LimitOrBetter",
|
|
711
|
+
"8": "LimitWithOrWithout",
|
|
712
|
+
"9": "OnBasis",
|
|
713
|
+
A: "OnClose",
|
|
714
|
+
B: "LimitOnClose",
|
|
715
|
+
C: "ForexMarket",
|
|
716
|
+
D: "PreviouslyQuoted",
|
|
717
|
+
E: "PreviouslyIndicated",
|
|
718
|
+
F: "ForexLimit",
|
|
719
|
+
G: "ForexSwap",
|
|
720
|
+
H: "ForexPreviouslyQuoted",
|
|
721
|
+
I: "Funari",
|
|
722
|
+
J: "MarketIfTouched",
|
|
723
|
+
K: "MarketWithLeftOverAsLimit",
|
|
724
|
+
L: "PreviousFundValuationPoint",
|
|
725
|
+
M: "NextFundValuationPoint",
|
|
726
|
+
P: "Pegged",
|
|
727
|
+
Q: "CounterOrderSelection",
|
|
728
|
+
R: "StopOnBidOrOffer",
|
|
729
|
+
S: "StopLimitOnBidOrOffer"
|
|
730
|
+
};
|
|
731
|
+
const sideNames = {
|
|
732
|
+
"1": "Buy",
|
|
733
|
+
"2": "Sell",
|
|
734
|
+
"3": "BuyMinus",
|
|
735
|
+
"4": "SellPlus",
|
|
736
|
+
"5": "SellShort",
|
|
737
|
+
"6": "SellShortExempt",
|
|
738
|
+
"7": "Undisclosed",
|
|
739
|
+
"8": "Cross",
|
|
740
|
+
"9": "CrossShort",
|
|
741
|
+
A: "CrossShortExempt",
|
|
742
|
+
B: "AsDefined",
|
|
743
|
+
C: "Opposite",
|
|
744
|
+
D: "Subscribe",
|
|
745
|
+
E: "Redeem",
|
|
746
|
+
F: "Lend",
|
|
747
|
+
G: "Borrow",
|
|
748
|
+
H: "SellUndisclosed"
|
|
749
|
+
};
|
|
750
|
+
const timeInForceNames = {
|
|
751
|
+
"0": "Day",
|
|
752
|
+
"1": "GoodTillCancel",
|
|
753
|
+
"2": "AtTheOpening",
|
|
754
|
+
"3": "ImmediateOrCancel",
|
|
755
|
+
"4": "FillOrKill",
|
|
756
|
+
"5": "GoodTillCrossing",
|
|
757
|
+
"6": "GoodTillDate",
|
|
758
|
+
"7": "AtTheClose",
|
|
759
|
+
"8": "GoodThroughCrossing",
|
|
760
|
+
"9": "AtCrossing",
|
|
761
|
+
A: "GoodForTime",
|
|
762
|
+
B: "GoodForAuction",
|
|
763
|
+
C: "GoodForMonth"
|
|
764
|
+
};
|
|
765
|
+
const handlInstNames = {
|
|
766
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
767
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
768
|
+
"3": "ManualOrder"
|
|
769
|
+
};
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
775
|
+
|
|
776
|
+
Parameters verified:
|
|
777
|
+
- ClOrdID: ${args.clOrdID}
|
|
778
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
779
|
+
- Quantity: ${args.quantity}
|
|
780
|
+
- Price: ${args.price}
|
|
781
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
782
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
783
|
+
- Symbol: ${args.symbol}
|
|
784
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
785
|
+
|
|
786
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
787
|
+
}
|
|
788
|
+
]
|
|
789
|
+
};
|
|
790
|
+
} catch (error) {
|
|
791
|
+
return {
|
|
792
|
+
content: [
|
|
793
|
+
{
|
|
794
|
+
type: "text",
|
|
795
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
796
|
+
}
|
|
797
|
+
],
|
|
798
|
+
isError: true
|
|
799
|
+
};
|
|
800
|
+
}
|
|
801
|
+
}
|
|
802
|
+
);
|
|
803
|
+
this.server.setRequestHandler(
|
|
804
|
+
z.object({
|
|
805
|
+
method: z.literal("executeOrder"),
|
|
806
|
+
params: orderSchema
|
|
807
|
+
}),
|
|
808
|
+
async (request, extra) => {
|
|
809
|
+
try {
|
|
810
|
+
const args = request.params;
|
|
811
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
812
|
+
if (!verifiedOrder) {
|
|
394
813
|
return {
|
|
395
|
-
isError: true,
|
|
396
814
|
content: [
|
|
397
815
|
{
|
|
398
816
|
type: "text",
|
|
399
|
-
text: `Error: ${
