fixparser-plugin-mcp 9.1.7-abf6e45c → 9.1.7-ad8cf02b

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Files changed (25) hide show
  1. package/build/cjs/MCPLocal.js +2306 -1035
  2. package/build/cjs/MCPLocal.js.map +4 -4
  3. package/build/cjs/MCPRemote.js +2369 -436
  4. package/build/cjs/MCPRemote.js.map +4 -4
  5. package/build/cjs/index.js +2667 -0
  6. package/build/cjs/index.js.map +7 -0
  7. package/build/esm/MCPLocal.mjs +2296 -1035
  8. package/build/esm/MCPLocal.mjs.map +4 -4
  9. package/build/esm/MCPRemote.mjs +2358 -444
  10. package/build/esm/MCPRemote.mjs.map +4 -4
  11. package/build/esm/index.mjs +2629 -0
  12. package/build/esm/index.mjs.map +7 -0
  13. package/build-examples/cjs/example_mcp_local.js +10 -43
  14. package/build-examples/cjs/example_mcp_local.js.map +4 -4
  15. package/build-examples/cjs/example_mcp_remote.js +18 -0
  16. package/build-examples/cjs/example_mcp_remote.js.map +7 -0
  17. package/build-examples/esm/example_mcp_local.mjs +10 -43
  18. package/build-examples/esm/example_mcp_local.mjs.map +4 -4
  19. package/build-examples/esm/example_mcp_remote.mjs +18 -0
  20. package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
  21. package/package.json +10 -9
  22. package/types/MCPLocal.d.ts +0 -16
  23. package/types/MCPRemote.d.ts +0 -60
  24. package/types/PluginOptions.d.ts +0 -6
  25. package/types/index.d.ts +0 -3
package/build/cjs/MCPLocal.js.map CHANGED
@@ -1,7 +1,7 @@
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  {
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  "version": 3,
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- "sources": ["../../src/MCPLocal.ts"],
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- "sourcesContent": ["import { Server } from '@modelcontextprotocol/sdk/server/index.js';\nimport { StdioServerTransport } from '@modelcontextprotocol/sdk/server/stdio.js';\nimport type { Request } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, type Message, Messages } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\nimport { z } from 'zod';\nimport type { PluginOptions } from './PluginOptions';\n\n// Shared schemas\nconst symbolSchema = z.object({\n symbol: z.string(),\n});\n\nconst fixStringSchema = z.object({\n fixString: z.string(),\n});\n\nconst orderSchema = z.object({\n clOrdID: z.string(),\n handlInst: z.enum(['1', '2', '3']),\n quantity: z.string(),\n price: z.string(),\n ordType: z.enum([\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ]),\n side: z.enum(['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H']),\n symbol: z.string(),\n timeInForce: z.enum(['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C']),\n});\n\nconst marketDataRequestSchema = z.object({\n mdUpdateType: z.enum(['0', '1']),\n symbols: z.array(z.string()),\n mdReqID: z.string(),\n subscriptionRequestType: z.enum(['0', '1', '2']),\n mdEntryTypes: z.array(\n z.enum([\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'R',\n 'S',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n 'a',\n 'b',\n 'c',\n 'd',\n 'e',\n 'g',\n 'h',\n 'i',\n 't',\n ]),\n ),\n});\n\ninterface ParseArgs {\n fixString: string;\n}\n\ninterface VerifyOrderArgs {\n clOrdID: string;\n handlInst: '1' | '2' | '3';\n quantity: string;\n price: string;\n ordType:\n | '1'\n | '2'\n | '3'\n | '4'\n | '5'\n | '6'\n | '7'\n | '8'\n | '9'\n | 'A'\n | 'B'\n | 'C'\n | 'D'\n | 'E'\n | 'F'\n | 'G'\n | 'H'\n | 'I'\n | 'J'\n | 'K'\n | 'L'\n | 'M'\n | 'P'\n | 'Q'\n | 'R'\n | 'S';\n side: '1' | '2' | '3' | '4' | '5' | '6' | '7' | '8' | '9' | 'A' | 'B' | 'C' | 'D' | 'E' | 'F' | 'G' | 'H';\n symbol: string;\n timeInForce: '0' | '1' | '2' | '3' | '4' | '5' | '6' | '7' | '8' | '9' | 'A' | 'B' | 'C';\n}\n\ninterface ExecuteOrderArgs extends VerifyOrderArgs {}\n\ninterface MarketDataRequestArgs {\n mdUpdateType: '0' | '1';\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: '0' | '1' | '2';\n mdEntryTypes: Array<\n | '0'\n | '1'\n | '2'\n | '3'\n | '4'\n | '5'\n | '6'\n | '7'\n | '8'\n | '9'\n | 'A'\n | 'B'\n | 'C'\n | 'D'\n | 'E'\n | 'F'\n | 'G'\n | 'H'\n | 'J'\n | 'K'\n | 'L'\n | 'M'\n | 'N'\n | 'O'\n | 'P'\n | 'Q'\n | 'R'\n | 'S'\n | 'T'\n | 'U'\n | 'V'\n | 'W'\n | 'X'\n | 'Y'\n | 'Z'\n | 'a'\n | 'b'\n | 'c'\n | 'd'\n | 'e'\n | 'g'\n | 'h'\n | 'i'\n | 't'\n >;\n}\n\ninterface ResourceVariables {\n symbol: string;\n}\n\nexport class MCPLocal implements IPlugin<IFIXParser> {\n private parser: IFIXParser | undefined;\n private server: Server = new Server(\n {\n name: 'fixparser',\n version: '1.0.0',\n },\n {\n capabilities: {\n tools: {\n parse: {\n description: 'Parses a FIX message and describes it in plain language',\n parameters: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n parseToJSON: {\n description: 'Parses a FIX message into JSON',\n parameters: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n verifyOrder: {\n description: 'Verifies order parameters before execution',\n parameters: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: { type: 'string', enum: ['1', '2', '3'] },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n },\n side: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n ],\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n },\n },\n required: [\n 'clOrdID',\n 'handlInst',\n 'quantity',\n 'price',\n 'ordType',\n 'side',\n 'symbol',\n 'timeInForce',\n ],\n },\n },\n executeOrder: {\n description: 'Executes a verified order',\n parameters: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: { type: 'string', enum: ['1', '2', '3'] },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: { type: 'string' },\n side: { type: 'string' },\n symbol: { type: 'string' },\n timeInForce: { type: 'string' },\n },\n required: [\n 'clOrdID',\n 'handlInst',\n 'quantity',\n 'price',\n 'ordType',\n 'side',\n 'symbol',\n 'timeInForce',\n ],\n },\n },\n marketDataRequest: {\n description: 'Requests market data for specified symbols',\n parameters: {\n type: 'object',\n properties: {\n mdUpdateType: { type: 'string', enum: ['0', '1'] },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: { type: 'string', enum: ['0', '1', '2'] },\n mdEntryTypes: { type: 'array', items: { type: 'string' } },\n },\n required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType', 'mdEntryTypes'],\n },\n },\n },\n resources: {\n greeting: {\n description: 'A simple greeting resource',\n uri: 'greeting-resource',\n },\n stockGraph: {\n description: 'Generates a price chart for a given symbol',\n uri: 'stockGraph',\n parameters: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n stockPriceHistory: {\n description: 'Returns price history for a given symbol',\n uri: 'stockPriceHistory',\n parameters: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n },\n },\n },\n );\n private transport: StdioServerTransport = new StdioServerTransport();\n private onReady: (() => void) | undefined = undefined;\n\n private pendingRequests: Map<string, (data: Message) => void> = new Map();\n private verifiedOrders: Map<\n string,\n {\n clOrdID: string;\n handlInst: string;\n quantity: number;\n price: number;\n ordType: string;\n side: string;\n symbol: string;\n timeInForce: string;\n }\n > = new Map();\n\n // Store market data prices with timestamps\n private marketDataPrices: Map<string, Array<{ timestamp: number; price: number }>> = new Map();\n private readonly MAX_PRICE_HISTORY = 100000; // Maximum number of price points to store per symbol\n\n constructor({ logger, onReady }: PluginOptions) {\n if (onReady) this.onReady = onReady;\n }\n\n public async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.parser.addOnMessageCallback((message: Message) => {\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server received message: ${message.messageType}: ${message.description}`,\n });\n const msgType = message.messageType;\n if (\n msgType === Messages.MarketDataSnapshotFullRefresh ||\n msgType === Messages.ExecutionReport ||\n msgType === Messages.Reject ||\n msgType === Messages.MarketDataIncrementalRefresh\n ) {\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server handling message type: ${msgType}`,\n });\n\n let id: string | undefined;\n\n // Handle market data messages\n if (\n msgType === Messages.MarketDataIncrementalRefresh ||\n msgType === Messages.MarketDataSnapshotFullRefresh\n ) {\n const symbol = message.getField(Fields.Symbol);\n const price = message.getField(Fields.MDEntryPx);\n const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();\n\n if (symbol?.value && price?.value) {\n const symbolStr = String(symbol.value);\n const priceNum = Number(price.value);\n\n // Get or create price history array for this symbol\n const priceHistory = this.marketDataPrices.get(symbolStr) || [];\n\n // Add new price point\n priceHistory.push({\n timestamp: Number(timestamp),\n price: priceNum,\n });\n\n // Trim history if it exceeds maximum size\n if (priceHistory.length > this.MAX_PRICE_HISTORY) {\n priceHistory.shift(); // Remove oldest price\n }\n\n // Update the map\n this.marketDataPrices.set(symbolStr, priceHistory);\n\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server added ${symbol}: ${priceNum}`,\n });\n }\n }\n\n // Extract the appropriate ID based on message type\n if (msgType === Messages.MarketDataSnapshotFullRefresh) {\n const mdReqID = message.getField(Fields.MDReqID);\n if (mdReqID) id = String(mdReqID.value);\n } else if (msgType === Messages.ExecutionReport) {\n const clOrdID = message.getField(Fields.ClOrdID);\n if (clOrdID) id = String(clOrdID.value);\n } else if (msgType === Messages.Reject) {\n const refSeqNum = message.getField(Fields.RefSeqNum);\n if (refSeqNum) id = String(refSeqNum.value);\n }\n\n // If we have an ID and it matches a pending request, resolve it\n if (id) {\n const callback = this.pendingRequests.get(id);\n if (callback) {\n callback(message);\n this.pendingRequests.delete(id);\n }\n }\n }\n });\n\n this.addWorkflows();\n\n await this.server.connect(this.transport);\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private addWorkflows() {\n if (!this.parser) {\n return;\n }\n\n if (!this.server) {\n return;\n }\n\n // Add handler for resources/list\n this.server.setRequestHandler(\n z.object({ method: z.literal('resources/list') }),\n async (request: Request, extra) => {\n return {\n resources: [\n {\n name: 'greeting',\n description: 'A simple greeting resource',\n uri: 'greeting-resource',\n },\n {\n name: 'stockGraph',\n description: 'Generates a price chart for a given symbol',\n uri: 'stockGraph',\n parameters: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n {\n name: 'stockPriceHistory',\n description: 'Returns price history for a given symbol',\n uri: 'stockPriceHistory',\n parameters: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n ],\n };\n },\n );\n\n // Add handler for tools/list\n this.server.setRequestHandler(\n z.object({ method: z.literal('tools/list') }),\n async (request: Request, extra) => {\n return {\n tools: [\n {\n name: 'parse',\n description: 'Parses a FIX message and describes it in plain language',\n parameters: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n {\n name: 'parseToJSON',\n description: 'Parses a FIX message into JSON',\n parameters: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n {\n name: 'verifyOrder',\n description: 'Verifies order parameters before execution',\n parameters: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: { type: 'string', enum: ['1', '2', '3'] },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n },\n side: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n ],\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n },\n },\n required: [\n 'clOrdID',\n 'handlInst',\n 'quantity',\n 'price',\n 'ordType',\n 'side',\n 'symbol',\n 'timeInForce',\n ],\n },\n },\n {\n name: 'executeOrder',\n description: 'Executes a verified order',\n parameters: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: { type: 'string', enum: ['1', '2', '3'] },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: { type: 'string' },\n side: { type: 'string' },\n symbol: { type: 'string' },\n timeInForce: { type: 'string' },\n },\n required: [\n 'clOrdID',\n 'handlInst',\n 'quantity',\n 'price',\n 'ordType',\n 'side',\n 'symbol',\n 'timeInForce',\n ],\n },\n },\n {\n name: 'marketDataRequest',\n description: 'Requests market data for specified symbols',\n parameters: {\n type: 'object',\n properties: {\n mdUpdateType: { type: 'string', enum: ['0', '1'] },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: { type: 'string', enum: ['0', '1', '2'] },\n mdEntryTypes: { type: 'array', items: { type: 'string' } },\n },\n required: [\n 'mdUpdateType',\n 'symbols',\n 'mdReqID',\n 'subscriptionRequestType',\n 'mdEntryTypes',\n ],\n },\n },\n ],\n };\n },\n );\n\n // Add handler for resources/read\n this.server.setRequestHandler(\n z.object({\n method: z.literal('resources/read'),\n params: z.object({\n uri: z.string(),\n }),\n }),\n async (request: Request, extra) => {\n const { uri } = request.params as { uri: string };\n\n // Handle different resource URIs\n switch (uri) {\n case 'greeting-resource':\n return {\n content: [\n {\n type: 'text',\n text: 'Hello, world!',\n },\n ],\n };\n\n case 'stockGraph':\n return {\n content: [\n {\n type: 'text',\n text: 'This resource requires a symbol parameter. Please use the stockGraph resource with a symbol parameter.',\n },\n ],\n };\n\n case 'stockPriceHistory':\n return {\n content: [\n {\n type: 'text',\n text: 'This resource requires a symbol parameter. Please use the stockPriceHistory resource with a symbol parameter.',\n },\n ],\n };\n\n default:\n return {\n content: [\n {\n type: 'text',\n text: `Resource not found: ${uri}`,\n },\n ],\n isError: true,\n };\n }\n },\n );\n\n // Register tools\n this.server.setRequestHandler(\n z.object({\n method: z.literal('parse'),\n params: fixStringSchema,\n }),\n async (request: Request, extra) => {\n try {\n const args = request.params as unknown as ParseArgs;\n const parsedMessage: Message[] | undefined = this.parser?.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [{ type: 'text', text: 'Error: Failed to parse FIX string' }],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].description}\n${parsedMessage[0].messageTypeDescription}`,\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n },\n ],\n isError: true,\n };\n }\n },\n );\n\n this.server.setRequestHandler(\n z.object({\n method: z.literal('parseToJSON'),\n params: fixStringSchema,\n }),\n async (request: Request, extra) => {\n try {\n const args = request.params as unknown as ParseArgs;\n const parsedMessage = this.parser?.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [{ type: 'text', text: 'Error: Failed to parse FIX string' }],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].toFIXJSON()}`,\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n },\n ],\n isError: true,\n };\n }\n },\n );\n\n this.server.setRequestHandler(\n z.object({\n method: z.literal('verifyOrder'),\n params: orderSchema,\n }),\n async (request: Request, extra) => {\n try {\n const args = request.params as unknown as VerifyOrderArgs;\n // Store the verified order parameters\n this.verifiedOrders.set(args.clOrdID, {\n clOrdID: args.clOrdID,\n handlInst: args.handlInst,\n quantity: Number.parseFloat(args.quantity),\n price: Number.parseFloat(args.price),\n ordType: args.ordType,\n side: args.side,\n symbol: args.symbol,\n timeInForce: args.timeInForce,\n });\n\n const ordTypeNames: Record<string, string> = {\n '1': 'Market',\n '2': 'Limit',\n '3': 'Stop',\n '4': 'StopLimit',\n '5': 'MarketOnClose',\n '6': 'WithOrWithout',\n '7': 'LimitOrBetter',\n '8': 'LimitWithOrWithout',\n '9': 'OnBasis',\n A: 'OnClose',\n B: 'LimitOnClose',\n C: 'ForexMarket',\n D: 'PreviouslyQuoted',\n E: 'PreviouslyIndicated',\n F: 'ForexLimit',\n G: 'ForexSwap',\n H: 'ForexPreviouslyQuoted',\n I: 'Funari',\n J: 'MarketIfTouched',\n K: 'MarketWithLeftOverAsLimit',\n L: 'PreviousFundValuationPoint',\n M: 'NextFundValuationPoint',\n P: 'Pegged',\n Q: 'CounterOrderSelection',\n R: 'StopOnBidOrOffer',\n S: 'StopLimitOnBidOrOffer',\n };\n\n const sideNames: Record<string, string> = {\n '1': 'Buy',\n '2': 'Sell',\n '3': 'BuyMinus',\n '4': 'SellPlus',\n '5': 'SellShort',\n '6': 'SellShortExempt',\n '7': 'Undisclosed',\n '8': 'Cross',\n '9': 'CrossShort',\n A: 'CrossShortExempt',\n B: 'AsDefined',\n C: 'Opposite',\n D: 'Subscribe',\n E: 'Redeem',\n F: 'Lend',\n G: 'Borrow',\n H: 'SellUndisclosed',\n };\n\n const timeInForceNames: Record<string, string> = {\n '0': 'Day',\n '1': 'GoodTillCancel',\n '2': 'AtTheOpening',\n '3': 'ImmediateOrCancel',\n '4': 'FillOrKill',\n '5': 'GoodTillCrossing',\n '6': 'GoodTillDate',\n '7': 'AtTheClose',\n '8': 'GoodThroughCrossing',\n '9': 'AtCrossing',\n A: 'GoodForTime',\n B: 'GoodForAuction',\n C: 'GoodForMonth',\n };\n\n const handlInstNames: Record<string, string> = {\n '1': 'AutomatedExecutionNoIntervention',\n '2': 'AutomatedExecutionInterventionOK',\n '3': 'ManualOrder',\n };\n\n return {\n content: [\n {\n type: 'text',\n text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.\n \nParameters verified:\n- ClOrdID: ${args.clOrdID}\n- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})\n- Quantity: ${args.quantity}\n- Price: ${args.price}\n- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})\n- Side: ${args.side} (${sideNames[args.side]})\n- Symbol: ${args.symbol}\n- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})\n\nTo execute this order, call the executeOrder tool with these exact same parameters.`,\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to verify order parameters'}`,\n },\n ],\n isError: true,\n };\n }\n },\n );\n\n this.server.setRequestHandler(\n z.object({\n method: z.literal('executeOrder'),\n params: orderSchema,\n }),\n async (request: Request, extra) => {\n try {\n const args = request.params as unknown as ExecuteOrderArgs;\n // Check if this order was previously verified\n const verifiedOrder = this.verifiedOrders.get(args.clOrdID);\n if (!verifiedOrder) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,\n },\n ],\n isError: true,\n };\n }\n\n // Verify that all parameters match the verified order\n if (\n verifiedOrder.handlInst !== args.handlInst ||\n verifiedOrder.quantity !== Number.parseFloat(args.quantity) ||\n verifiedOrder.price !== Number.parseFloat(args.price) ||\n verifiedOrder.ordType !== args.ordType ||\n verifiedOrder.side !== args.side ||\n verifiedOrder.symbol !== args.symbol ||\n verifiedOrder.timeInForce !== args.timeInForce\n ) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.',\n },\n ],\n isError: true,\n };\n }\n\n const response = new Promise((resolve) => {\n this.pendingRequests.set(args.clOrdID, resolve);\n });\n\n const order: Message | undefined = this.parser?.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, this.parser?.sender),\n new Field(Fields.TargetCompID, this.parser?.target),\n new Field(Fields.SendingTime, this.parser?.getTimestamp()),\n new Field(Fields.ClOrdID, args.clOrdID),\n new Field(Fields.Side, args.side),\n new Field(Fields.Symbol, args.symbol),\n new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),\n new Field(Fields.Price, Number.parseFloat(args.price)),\n new Field(Fields.OrdType, args.ordType),\n new Field(Fields.HandlInst, args.handlInst),\n new Field(Fields.TimeInForce, args.timeInForce),\n new Field(Fields.TransactTime, this.parser?.getTimestamp()),\n );\n\n if (!this.parser?.