|
|
817
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
400
818
|
}
|
|
401
|
-
]
|
|
819
|
+
],
|
|
820
|
+
isError: true
|
|
402
821
|
};
|
|
403
822
|
}
|
|
404
|
-
|
|
405
|
-
case "marketDataRequest": {
|
|
406
|
-
try {
|
|
407
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
|
|
408
|
-
args,
|
|
409
|
-
marketDataRequestInputSchema
|
|
410
|
-
);
|
|
411
|
-
const response = new Promise((resolve) => {
|
|
412
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
413
|
-
});
|
|
414
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
415
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
416
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
417
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
418
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
419
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
420
|
-
new Field(Fields.MarketDepth, 0),
|
|
421
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
422
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
423
|
-
new Field(Fields.Symbol, symbol),
|
|
424
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
425
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
426
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
427
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
428
|
-
);
|
|
429
|
-
if (!this.parser?.connected) {
|
|
430
|
-
return {
|
|
431
|
-
isError: true,
|
|
432
|
-
content: [
|
|
433
|
-
{
|
|
434
|
-
type: "text",
|
|
435
|
-
text: "Error: Not connected. Ignoring message."
|
|
436
|
-
}
|
|
437
|
-
]
|
|
438
|
-
};
|
|
439
|
-
}
|
|
440
|
-
this.parser?.send(marketDataRequest);
|
|
441
|
-
const fixData = await response;
|
|
823
|
+
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) {
|
|
442
824
|
return {
|
|
443
825
|
content: [
|
|
444
826
|
{
|
|
445
827
|
type: "text",
|
|
446
|
-
text:
|
|
828
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
447
829
|
}
|
|
448
|
-
]
|
|
830
|
+
],
|
|
831
|
+
isError: true
|
|
449
832
|
};
|
|
450
|
-
}
|
|
833
|
+
}
|
|
834
|
+
const response = new Promise((resolve) => {
|
|
835
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
836
|
+
});
|
|
837
|
+
const order = this.parser?.createMessage(
|
|
838
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
839
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
840
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
841
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
842
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
843
|
+
new Field(Fields.ClOrdID, args.clOrdID),
|
|
844
|
+
new Field(Fields.Side, args.side),
|
|
845
|
+
new Field(Fields.Symbol, args.symbol),
|
|
846
|
+
new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
847
|
+
new Field(Fields.Price, Number.parseFloat(args.price)),
|
|
848
|
+
new Field(Fields.OrdType, args.ordType),
|
|
849
|
+
new Field(Fields.HandlInst, args.handlInst),
|
|
850
|
+
new Field(Fields.TimeInForce, args.timeInForce),
|
|
851
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
852
|
+
);
|
|
853
|
+
if (!this.parser?.connected) {
|
|
451
854
|
return {
|
|
452
|
-
isError: true,
|
|
453
855
|
content: [
|
|
454
856
|
{
|
|
455
857
|
type: "text",
|
|
456
|
-
text:
|
|
858
|
+
text: "Error: Not connected. Ignoring message."
|
|
457
859
|
}
|
|
458
|
-
]
|
|
860
|
+
],
|
|
861
|
+
isError: true
|
|
459
862
|
};
|
|
460
863
|
}
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
466
|
-
this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
|
|
467
|
-
return {
|
|
468
|
-
prompts: [
|
|
469
|
-
{
|
|
470
|
-
name: "parse",
|
|
471
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
472
|
-
arguments: [
|
|
473
|
-
{
|
|
474
|
-
name: "fixString",
|
|
475
|
-
description: "FIX message string to parse",
|
|
476
|
-
required: true
|
|
477
|
-
}
|
|
478
|
-
]
|
|
479
|
-
},
|
|
480
|
-
{
|
|
481
|
-
name: "parseToJSON",
|
|
482
|
-
description: "Parses a FIX message into JSON",
|
|
483
|
-
arguments: [
|
|
484
|
-
{
|
|
485
|
-
name: "fixString",
|
|
486
|
-
description: "FIX message string to parse",
|
|
487
|
-
required: true
|
|
488
|
-
}
|
|
489
|
-
]
|
|
490
|
-
},
|
|
491
|
-
{
|
|
492
|
-
name: "newOrderSingle",
|
|
493
|
-
description: "Creates and sends a New Order Single. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
|
|
494
|
-
arguments: [
|
|
495
|
-
{
|
|
496
|
-
name: "clOrdID",
|
|
497
|
-
description: "Client Order ID",
|
|
498
|
-
required: true
|
|
499
|
-
},
|
|
500
|
-
{
|
|
501
|
-
name: "handlInst",
|
|
502
|
-
description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
503
|
-
required: true
|
|
504
|
-
},
|
|
505
|
-
{
|
|
506
|
-
name: "quantity",
|
|
507
|
-
description: "Order quantity",
|
|
508
|
-
required: true
|
|
509
|
-
},
|
|
510
|
-
{
|
|
511
|
-
name: "price",
|
|
512
|
-
description: "Order price",
|
|
513
|
-
required: true
|
|
514
|
-
},
|
|
515
|
-
{
|
|
516
|
-
name: "ordType",
|
|
517
|
-
description: "Order type (1=Market, 2=Limit, 3=Stop)",
|
|
518
|
-
required: true
|
|
519
|
-
},
|
|
520
|
-
{
|
|
521
|
-
name: "side",
|
|
522
|
-
description: "Order 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)",
|
|
523
|
-
required: true
|
|
524
|
-
},
|
|
525
|
-
{
|
|
526
|
-
name: "symbol",
|
|
527
|
-
description: "Trading symbol",
|
|
528
|
-
required: true
|
|
529
|
-
},
|
|
864
|
+
this.parser?.send(order);
|
|
865
|
+
const fixData = await response;
|
|
866
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
867
|
+
return {
|
|
868
|
+
content: [
|
|
530
869
|
{
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
required: true
|
|
870
|
+
type: "text",
|
|
871
|
+
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())}`
|
|
534
872
|
}
|
|
535
873
|
]
|
|
536
|
-
}
|
|
537
|
-
|
|
538
|
-
|
|
539
|
-
|
|
540
|
-
arguments: [
|
|
541
|
-
{
|
|
542
|
-
name: "mdUpdateType",
|
|
543
|
-
description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
|
|
544
|
-
required: true
|
|
545
|
-
},
|
|
546
|
-
{
|
|
547
|
-
name: "symbol",
|
|
548
|
-
description: "Trading symbol",
|
|
549
|
-
required: true
|
|
550
|
-
},
|
|
551
|
-
{
|
|
552
|
-
name: "mdReqID",
|
|
553
|
-
description: "Market data request ID",
|
|
554
|
-
required: true
|
|
555
|
-
},
|
|
556
|
-
{
|
|
557
|
-
name: "subscriptionRequestType",
|
|
558
|
-
description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
559
|
-
required: true
|
|
560
|
-
},
|
|
874
|
+
};
|
|
875
|
+
} catch (error) {
|
|
876
|
+
return {
|
|
877
|
+
content: [
|
|
561
878
|
{
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
required: true
|
|
879
|
+
type: "text",
|
|
880
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
565
881
|
}
|
|
566
|
-
]
|
|
882
|
+
],
|
|
883
|
+
isError: true
|
|
884
|
+
};
|
|
885
|
+
}
|
|
886
|
+
}
|
|
887
|
+
);
|
|
888
|
+
this.server.setRequestHandler(
|
|
889
|
+
z.object({
|
|
890
|
+
method: z.literal("marketDataRequest"),
|
|
891
|
+