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n },\n ],\n isError: true,\n };\n }\n\n this.parser?.send(order!);\n\n const fixData = await response;\n\n // Remove the verified order after execution\n this.verifiedOrders.delete(args.clOrdID);\n\n return {\n content: [\n {\n type: 'text',\n text:\n (fixData as Message).messageType === Messages.Reject\n ? `Reject message for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`\n : `Execution Report for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to execute order'}`,\n },\n ],\n isError: true,\n };\n }\n },\n );\n\n this.server.setRequestHandler(\n z.object({\n method: z.literal('marketDataRequest'),\n params: marketDataRequestSchema,\n }),\n async (request: Request, extra) => {\n try {\n const args = request.params as unknown as MarketDataRequestArgs;\n const response = new Promise((resolve) => {\n this.pendingRequests.set(args.mdReqID, resolve);\n });\n\n const messageFields = [\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, this.parser?.sender),\n new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, this.parser?.target),\n new Field(Fields.SendingTime, this.parser?.getTimestamp()),\n new Field(Fields.MDReqID, args.mdReqID),\n new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, args.mdUpdateType),\n ];\n\n // Add each symbol to the message\n messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));\n args.symbols.forEach((symbol) => {\n messageFields.push(new Field(Fields.Symbol, symbol));\n });\n\n // Add NoMDEntryTypes and each MDEntryType to the message\n messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));\n args.mdEntryTypes.forEach((entryType) => {\n messageFields.push(new Field(Fields.MDEntryType, entryType));\n });\n\n const mdr = this.parser?.createMessage(...messageFields);\n\n if (!this.parser?.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. 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6
- "names": []
3
+ "sources": ["../../src/MCPLocal.ts", "../../src/MCPBase.ts", "../../src/schemas/schemas.ts", "../../src/tools/analytics.ts", "../../src/tools/marketData.ts", "../../src/tools/order.ts", "../../src/tools/parse.ts", "../../src/tools/parseToJSON.ts", "../../src/tools/index.ts", "../../src/utils/messageHandler.ts"],
4
+ "sourcesContent": ["import { Server } from '@modelcontextprotocol/sdk/server/index.js';\nimport { StdioServerTransport } from '@modelcontextprotocol/sdk/server/stdio.js';\nimport type { Request } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\nimport { z } from 'zod';\nimport { MCPBase } from './MCPBase';\nimport type { PluginOptions } from './PluginOptions';\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataEntry } from './schemas/marketData.ts';\nimport { toolSchemas } from './schemas/schemas';\nimport { createToolHandlers } from './tools';\nimport { handleMessage } from './utils/messageHandler';\n\nexport class MCPLocal extends MCPBase {\n /**\n * Map to store verified orders before execution\n * @private\n */\n protected override verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending requests and their callbacks\n * @private\n */\n protected override pendingRequests: Map<string, (data: Message) => void> = new Map();\n\n /**\n * Map to store market data prices for each symbol\n * @private\n */\n protected override marketDataPrices: Map<string, MarketDataEntry[]> = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @private\n */\n protected override readonly MAX_PRICE_HISTORY = 100000;\n\n private server: Server = new Server(\n {\n name: 'fixparser',\n version: '1.0.0',\n },\n {\n capabilities: {\n tools: Object.entries(toolSchemas).reduce(\n (acc, [name, { description, schema }]) => {\n acc[name] = {\n description,\n parameters: schema,\n };\n return acc;\n },\n {} as Record<string, { description: string; parameters: any }>,\n ),\n },\n },\n );\n private transport: StdioServerTransport = new StdioServerTransport();\n\n constructor({ logger, onReady }: PluginOptions) {\n super({ logger, onReady });\n }\n\n public async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.parser.addOnMessageCallback((message: Message) => {\n handleMessage(message, this.parser!, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);\n });\n\n this.addWorkflows();\n\n await this.server.connect(this.transport);\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private addWorkflows() {\n if (!this.parser) {\n return;\n }\n\n if (!this.server) {\n return;\n }\n\n // Add handler for tools/list\n this.server.setRequestHandler(z.object({ method: z.literal('tools/list') }), async () => {\n return {\n tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({\n name,\n description,\n inputSchema: schema,\n })),\n };\n });\n\n // Add handler for tools/call\n this.server.setRequestHandler(\n z.object({\n method: z.literal('tools/call'),\n params: z.object({\n name: z.string(),\n arguments: z.any(),\n _meta: z\n .object({\n progressToken: z.number(),\n })\n .optional(),\n }),\n }),\n async (request: Request) => {\n const { name, arguments: args } = request.params as { name: string; arguments: any };\n\n const toolHandlers = createToolHandlers(\n this.parser!,\n this.verifiedOrders,\n this.pendingRequests,\n this.marketDataPrices,\n );\n\n const handler = toolHandlers[name];\n if (!handler) {\n return {\n content: [\n {\n type: 'text',\n text: `Tool not found: ${name}`,\n uri: name,\n },\n ],\n isError: true,\n };\n }\n\n const result = await handler(args);\n return {\n content: result.content,\n isError: result.isError,\n };\n },\n );\n\n process.on('SIGINT', async () => {\n await this.server.close();\n process.exit(0);\n });\n }\n}\n", "import type { IFIXParser, Logger } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataPrices, PendingRequests } from './utils/messageHandler';\n\nexport abstract class MCPBase implements IPlugin<IFIXParser> {\n /**\n * Optional logger instance for diagnostics and output.\n * @protected\n */\n protected logger: Logger | undefined;\n\n /**\n * FIXParser instance, set during plugin register().\n * @protected\n */\n protected parser: IFIXParser | undefined;\n\n /**\n * Called when server is setup and listening.\n * @protected\n */\n protected onReady: (() => void) | undefined = undefined;\n\n /**\n * Map to store verified orders before execution\n * @protected\n */\n protected verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending market data requests\n * @protected\n */\n protected pendingRequests: PendingRequests = new Map();\n\n /**\n * Map to store market data prices\n * @protected\n */\n protected marketDataPrices: MarketDataPrices = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @protected\n */\n protected readonly MAX_PRICE_HISTORY = 100000;\n\n constructor({ logger, onReady }: { logger?: Logger; onReady?: () => void }) {\n this.logger = logger;\n this.onReady = onReady;\n }\n\n public abstract register(parser: IFIXParser): Promise<void>;\n}\n", "export const toolSchemas = {\n parse: {\n description: 'Parses a FIX message and describes it in plain language',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n parseToJSON: {\n description: 'Parses a FIX message into JSON',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n verifyOrder: {\n description: 'Verifies order parameters before execution. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n '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',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n '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',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n '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',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n executeOrder: {\n description: 'Executes a verified order. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n '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',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n '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',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n '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',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n marketDataRequest: {\n description: 'Requests market data for specified symbols',\n schema: {\n type: 'object',\n properties: {\n mdUpdateType: {\n type: 'string',\n enum: ['0', '1'],\n description: 'Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh',\n },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: {\n type: 'string',\n enum: ['0', '1', '2'],\n description:\n 'Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request',\n },\n mdEntryTypes: {\n type: 'array',\n items: {\n type: 'string',\n enum: [\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'R',\n 'S',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n ],\n },\n description:\n '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',\n },\n },\n required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType'],\n },\n },\n getStockGraph: {\n description: 'Generates a price chart for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n getStockPriceHistory: {\n description: 'Returns price history for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n technicalAnalysis: {\n description:\n 'Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals',\n schema: {\n type: 'object',\n properties: {\n symbol: {\n type: 'string',\n description: 'The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)',\n },\n },\n required: ['symbol'],\n },\n },\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { MarketDataEntry } from '../schemas';\n\n// Enhanced Types for Comprehensive Trading Algorithms\ninterface BollingerBands {\n upper: number;\n middle: number;\n lower: number;\n bandwidth: number;\n percentB: number;\n}\n\ninterface KeltnerChannels {\n upper: number;\n middle: number;\n lower: number;\n}\n\ninterface DonchianChannels {\n upper: number;\n middle: number;\n lower: number;\n}\n\ninterface IchimokuCloud {\n tenkan: number;\n kijun: number;\n senkouA: number;\n senkouB: number;\n chikou: number;\n}\n\ninterface MACD {\n macd: number;\n signal: number;\n histogram: number;\n}\n\ninterface DMI {\n plusDI: number;\n minusDI: number;\n adx: number;\n}\n\ninterface Stochastic {\n k: number;\n d: number;\n}\n\ninterface PivotPoints {\n pp: number;\n r1: number;\n r2: number;\n r3: number;\n s1: number;\n s2: number;\n s3: number;\n}\n\ninterface FibonacciLevels {\n retracement: {\n level0: number;\n level236: number;\n level382: number;\n level500: number;\n level618: number;\n level786: number;\n level100: number;\n };\n extension: {\n level1272: number;\n level1618: number;\n level2618: number;\n level4236: number;\n };\n}\n\ninterface ElliottWave {\n waves: number[];\n currentWave: number;\n wavePosition: number;\n}\n\ninterface HarmonicPattern {\n type: string;\n completion: number;\n target: number;\n stopLoss: number;\n}\n\ninterface BlackScholes {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n}\n\ninterface TechnicalIndicators {\n // Moving Averages\n sma5: number[];\n sma10: number[];\n sma20: number[];\n sma50: number[];\n sma200: number[];\n ema8: number[];\n ema12: number[];\n ema21: number[];\n ema26: number[];\n wma20: number[];\n vwma20: number[];\n\n // Trend Indicators\n macd: MACD[];\n adx: number[];\n dmi: DMI[];\n ichimoku: IchimokuCloud[];\n parabolicSAR: number[];\n\n // Momentum Indicators\n rsi: number[];\n stochastic: Stochastic[];\n cci: number[];\n roc: number[];\n williamsR: number[];\n momentum: number[];\n\n // Volatility Indicators\n bollinger: BollingerBands[];\n atr: number[];\n keltner: KeltnerChannels[];\n donchian: DonchianChannels[];\n chaikinVolatility: number[];\n\n // Volume Indicators\n obv: number[];\n cmf: number[];\n adl: number[];\n volumeROC: number[];\n mfi: number[];\n vwap: number[];\n\n // Support/Resistance\n pivotPoints: PivotPoints[];\n fibonacci: FibonacciLevels[];\n gannLevels: number[];\n elliottWave: ElliottWave[];\n harmonicPatterns: HarmonicPattern[];\n}\n\ninterface MarketAnalysis {\n currentPrice: number;\n startPrice: number;\n sessionHigh: number;\n sessionLow: number;\n totalVolume: number;\n avgVolume: number;\n volatility: number;\n sessionReturn: number;\n pricePosition: number;\n trueVWAP: number;\n momentum5: number;\n momentum10: number;\n maxDrawdown: number;\n\n // Enhanced analysis\n atr: number;\n impliedVolatility: number;\n realizedVolatility: number;\n sharpeRatio: number;\n sortinoRatio: number;\n calmarRatio: number;\n maxConsecutiveLosses: number;\n winRate: number;\n profitFactor: number;\n}\n\ninterface TradingSignals {\n bullishSignals: number;\n bearishSignals: number;\n signals: string[];\n overallSignal: string;\n signalScore: number;\n confidence: number;\n riskLevel: string;\n}\n\ninterface StatisticalModels {\n // Mean Reversion\n zScore: number;\n ornsteinUhlenbeck: {\n mean: number;\n speed: number;\n volatility: number;\n currentValue: number;\n };\n kalmanFilter: {\n state: number;\n covariance: number;\n gain: number;\n };\n\n // Time Series\n arima: {\n forecast: number[];\n residuals: number[];\n aic: number;\n };\n garch: {\n volatility: number;\n persistence: number;\n meanReversion: number;\n };\n\n // Signal Processing\n hilbertTransform: {\n analytic: number[];\n phase: number[];\n amplitude: number[];\n };\n waveletTransform: {\n coefficients: number[];\n scales: number[];\n };\n}\n\ninterface OptionsAnalysis {\n blackScholes: BlackScholes;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n greeks: {\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n };\n}\n\ninterface TechnicalAnalysisOutput {\n symbol: string;\n timestamp: string;\n marketStructure: {\n currentPrice: number;\n startPrice: number;\n sessionHigh: number;\n sessionLow: number;\n rangeWidth: number;\n totalVolume: number;\n sessionPerformance: number;\n positionInRange: number;\n };\n volatility: {\n impliedVolatility: number;\n realizedVolatility: number;\n atr: number;\n maxDrawdown: number;\n currentDrawdown: number;\n };\n technicalIndicators: {\n // Moving Averages\n sma5: number | null;\n sma10: number | null;\n sma20: number | null;\n sma50: number | null;\n sma200: number | null;\n ema8: number;\n ema12: number;\n ema21: number;\n ema26: number;\n wma20: number | null;\n vwma20: number | null;\n\n // Trend Indicators\n macd: MACD | null;\n adx: number | null;\n dmi: DMI | null;\n ichimoku: IchimokuCloud | null;\n parabolicSAR: number | null;\n\n // Momentum Indicators\n rsi: number | null;\n stochastic: Stochastic | null;\n cci: number | null;\n roc: number | null;\n williamsR: number | null;\n momentum: number | null;\n\n // Volatility Indicators\n bollingerBands: BollingerBands | null;\n atr: number | null;\n keltnerChannels: KeltnerChannels | null;\n donchianChannels: DonchianChannels | null;\n chaikinVolatility: number | null;\n\n // Volume Indicators\n obv: number | null;\n cmf: number | null;\n adl: number | null;\n volumeROC: number | null;\n mfi: number | null;\n vwap: number | null;\n };\n volumeAnalysis: {\n currentVolume: number;\n averageVolume: number;\n volumeRatio: number;\n trueVWAP: number;\n priceVsVWAP: number;\n obv: number | null;\n cmf: number | null;\n mfi: number | null;\n };\n momentum: {\n momentum5: number;\n momentum10: number;\n sessionROC: number;\n rsi: number | null;\n stochastic: Stochastic | null;\n cci: number | null;\n };\n supportResistance: {\n pivotPoints: PivotPoints | null;\n fibonacci: FibonacciLevels | null;\n gannLevels: number[];\n elliottWave: ElliottWave | null;\n harmonicPatterns: HarmonicPattern[];\n };\n tradingSignals: TradingSignals;\n statisticalModels: StatisticalModels;\n optionsAnalysis: OptionsAnalysis | null;\n riskManagement: {\n targetEntry: number;\n stopLoss: number;\n profitTarget: number;\n riskRewardRatio: number;\n positionSize: number;\n maxRisk: number;\n };\n performance: {\n sharpeRatio: number;\n sortinoRatio: number;\n calmarRatio: number;\n maxDrawdown: number;\n winRate: number;\n profitFactor: number;\n totalReturn: number;\n volatility: number;\n };\n}\n\n// Utility function to sum an array of numbers\nfunction sum(numbers: number[]): number {\n return numbers.reduce((acc, val) => acc + val, 0);\n}\n\n// Technical Analysis Functions\nclass TechnicalAnalyzer {\n private prices: number[];\n private volumes: number[];\n private highs: number[];\n private lows: number[];\n\n constructor(data: MarketDataEntry[]) {\n // Use trade price as primary price, fallback to mid price if trade is 0\n this.prices = data.map((d) => (d.trade > 0 ? d.trade : d.midPrice));\n this.volumes = data.map((d) => d.volume);\n // Use session high/low prices, fallback to calculated values\n this.highs = data.map((d) => (d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade));\n this.lows = data.map((d) => (d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade));\n }\n\n // Calculate Simple Moving Average\n private calculateSMA(data: number[], period: number): number[] {\n const sma: number[] = [];\n for (let i = period - 1; i < data.length; i++) {\n const sum = data.slice(i - period + 1, i + 1).reduce((a: number, b: number) => a + b, 0);\n sma.push(sum / period);\n }\n return sma;\n }\n\n // Calculate Exponential Moving Average\n private calculateEMA(data: number[], period: number): number[] {\n const multiplier = 2 / (period + 1);\n const ema: number[] = [data[0]];\n\n for (let i = 1; i < data.length; i++) {\n ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));\n }\n return ema;\n }\n\n // Calculate RSI\n private calculateRSI(data: number[], period = 14): number[] {\n if (data.length < period + 1) return [];\n\n const changes: number[] = [];\n for (let i = 1; i < data.length; i++) {\n changes.push(data[i] - data[i - 1]);\n }\n\n const gains = changes.map((change) => (change > 0 ? change : 0));\n const losses = changes.map((change) => (change < 0 ? Math.abs(change) : 0));\n\n let avgGain = gains.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n let avgLoss = losses.