params: marketDataRequestSchema
|
|
892
|
+
}),
|
|
893
|
+
async (request, extra) => {
|
|
894
|
+
try {
|
|
895
|
+
const args = request.params;
|
|
896
|
+
const response = new Promise((resolve) => {
|
|
897
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
898
|
+
});
|
|
899
|
+
const messageFields = [
|
|
900
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
901
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
902
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
903
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
904
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
905
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
906
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
907
|
+
new Field(Fields.MarketDepth, 0),
|
|
908
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
909
|
+
];
|
|
910
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
911
|
+
args.symbols.forEach((symbol) => {
|
|
912
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
913
|
+
});
|
|
914
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
915
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
916
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
917
|
+
});
|
|
918
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
919
|
+
if (!this.parser?.connected) {
|
|
920
|
+
return {
|
|
921
|
+
content: [
|
|
922
|
+
{
|
|
923
|
+
type: "text",
|
|
924
|
+
text: "Error: Not connected. Ignoring message."
|
|
925
|
+
}
|
|
926
|
+
],
|
|
927
|
+
isError: true
|
|
928
|
+
};
|
|
567
929
|
}
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
});
|
|
571
|
-
this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {
|
|
572
|
-
const { name, arguments: args } = request.params;
|
|
573
|
-
switch (name) {
|
|
574
|
-
case "parse": {
|
|
575
|
-
const fixString = args?.fixString || "";
|
|
930
|
+
this.parser?.send(mdr);
|
|
931
|
+
const fixData = await response;
|
|
576
932
|
return {
|
|
577
|
-
|
|
933
|
+
content: [
|
|
578
934
|
{
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
type: "text",
|
|
582
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
583
|
-
}
|
|
935
|
+
type: "text",
|
|
936
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
584
937
|
}
|
|
585
938
|
]
|
|
586
939
|
};
|
|
587
|
-
}
|
|
588
|
-
case "parseToJSON": {
|
|
589
|
-
const fixString = args?.fixString || "";
|
|
940
|
+
} catch (error) {
|
|
590
941
|
return {
|
|
591
|
-
|
|
942
|
+
content: [
|
|
592
943
|
{
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
type: "text",
|
|
596
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
597
|
-
}
|
|
944
|
+
type: "text",
|
|
945
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
598
946
|
}
|
|
599
|
-
]
|
|
947
|
+
],
|
|
948
|
+
isError: true
|
|
600
949
|
};
|
|
601
950
|
}
|
|
602
|
-
|
|
603
|
-
|
|
951
|
+
}
|
|
952
|
+
);
|
|
953
|
+
this.server.setRequestHandler(
|
|
954
|
+
z.object({
|
|
955
|
+
method: z.literal("stockGraph"),
|
|
956
|
+
params: symbolSchema
|
|
957
|
+
}),
|
|
958
|
+
async (request, extra) => {
|
|
959
|
+
this.parser?.logger.log({
|
|
960
|
+
level: "info",
|
|
961
|
+
message: "MCP Server Resource called: stockGraph"
|
|
962
|
+
});
|
|
963
|
+
const args = request.params;
|
|
964
|
+
const symbol = args.symbol;
|
|
965
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
966
|
+
if (priceHistory.length === 0) {
|
|
604
967
|
return {
|
|
605
|
-
|
|
968
|
+
content: [
|
|
606
969
|
{
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
type: "text",
|
|
610
|
-
text: [
|
|
611
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
612
|
-
`- ClOrdID: ${clOrdID}`,
|
|
613
|
-
`- HandlInst: ${handlInst ?? "3"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Manual, '2' for Automated, '3' for AutomatedNoIntervention)`,
|
|
614
|
-
`- Quantity: ${quantity}`,
|
|
615
|
-
`- Price: ${price}`,
|
|
616
|
-
`- OrdType: ${ordType ?? "1"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Market, '2' for Limit, '3' for Stop)`,
|
|
617
|
-
`- Side: ${side} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Buy, '2' for Sell)`,
|
|
618
|
-
`- Symbol: ${symbol}`,
|
|
619
|
-
`- TimeInForce: ${timeInForce ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Day, '1' for Good Till Cancel, '2' for At Opening, '3' for Immediate or Cancel, '4' for Fill or Kill, '5' for Good Till Crossing, '6' for Good Till Date)`,
|
|
620
|
-
"",
|
|
621
|
-
'Note: For the OrdType parameter, always use the numeric/alphabetic value (e.g., "1" for Market, "2" for Limit, "3" for Stop) as defined in the FIX protocol, not the descriptive name.',
|
|
622
|
-
'Note: For the TimeInForce parameter, always use the numeric/alphabetic value (e.g., "0" for Day, "1" for Good Till Cancel, "2" for At Opening) as defined in the FIX protocol, not the descriptive name.',
|
|
623
|
-
"",
|
|
624
|
-
"IMPORTANT: All parameters must be set before sending the order. Missing or invalid parameters will result in a Reject message.",
|
|
625
|
-
"",
|
|
626
|
-
"IMPORTANT: The response will be either:",
|
|
627
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
628
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
629
|
-
].join("\n")
|
|
630
|
-
}
|
|
970
|
+
type: "text",
|
|
971
|
+
text: `No price data available for ${symbol}`
|
|
631
972
|
}
|
|
632
973
|
]
|
|
633
974
|
};
|
|
634
975
|
}
|
|
635
|
-
|
|
636
|
-
|
|
976
|
+
const width = 600;
|
|
977
|
+
const height = 300;
|
|
978
|
+
const padding = 40;
|
|
979
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
980
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
981
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
982
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
983
|
+
const points = priceHistory.map((d, i) => {
|
|
984
|
+
const x = padding + i * xScale;
|
|
985
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
986
|
+
return `${x},${y}`;
|
|
987
|
+
}).join(" L ");
|
|
988
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
989
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
990
|
+
<!-- Background -->
|
|
991
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
992
|
+
|
|
993
|
+
<!-- Grid lines -->
|
|
994
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
995
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
996
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
997
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
998
|
+
}).join("\n")}
|
|
999
|
+
</g>
|
|
1000
|
+
|
|
1001
|
+
<!-- Price line -->
|
|
1002
|
+
<path d="M ${points}"
|
|
1003
|
+
fill="none"
|
|
1004
|
+
stroke="#007bff"
|
|
1005
|
+
stroke-width="2"/>
|
|
1006
|
+
|
|
1007
|
+
<!-- Data points -->
|
|
1008
|
+
${priceHistory.map((d, i) => {
|
|
1009
|
+
const x = padding + i * xScale;
|
|
1010
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
1011
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
1012
|
+
}).join("\n")}
|
|
1013
|
+
|
|
1014
|
+
<!-- Labels -->
|
|
1015
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
1016
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
1017
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
1018
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
1019
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
1020
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
1021
|
+
}).join("\n")}
|