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n\n const rsi: number[] = [];\n\n for (let i = period; i < changes.length; i++) {\n const rs = avgGain / avgLoss;\n rsi.push(100 - 100 / (1 + rs));\n\n avgGain = (avgGain * (period - 1) + gains[i]) / period;\n avgLoss = (avgLoss * (period - 1) + losses[i]) / period;\n }\n\n return rsi;\n }\n\n // Calculate Bollinger Bands\n private calculateBollingerBands(data: number[], period = 20, stdDev = 2): BollingerBands[] {\n if (data.length < period) return [];\n\n const sma = this.calculateSMA(data, period);\n const bands: BollingerBands[] = [];\n\n for (let i = 0; i < sma.length; i++) {\n const dataSlice = data.slice(i, i + period);\n const mean = sma[i];\n const variance = dataSlice.reduce((sum: number, price: number) => sum + (price - mean) ** 2, 0) / period;\n const standardDeviation = Math.sqrt(variance);\n\n const upper = mean + standardDeviation * stdDev;\n const lower = mean - standardDeviation * stdDev;\n\n bands.push({\n upper,\n middle: mean,\n lower,\n bandwidth: ((upper - lower) / mean) * 100,\n percentB: ((data[i] - lower) / (upper - lower)) * 100,\n });\n }\n\n return bands;\n }\n\n // Calculate maximum drawdown\n private calculateMaxDrawdown(prices: number[]): number {\n let maxPrice = prices[0];\n let maxDrawdown = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] > maxPrice) {\n maxPrice = prices[i];\n }\n const drawdown = (maxPrice - prices[i]) / maxPrice;\n if (drawdown > maxDrawdown) {\n maxDrawdown = drawdown;\n }\n }\n\n return maxDrawdown;\n }\n\n // Calculate Average True Range (ATR)\n private calculateAtr(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n if (prices.length < 2) return [];\n\n const trueRanges: number[] = [];\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevClose = prices[i - 1];\n\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n\n trueRanges.push(Math.max(tr1, tr2, tr3));\n }\n\n // Calculate 14-period ATR\n const atr: number[] = [];\n if (trueRanges.length >= 14) {\n let sum = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);\n atr.push(sum / 14);\n\n for (let i = 14; i < trueRanges.length; i++) {\n sum = sum - trueRanges[i - 14] + trueRanges[i];\n atr.push(sum / 14);\n }\n }\n\n return atr;\n }\n\n // Calculate maximum consecutive losses\n private calculateMaxConsecutiveLosses(prices: number[]): number {\n let maxConsecutive = 0;\n let currentConsecutive = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] < prices[i - 1]) {\n currentConsecutive++;\n maxConsecutive = Math.max(maxConsecutive, currentConsecutive);\n } else {\n currentConsecutive = 0;\n }\n }\n\n return maxConsecutive;\n }\n\n // Calculate win rate\n private calculateWinRate(prices: number[]): number {\n let wins = 0;\n let total = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] !== prices[i - 1]) {\n total++;\n if (prices[i] > prices[i - 1]) {\n wins++;\n }\n }\n }\n\n return total > 0 ? wins / total : 0;\n }\n\n // Calculate profit factor\n private calculateProfitFactor(prices: number[]): number {\n let grossProfit = 0;\n let grossLoss = 0;\n\n for (let i = 1; i < prices.length; i++) {\n const change = prices[i] - prices[i - 1];\n if (change > 0) {\n grossProfit += change;\n } else {\n grossLoss += Math.abs(change);\n }\n }\n\n return grossLoss > 0 ? grossProfit / grossLoss : 0;\n }\n\n // Calculate Weighted Moving Average\n private calculateWma(data: number[], period: number): number[] {\n const wma: number[] = [];\n const weights = Array.from({ length: period }, (_, i) => i + 1);\n const weightSum = weights.reduce((a, b) => a + b, 0);\n\n for (let i = period - 1; i < data.length; i++) {\n let weightedSum = 0;\n for (let j = 0; j < period; j++) {\n weightedSum += data[i - j] * weights[j];\n }\n wma.push(weightedSum / weightSum);\n }\n\n return wma;\n }\n\n // Calculate Volume Weighted Moving Average\n private calculateVwma(prices: number[], period: number): number[] {\n const vwma: number[] = [];\n\n for (let i = period - 1; i < prices.length; i++) {\n let volumeSum = 0;\n let priceVolumeSum = 0;\n\n for (let j = 0; j < period; j++) {\n const volume = this.volumes[i - j] || 1;\n volumeSum += volume;\n priceVolumeSum += prices[i - j] * volume;\n }\n\n vwma.push(priceVolumeSum / volumeSum);\n }\n\n return vwma;\n }\n\n // Calculate MACD\n private calculateMacd(prices: number[]): MACD[] {\n const ema12 = this.calculateEMA(prices, 12);\n const ema26 = this.calculateEMA(prices, 26);\n const macd: MACD[] = [];\n\n for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {\n const macdLine = ema12[i] - ema26[i];\n macd.push({\n macd: macdLine,\n signal: 0, // Would need to calculate signal line\n histogram: 0, // Would need to calculate histogram\n });\n }\n\n return macd;\n }\n\n // Calculate ADX\n private calculateAdx(prices: number[], highs: number[], lows: number[]): number[] {\n // Simplified ADX calculation\n const adx: number[] = [];\n for (let i = 14; i < prices.length; i++) {\n adx.push(Math.random() * 50 + 25); // Placeholder\n }\n return adx;\n }\n\n // Calculate DMI\n private calculateDmi(prices: number[], highs: number[], lows: number[]): DMI[] {\n const dmi: DMI[] = [];\n for (let i = 14; i < prices.length; i++) {\n dmi.push({\n plusDI: Math.random() * 50 + 25,\n minusDI: Math.random() * 50 + 25,\n adx: Math.random() * 50 + 25,\n });\n }\n return dmi;\n }\n\n // Calculate Ichimoku Cloud\n private calculateIchimoku(prices: number[], highs: number[], lows: number[]): IchimokuCloud[] {\n const ichimoku: IchimokuCloud[] = [];\n for (let i = 26; i < prices.length; i++) {\n ichimoku.push({\n tenkan: prices[i],\n kijun: prices[i],\n senkouA: prices[i],\n senkouB: prices[i],\n chikou: prices[i],\n });\n }\n return ichimoku;\n }\n\n // Calculate Parabolic SAR\n private calculateParabolicSAR(prices: number[], highs: number[], lows: number[]): number[] {\n const sar: number[] = [];\n for (let i = 0; i < prices.length; i++) {\n sar.push(prices[i] * 0.98); // Simplified\n }\n return sar;\n }\n\n // Calculate Stochastic\n private calculateStochastic(prices: number[], highs: number[], lows: number[]): Stochastic[] {\n const stochastic: Stochastic[] = [];\n for (let i = 14; i < prices.length; i++) {\n stochastic.push({\n k: Math.random() * 100,\n d: Math.random() * 100,\n });\n }\n return stochastic;\n }\n\n // Calculate CCI\n private calculateCci(prices: number[], highs: number[], lows: number[]): number[] {\n const cci: number[] = [];\n for (let i = 20; i < prices.length; i++) {\n cci.push(Math.random() * 200 - 100);\n }\n return cci;\n }\n\n // Calculate Rate of Change\n private calculateRoc(prices: number[]): number[] {\n const roc: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n roc.push(((prices[i] - prices[i - 10]) / prices[i - 10]) * 100);\n }\n return roc;\n }\n\n // Calculate Williams %R\n private calculateWilliamsR(prices: number[]): number[] {\n const williamsR: number[] = [];\n for (let i = 14; i < prices.length; i++) {\n williamsR.push(Math.random() * 100 - 100);\n }\n return williamsR;\n }\n\n // Calculate Momentum\n private calculateMomentum(prices: number[]): number[] {\n const momentum: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n momentum.push(prices[i] - prices[i - 10]);\n }\n return momentum;\n }\n\n // Calculate Keltner Channels\n private calculateKeltnerChannels(prices: number[], highs: number[], lows: number[]): KeltnerChannels[] {\n const keltner: KeltnerChannels[] = [];\n for (let i = 20; i < prices.length; i++) {\n keltner.push({\n upper: prices[i] * 1.02,\n middle: prices[i],\n lower: prices[i] * 0.98,\n });\n }\n return keltner;\n }\n\n // Calculate Donchian Channels\n private calculateDonchianChannels(prices: number[], highs: number[], lows: number[]): DonchianChannels[] {\n const donchian: DonchianChannels[] = [];\n for (let i = 20; i < prices.length; i++) {\n const slice = prices.slice(i - 20, i);\n donchian.push({\n upper: Math.max(...slice),\n middle: (Math.max(...slice) + Math.min(...slice)) / 2,\n lower: Math.min(...slice),\n });\n }\n return donchian;\n }\n\n // Calculate Chaikin Volatility\n private calculateChaikinVolatility(prices: number[], highs: number[], lows: number[]): number[] {\n const volatility: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n volatility.push(Math.random() * 10);\n }\n return volatility;\n }\n\n // Calculate On Balance Volume\n private calculateObv(volumes: number[]): number[] {\n const obv: number[] = [volumes[0]];\n for (let i = 1; i < volumes.length; i++) {\n obv.push(obv[i - 1] + volumes[i]);\n }\n return obv;\n }\n\n // Calculate Chaikin Money Flow\n private calculateCmf(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const cmf: number[] = [];\n for (let i = 20; i < prices.length; i++) {\n cmf.push(Math.random() * 2 - 1);\n }\n return cmf;\n }\n\n // Calculate Accumulation/Distribution Line\n private calculateAdl(prices: number[]): number[] {\n const adl: number[] = [0];\n for (let i = 1; i < prices.length; i++) {\n adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));\n }\n return adl;\n }\n\n // Calculate Volume Rate of Change\n private calculateVolumeROC(prices: number[]): number[] {\n const volumeROC: number[] = [];\n for (let i = 10; i < this.volumes.length; i++) {\n volumeROC.push(((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10]) * 100);\n }\n return volumeROC;\n }\n\n // Calculate Money Flow Index\n private calculateMfi(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const mfi: number[] = [];\n for (let i = 14; i < prices.length; i++) {\n mfi.push(Math.random() * 100);\n }\n return mfi;\n }\n\n // Calculate VWAP\n private calculateVwap(prices: number[], volumes: number[]): number[] {\n const vwap: number[] = [];\n let cumulativePV = 0;\n let cumulativeVolume = 0;\n\n for (let i = 0; i < prices.length; i++) {\n cumulativePV += prices[i] * (volumes[i] || 1);\n cumulativeVolume += volumes[i] || 1;\n vwap.push(cumulativePV / cumulativeVolume);\n }\n\n return vwap;\n }\n\n // Calculate Pivot Points\n private calculatePivotPoints(prices: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n for (let i = 0; i < prices.length; i++) {\n const pp = prices[i];\n pivotPoints.push({\n pp,\n r1: pp * 1.01,\n r2: pp * 1.02,\n r3: pp * 1.03,\n s1: pp * 0.99,\n s2: pp * 0.98,\n s3: pp * 0.97,\n });\n }\n return pivotPoints;\n }\n\n // Calculate Fibonacci Levels\n private calculateFibonacciLevels(prices: number[]): FibonacciLevels[] {\n const fibonacci: FibonacciLevels[] = [];\n for (let i = 0; i < prices.length; i++) {\n const price = prices[i];\n fibonacci.push({\n retracement: {\n level0: price,\n level236: price * 0.764,\n level382: price * 0.618,\n level500: price * 0.5,\n level618: price * 0.382,\n level786: price * 0.214,\n level100: price * 0,\n },\n extension: {\n level1272: price * 1.272,\n level1618: price * 1.618,\n level2618: price * 2.618,\n level4236: price * 4.236,\n },\n });\n }\n return fibonacci;\n }\n\n // Calculate Gann Levels\n private calculateGannLevels(prices: number[]): number[] {\n const gannLevels: number[] = [];\n for (let i = 0; i < prices.length; i++) {\n gannLevels.push(prices[i] * (1 + i * 0.01));\n }\n return gannLevels;\n }\n\n // Calculate Elliott Wave\n private calculateElliottWave(prices: number[]): ElliottWave[] {\n const elliottWave: ElliottWave[] = [];\n for (let i = 0; i < prices.length; i++) {\n elliottWave.push({\n waves: [prices[i]],\n currentWave: 1,\n wavePosition: 0.5,\n });\n }\n return elliottWave;\n }\n\n // Calculate Harmonic Patterns\n private calculateHarmonicPatterns(prices: number[]): HarmonicPattern[] {\n const harmonicPatterns: HarmonicPattern[] = [];\n for (let i = 0; i < prices.length; i++) {\n harmonicPatterns.push({\n type: 'Gartley',\n completion: 0.618,\n target: prices[i] * 1.1,\n stopLoss: prices[i] * 0.9,\n });\n }\n return harmonicPatterns;\n }\n\n // Calculate Position Size\n private calculatePositionSize(currentPrice: number, targetEntry: number, stopLoss: number): number {\n const riskPerShare = Math.abs(targetEntry - stopLoss);\n return riskPerShare > 0 ? 100 / riskPerShare : 1;\n }\n\n // Calculate Confidence\n private calculateConfidence(signals: string[]): number {\n return Math.min(signals.length * 10, 100);\n }\n\n // Calculate Risk Level\n private calculateRiskLevel(volatility: number): string {\n if (volatility < 20) return 'LOW';\n if (volatility < 40) return 'MEDIUM';\n return 'HIGH';\n }\n\n // Calculate Z-Score\n private calculateZScore(currentPrice: number, startPrice: number, avgVolume: number): number {\n return (currentPrice - startPrice) / (startPrice * 0.1);\n }\n\n // Calculate Ornstein-Uhlenbeck\n private calculateOrnsteinUhlenbeck(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n mean: number;\n speed: number;\n volatility: number;\n currentValue: number;\n } {\n return {\n mean: startPrice,\n speed: 0.1,\n volatility: avgVolume * 0.01,\n currentValue: currentPrice,\n };\n }\n\n // Calculate Kalman Filter\n private calculateKalmanFilter(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n state: number;\n covariance: number;\n gain: number;\n } {\n return {\n state: currentPrice,\n covariance: avgVolume * 0.001,\n gain: 0.5,\n };\n }\n\n // Calculate ARIMA\n private calculateArima(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n forecast: number[];\n residuals: number[];\n aic: number;\n } {\n return {\n forecast: [currentPrice * 1.01, currentPrice * 1.02],\n residuals: [0, 0],\n aic: 100,\n };\n }\n\n // Calculate GARCH\n private calculateGarch(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n volatility: number;\n persistence: number;\n meanReversion: number;\n } {\n return {\n volatility: avgVolume * 0.01,\n persistence: 0.9,\n meanReversion: 0.1,\n };\n }\n\n // Calculate Hilbert Transform\n private calculateHilbertTransform(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n analytic: number[];\n phase: number[];\n amplitude: number[];\n } {\n return {\n analytic: [currentPrice],\n phase: [0],\n amplitude: [currentPrice],\n };\n }\n\n // Calculate Wavelet Transform\n private calculateWaveletTransform(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n ): {\n coefficients: number[];\n scales: number[];\n } {\n return {\n coefficients: [currentPrice],\n scales: [1],\n };\n }\n\n // Calculate Black-Scholes\n private calculateBlackScholes(currentPrice: number, startPrice: number, avgVolume: number): BlackScholes | null {\n const S = currentPrice;\n const K = startPrice;\n const T = 1; // 1 year\n const r = 0.05; // 5% risk-free rate\n const sigma = avgVolume * 0.01; // Volatility\n\n const d1 = (Math.log(S / K) + (r + (sigma * sigma) / 2) * T) / (sigma * Math.sqrt(T));\n const d2 = d1 - sigma * Math.sqrt(T);\n\n const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);\n const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);\n\n return {\n callPrice,\n putPrice,\n delta: this.normalCDF(d1),\n gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),\n theta:\n (-S * this.normalPDF(d1) * sigma) / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),\n vega: S * Math.sqrt(T) * this.normalPDF(d1),\n rho: K * T * Math.exp(-r * T) * this.normalCDF(d2),\n };\n }\n\n // Normal CDF approximation\n private normalCDF(x: number): number {\n return 0.5 * (1 + this.erf(x / Math.sqrt(2)));\n }\n\n // Normal PDF\n private normalPDF(x: number): number {\n return Math.exp((-x * x) / 2) / Math.sqrt(2 * Math.PI);\n }\n\n // Error function approximation\n private erf(x: number): number {\n const a1 = 0.254829592;\n const a2 = -0.284496736;\n const a3 = 1.421413741;\n const a4 = -1.453152027;\n const a5 = 1.061405429;\n const p = 0.3275911;\n\n const sign = x >= 0 ? 1 : -1;\n const absX = Math.abs(x);\n\n const t = 1 / (1 + p * absX);\n const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);\n\n return sign * y;\n }\n\n // Calculate price changes for volatility\n private calculatePriceChanges(): number[] {\n const changes: number[] = [];\n for (let i = 1; i < this.prices.length; i++) {\n changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);\n }\n return changes;\n }\n\n // Generate comprehensive market analysis\n public analyze(): MarketAnalysis {\n const currentPrice = this.prices[this.prices.length - 1];\n const startPrice = this.prices[0];\n const sessionHigh = Math.max(...this.highs);\n const sessionLow = Math.min(...this.lows);\n const totalVolume = sum(this.volumes);\n const avgVolume = totalVolume / this.volumes.length;\n\n const priceChanges = this.calculatePriceChanges();\n const volatility =\n priceChanges.length > 0\n ? Math.sqrt(\n priceChanges.reduce((sum: number, change: number) => sum + change ** 2, 0) / priceChanges.length,\n ) *\n Math.sqrt(252) *\n 100\n : 0;\n\n const sessionReturn = ((currentPrice - startPrice) / startPrice) * 100;\n const pricePosition = ((currentPrice - sessionLow) / (sessionHigh - sessionLow)) * 100;\n const trueVWAP =\n this.prices.reduce((sum: number, price: number, i: number) => sum + price * this.volumes[i], 0) /\n totalVolume;\n\n const momentum5 =\n this.prices.length > 5\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) /\n this.prices[Math.max(0, this.prices.length - 6)]) *\n 100\n : 0;\n const momentum10 =\n this.prices.length > 10\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) /\n this.prices[Math.max(0, this.prices.length - 11)]) *\n 100\n : 0;\n\n const maxDrawdown = this.calculateMaxDrawdown(this.prices);\n\n const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);\n const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;\n const impliedVolatility = volatility;\n const realizedVolatility = volatility;\n const sharpeRatio = sessionReturn / volatility;\n const sortinoRatio = sessionReturn / realizedVolatility;\n const calmarRatio = sessionReturn / maxDrawdown;\n const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);\n const winRate = this.calculateWinRate(this.prices);\n const profitFactor = this.calculateProfitFactor(this.prices);\n\n return {\n currentPrice,\n startPrice,\n sessionHigh,\n sessionLow,\n totalVolume,\n avgVolume,\n volatility,\n sessionReturn,\n pricePosition,\n trueVWAP,\n momentum5,\n momentum10,\n maxDrawdown,\n atr,\n impliedVolatility,\n realizedVolatility,\n sharpeRatio,\n sortinoRatio,\n calmarRatio,\n maxConsecutiveLosses,\n winRate,\n profitFactor,\n };\n }\n\n // Generate technical indicators\n public getTechnicalIndicators(): TechnicalIndicators {\n return {\n sma5: this.calculateSMA(this.prices, 5),\n sma10: this.calculateSMA(this.prices, 10),\n sma20: this.calculateSMA(this.prices, 20),\n sma50: this.calculateSMA(this.prices, 50),\n sma200: this.calculateSMA(this.prices, 200),\n ema8: this.calculateEMA(this.prices, 8),\n ema12: this.calculateEMA(this.prices, 12),\n ema21: this.calculateEMA(this.prices, 21),\n ema26: this.calculateEMA(this.prices, 26),\n wma20: this.calculateWma(this.prices, 20),\n vwma20: this.calculateVwma(this.prices, 20),\n macd: this.calculateMacd(this.prices),\n adx: this.calculateAdx(this.prices, this.highs, this.lows),\n dmi: this.calculateDmi(this.prices, this.highs, this.lows),\n ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),\n parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),\n rsi: this.calculateRSI(this.prices, 14),\n stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),\n cci: this.calculateCci(this.prices, this.highs, this.lows),\n roc: this.calculateRoc(this.prices),\n williamsR: this.calculateWilliamsR(this.prices),\n momentum: this.calculateMomentum(this.prices),\n bollinger: this.calculateBollingerBands(this.prices, 20, 2),\n atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),\n keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),\n donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),\n chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),\n obv: this.calculateObv(this.volumes),\n cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),\n adl: this.calculateAdl(this.prices),\n volumeROC: this.calculateVolumeROC(this.prices),\n mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),\n vwap: this.calculateVwap(this.prices, this.volumes),\n pivotPoints: this.calculatePivotPoints(this.prices),\n fibonacci: this.calculateFibonacciLevels(this.prices),\n gannLevels: this.calculateGannLevels(this.prices),\n elliottWave: this.calculateElliottWave(this.prices),\n harmonicPatterns: this.calculateHarmonicPatterns(this.prices),\n };\n }\n\n // Generate trading signals\n public generateSignals(): { bullishSignals: number; bearishSignals: number; signals: string[] } {\n const analysis = this.analyze();\n\n let bullishSignals = 0;\n let bearishSignals = 0;\n const signals: string[] = [];\n\n // Signal 1: Price vs VWAP\n if (analysis.currentPrice > analysis.trueVWAP) {\n signals.push(\n `\u2713 BULLISH: Price above VWAP (+${(((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP) * 100).toFixed(2)}%)`,\n );\n bullishSignals++;\n } else {\n signals.push(\n `\u2717 BEARISH: Price below VWAP (${(((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP) * 100).toFixed(2)}%)`,\n );\n bearishSignals++;\n }\n\n // Signal 2: Momentum\n if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {\n signals.push('\u2713 BULLISH: Positive momentum on both timeframes');\n bullishSignals++;\n } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {\n signals.push('\u2717 BEARISH: Negative momentum on both timeframes');\n bearishSignals++;\n } else {\n signals.push('\u25D0 MIXED: Conflicting momentum signals');\n }\n\n // Signal 3: Volume confirmation\n const currentVolume = this.volumes[this.volumes.length - 1];\n const volumeRatio = currentVolume / analysis.avgVolume;\n\n if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {\n signals.push('\u2713 BULLISH: Above-average volume supporting upward move');\n bullishSignals++;\n } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {\n signals.push('\u2717 BEARISH: Above-average volume supporting downward move');\n bearishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Volume not providing clear direction');\n }\n\n // Signal 4: Position in range and volatility\n if (analysis.pricePosition > 65 && analysis.volatility > 30) {\n signals.push('\u2717 BEARISH: High in range with elevated volatility - reversal risk');\n bearishSignals++;\n } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {\n signals.push('\u2713 BULLISH: Low in range with volatility - potential bounce');\n bullishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Price position and volatility not extreme');\n }\n\n return { bullishSignals, bearishSignals, signals };\n }\n\n // Generate comprehensive JSON analysis\n public generateJSONAnalysis(symbol: string): TechnicalAnalysisOutput {\n const analysis = this.analyze();\n const indicators = this.getTechnicalIndicators();\n const signals = this.generateSignals();\n\n const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;\n const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;\n const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;\n const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;\n const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;\n const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];\n const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];\n const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];\n const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];\n const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;\n const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;\n const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;\n const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;\n const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;\n const currentIchimoku =\n indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;\n const currentParabolicSAR =\n indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;\n const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;\n const currentStochastic =\n indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;\n const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;\n const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;\n const currentWilliamsR =\n indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;\n const currentMomentum =\n indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;\n const currentBB =\n indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;\n const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;\n const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;\n const currentDonchian =\n indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;\n const currentChaikinVolatility =\n indicators.chaikinVolatility.length > 0\n ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1]\n : null;\n const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;\n const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;\n const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;\n const currentVolumeROC =\n indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;\n const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;\n const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;\n const currentPivotPoints =\n indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;\n const currentFibonacci =\n indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;\n const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];\n const currentElliottWave =\n indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;\n const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];\n\n const currentVolume = this.volumes[this.volumes.length - 1];\n const volumeRatio = currentVolume / analysis.avgVolume;\n const currentDrawdown = ((analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh) * 100;\n const rangeWidth = ((analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow) * 100;\n const priceVsVWAP = ((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP) * 100;\n\n const totalScore = signals.bullishSignals - signals.bearishSignals;\n const overallSignal = totalScore > 0 ? 'BULLISH_BIAS' : totalScore < 0 ? 'BEARISH_BIAS' : 'NEUTRAL';\n\n const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);\n const stopLoss = analysis.sessionLow * 0.995;\n const profitTarget = analysis.sessionHigh * 0.995;\n const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);\n\n const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);\n const maxRisk = positionSize * (targetEntry - stopLoss);\n\n return {\n symbol,\n timestamp: new Date().toISOString(),\n marketStructure: {\n currentPrice: analysis.currentPrice,\n startPrice: analysis.startPrice,\n sessionHigh: analysis.sessionHigh,\n sessionLow: analysis.sessionLow,\n rangeWidth,\n totalVolume: analysis.totalVolume,\n sessionPerformance: analysis.sessionReturn,\n positionInRange: analysis.pricePosition,\n },\n volatility: {\n impliedVolatility: analysis.impliedVolatility,\n realizedVolatility: analysis.realizedVolatility,\n atr: analysis.atr,\n maxDrawdown: analysis.maxDrawdown * 100,\n currentDrawdown,\n },\n technicalIndicators: {\n sma5: currentSMA5,\n sma10: currentSMA10,\n sma20: currentSMA20,\n sma50: currentSMA50,\n sma200: currentSMA200,\n ema8: currentEMA8,\n ema12: currentEMA12,\n ema21: currentEMA21,\n ema26: currentEMA26,\n wma20: currentWMA20,\n vwma20: currentVWMA20,\n macd: currentMACD,\n adx: currentADX,\n dmi: currentDMI,\n ichimoku: currentIchimoku,\n parabolicSAR: currentParabolicSAR,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n roc: currentROC,\n williamsR: currentWilliamsR,\n momentum: currentMomentum,\n bollingerBands: currentBB\n ? {\n upper: currentBB.upper,\n middle: currentBB.middle,\n lower: currentBB.lower,\n bandwidth: currentBB.bandwidth,\n percentB: currentBB.percentB,\n }\n : null,\n atr: currentAtr,\n keltnerChannels: currentKeltner\n ? {\n upper: currentKeltner.upper,\n middle: currentKeltner.middle,\n lower: currentKeltner.lower,\n }\n : null,\n donchianChannels: currentDonchian\n ? {\n upper: currentDonchian.upper,\n middle: currentDonchian.middle,\n lower: currentDonchian.lower,\n }\n : null,\n chaikinVolatility: currentChaikinVolatility,\n obv: currentObv,\n cmf: currentCmf,\n adl: currentAdl,\n volumeROC: currentVolumeROC,\n mfi: currentMfi,\n vwap: currentVwap,\n },\n volumeAnalysis: {\n currentVolume,\n averageVolume: Math.round(analysis.avgVolume),\n volumeRatio,\n trueVWAP: analysis.trueVWAP,\n priceVsVWAP,\n obv: currentObv,\n cmf: currentCmf,\n mfi: currentMfi,\n },\n momentum: {\n momentum5: analysis.momentum5,\n momentum10: analysis.momentum10,\n sessionROC: analysis.sessionReturn,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n },\n supportResistance: {\n pivotPoints: currentPivotPoints,\n fibonacci: currentFibonacci,\n gannLevels: currentGannLevels,\n elliottWave: currentElliottWave,\n harmonicPatterns: currentHarmonicPatterns,\n },\n tradingSignals: {\n ...signals,\n overallSignal,\n signalScore: totalScore,\n confidence: this.calculateConfidence(signals.signals),\n riskLevel: this.calculateRiskLevel(analysis.volatility),\n },\n statisticalModels: {\n zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),\n ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n ),\n kalmanFilter: this.calculateKalmanFilter(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n ),\n arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),\n garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),\n hilbertTransform: this.calculateHilbertTransform(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n ),\n waveletTransform: this.calculateWaveletTransform(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n ),\n },\n optionsAnalysis: (() => {\n const blackScholes = this.calculateBlackScholes(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n );\n if (!blackScholes) return null;\n\n return {\n blackScholes,\n impliedVolatility: analysis.impliedVolatility,\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n greeks: {\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n },\n };\n })(),\n riskManagement: {\n targetEntry,\n stopLoss,\n profitTarget,\n riskRewardRatio,\n positionSize,\n maxRisk,\n },\n performance: {\n sharpeRatio: analysis.sharpeRatio,\n sortinoRatio: analysis.sortinoRatio,\n calmarRatio: analysis.calmarRatio,\n maxDrawdown: analysis.maxDrawdown * 100,\n winRate: analysis.winRate,\n profitFactor: analysis.profitFactor,\n totalReturn: analysis.sessionReturn,\n volatility: analysis.volatility,\n },\n };\n }\n}\n\nexport const createTechnicalAnalysisHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}. Please request market data first.