|
1022
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
1023
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
1024
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
1025
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
1026
|
+
}).join("\n")}
|
|
1027
|
+
</g>
|
|
1028
|
+
|
|
1029
|
+
<!-- Title -->
|
|
1030
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
1031
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
1032
|
+
text-anchor="middle" fill="#212529">
|
|
1033
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
1034
|
+
</text>
|
|
1035
|
+
</svg>`;
|
|
1036
|
+
return {
|
|
1037
|
+
content: [
|
|
1038
|
+
{
|
|
1039
|
+
type: "text",
|
|
1040
|
+
text: svg
|
|
1041
|
+
}
|
|
1042
|
+
]
|
|
1043
|
+
};
|
|
1044
|
+
}
|
|
1045
|
+
);
|
|
1046
|
+
this.server.setRequestHandler(
|
|
1047
|
+
z.object({
|
|
1048
|
+
method: z.literal("stockPriceHistory"),
|
|
1049
|
+
params: symbolSchema
|
|
1050
|
+
}),
|
|
1051
|
+
async (request, extra) => {
|
|
1052
|
+
this.parser?.logger.log({
|
|
1053
|
+
level: "info",
|
|
1054
|
+
message: "MCP Server Resource called: stockPriceHistory"
|
|
1055
|
+
});
|
|
1056
|
+
const args = request.params;
|
|
1057
|
+
const symbol = args.symbol;
|
|
1058
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
1059
|
+
if (priceHistory.length === 0) {
|
|
637
1060
|
return {
|
|
638
|
-
|
|
1061
|
+
content: [
|
|
639
1062
|
{
|
|
640
|
-
|
|
641
|
-
|
|
642
|
-
type: "text",
|
|
643
|
-
text: [
|
|
644
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
645
|
-
`- MDUpdateType: ${mdUpdateType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for FullRefresh, '1' for IncrementalRefresh)`,
|
|
646
|
-
`- Symbol: ${symbol}`,
|
|
647
|
-
`- MDReqID: ${mdReqID}`,
|
|
648
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Snapshot + Updates, '1' for Snapshot, '2' for Unsubscribe)`,
|
|
649
|
-
`- MDEntryType: ${mdEntryType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Bid, '1' for Offer, '2' for Trade, '3' for Index Value, '4' for Opening Price)`,
|
|
650
|
-
"",
|
|
651
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
|
|
652
|
-
"",
|
|
653
|
-
'Note: For the MDUpdateType parameter, always use the numeric/alphabetic value (e.g., "0" for FullRefresh, "1" for IncrementalRefresh) as defined in the FIX protocol, not the descriptive name.',
|
|
654
|
-
'Note: For the SubscriptionRequestType parameter, always use the numeric/alphabetic value (e.g., "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe) as defined in the FIX protocol, not the descriptive name.',
|
|
655
|
-
'Note: For the MDEntryType parameter, always use the numeric/alphabetic value (e.g., "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price) as defined in the FIX protocol, not the descriptive name.'
|
|
656
|
-
].join("\n")
|
|
657
|
-
}
|
|
1063
|
+
type: "text",
|
|
1064
|
+
text: `No price data available for ${symbol}`
|
|
658
1065
|
}
|
|
659
1066
|
]
|
|
660
1067
|
};
|
|
661
1068
|
}
|
|
662
|
-
|
|
663
|
-
|
|
1069
|
+
return {
|
|
1070
|
+
content: [
|
|
1071
|
+
{
|
|
1072
|
+
type: "text",
|
|
1073
|
+
text: JSON.stringify(
|
|
1074
|
+
{
|
|
1075
|
+
symbol,
|
|
1076
|
+
count: priceHistory.length,
|
|
1077
|
+
prices: priceHistory.map((point) => ({
|
|
1078
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
1079
|
+
price: point.price
|
|
1080
|
+
}))
|
|
1081
|
+
},
|
|
1082
|
+
null,
|
|
1083
|
+
2
|
|
1084
|
+
)
|
|
1085
|
+
}
|
|
1086
|
+
]
|
|
1087
|
+
};
|
|
664
1088
|
}
|
|
665
|
-
|
|
1089
|
+
);
|
|
666
1090
|
process.on("SIGINT", async () => {
|
|
667
1091
|
await this.server.close();
|
|
668
1092
|
process.exit(0);
|