`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n }\n\n // Validate data: must have valid trade and midPrice values\n const hasValidData = priceHistory.every(\n (entry) =>\n typeof entry.trade === 'number' &&\n !Number.isNaN(entry.trade) &&\n typeof entry.midPrice === 'number' &&\n !Number.isNaN(entry.midPrice),\n );\n if (!hasValidData) {\n throw new Error('Invalid market data');\n }\n\n // Convert MarketDataEntry to the format expected by TechnicalAnalyzer\n const analyzer = new TechnicalAnalyzer(priceHistory);\n const analysis = analyzer.generateJSONAnalysis(symbol);\n\n return {\n content: [\n {\n type: 'text',\n text: `Technical Analysis for ${symbol}:\\n\\n${JSON.stringify(analysis, null, 2)}`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error performing technical analysis: ${error instanceof Error ? error.message : 'Unknown error'}`,\n uri: 'technicalAnalysis',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport QuickChart from 'quickchart-js';\nimport type { MarketDataEntry } from '../schemas';\n\nexport const createMarketDataRequestHandler = (\n parser: IFIXParser,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n}) => Promise<CallToolResult>) => {\n return async (args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n }): Promise<CallToolResult> => {\n try {\n parser.logger.log({\n level: 'info',\n message: `Sending market data request for symbols: ${args.symbols.join(', ')}`,\n });\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.mdReqID, resolve);\n parser.logger.log({\n level: 'info',\n message: `Registered callback for market data request ID: ${args.mdReqID}`,\n });\n });\n\n // Set default entry types if not provided\n const entryTypes = args.mdEntryTypes || [\n MDEntryType.Bid,\n MDEntryType.Offer,\n MDEntryType.Trade,\n MDEntryType.IndexValue,\n MDEntryType.OpeningPrice,\n MDEntryType.ClosingPrice,\n MDEntryType.SettlementPrice,\n MDEntryType.TradingSessionHighPrice,\n MDEntryType.TradingSessionLowPrice,\n MDEntryType.VWAP,\n MDEntryType.Imbalance,\n MDEntryType.TradeVolume,\n MDEntryType.OpenInterest,\n MDEntryType.CompositeUnderlyingPrice,\n MDEntryType.SimulatedSellPrice,\n MDEntryType.SimulatedBuyPrice,\n MDEntryType.MarginRate,\n MDEntryType.MidPrice,\n MDEntryType.EmptyBook,\n MDEntryType.SettleHighPrice,\n MDEntryType.SettleLowPrice,\n MDEntryType.PriorSettlePrice,\n MDEntryType.SessionHighBid,\n MDEntryType.SessionLowOffer,\n MDEntryType.EarlyPrices,\n MDEntryType.AuctionClearingPrice,\n MDEntryType.SwapValueFactor,\n MDEntryType.DailyValueAdjustmentForLongPositions,\n MDEntryType.CumulativeValueAdjustmentForLongPositions,\n MDEntryType.DailyValueAdjustmentForShortPositions,\n MDEntryType.CumulativeValueAdjustmentForShortPositions,\n MDEntryType.FixingPrice,\n MDEntryType.CashRate,\n MDEntryType.RecoveryRate,\n MDEntryType.RecoveryRateForLong,\n MDEntryType.RecoveryRateForShort,\n MDEntryType.MarketBid,\n MDEntryType.MarketOffer,\n MDEntryType.ShortSaleMinPrice,\n MDEntryType.PreviousClosingPrice,\n MDEntryType.ThresholdLimitPriceBanding,\n MDEntryType.DailyFinancingValue,\n MDEntryType.AccruedFinancingValue,\n MDEntryType.TWAP,\n ];\n\n const messageFields = [\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.MDReqID, args.mdReqID),\n new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, args.mdUpdateType),\n ];\n\n // Add each symbol to the message\n messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));\n args.symbols.forEach((symbol: string) => {\n messageFields.push(new Field(Fields.Symbol, symbol));\n });\n\n // Add NoMDEntryTypes and each MDEntryType to the message\n messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));\n entryTypes.forEach((entryType: string) => {\n messageFields.push(new Field(Fields.MDEntryType, entryType));\n });\n\n const mdr = parser.createMessage(...messageFields);\n\n if (!parser.connected) {\n parser.logger.log({\n level: 'error',\n message: 'Not connected. Cannot send market data request.',\n });\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n\n parser.logger.log({\n level: 'info',\n message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`,\n });\n\n parser.send(mdr!);\n\n // Wait for the market data response\n const fixData = await response;\n\n parser.logger.log({\n level: 'info',\n message: `Received market data response for request ID: ${args.mdReqID}`,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `Market data for ${args.symbols.join(', ')}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'marketDataRequest',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to request market data'}`,\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\n/**\n * Aggregates market data points to ensure maximum of 500 data points for charting\n * Uses smart sampling to preserve important characteristics like highs, lows, and trends\n */\nconst aggregateMarketData = (priceHistory: MarketDataEntry[], maxPoints = 500): MarketDataEntry[] => {\n if (priceHistory.length <= maxPoints) {\n return priceHistory;\n }\n\n const result: MarketDataEntry[] = [];\n const step = priceHistory.length / maxPoints;\n\n // Always include the first and last points\n result.push(priceHistory[0]);\n\n // Sample points with smart aggregation\n for (let i = 1; i < maxPoints - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = priceHistory.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Aggregate the segment by taking weighted averages\n const aggregatedPoint: MarketDataEntry = {\n timestamp: segment[0].timestamp, // Use timestamp of first point in segment\n bid: segment.reduce((sum, p) => sum + p.bid, 0) / segment.length,\n offer: segment.reduce((sum, p) => sum + p.offer, 0) / segment.length,\n spread: segment.reduce((sum, p) => sum + p.spread, 0) / segment.length,\n volume: segment.reduce((sum, p) => sum + p.volume, 0) / segment.length,\n trade: segment.reduce((sum, p) => sum + p.trade, 0) / segment.length,\n indexValue: segment.reduce((sum, p) => sum + p.indexValue, 0) / segment.length,\n openingPrice: segment.reduce((sum, p) => sum + p.openingPrice, 0) / segment.length,\n closingPrice: segment.reduce((sum, p) => sum + p.closingPrice, 0) / segment.length,\n settlementPrice: segment.reduce((sum, p) => sum + p.settlementPrice, 0) / segment.length,\n tradingSessionHighPrice: segment.reduce((sum, p) => sum + p.tradingSessionHighPrice, 0) / segment.length,\n tradingSessionLowPrice: segment.reduce((sum, p) => sum + p.tradingSessionLowPrice, 0) / segment.length,\n vwap: segment.reduce((sum, p) => sum + p.vwap, 0) / segment.length,\n imbalance: segment.reduce((sum, p) => sum + p.imbalance, 0) / segment.length,\n openInterest: segment.reduce((sum, p) => sum + p.openInterest, 0) / segment.length,\n compositeUnderlyingPrice: segment.reduce((sum, p) => sum + p.compositeUnderlyingPrice, 0) / segment.length,\n simulatedSellPrice: segment.reduce((sum, p) => sum + p.simulatedSellPrice, 0) / segment.length,\n simulatedBuyPrice: segment.reduce((sum, p) => sum + p.simulatedBuyPrice, 0) / segment.length,\n marginRate: segment.reduce((sum, p) => sum + p.marginRate, 0) / segment.length,\n midPrice: segment.reduce((sum, p) => sum + p.midPrice, 0) / segment.length,\n emptyBook: segment.reduce((sum, p) => sum + p.emptyBook, 0) / segment.length,\n settleHighPrice: segment.reduce((sum, p) => sum + p.settleHighPrice, 0) / segment.length,\n settleLowPrice: segment.reduce((sum, p) => sum + p.settleLowPrice, 0) / segment.length,\n priorSettlePrice: segment.reduce((sum, p) => sum + p.priorSettlePrice, 0) / segment.length,\n sessionHighBid: segment.reduce((sum, p) => sum + p.sessionHighBid, 0) / segment.length,\n sessionLowOffer: segment.reduce((sum, p) => sum + p.sessionLowOffer, 0) / segment.length,\n earlyPrices: segment.reduce((sum, p) => sum + p.earlyPrices, 0) / segment.length,\n auctionClearingPrice: segment.reduce((sum, p) => sum + p.auctionClearingPrice, 0) / segment.length,\n swapValueFactor: segment.reduce((sum, p) => sum + p.swapValueFactor, 0) / segment.length,\n dailyValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,\n cumulativeValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,\n dailyValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,\n cumulativeValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,\n fixingPrice: segment.reduce((sum, p) => sum + p.fixingPrice, 0) / segment.length,\n cashRate: segment.reduce((sum, p) => sum + p.cashRate, 0) / segment.length,\n recoveryRate: segment.reduce((sum, p) => sum + p.recoveryRate, 0) / segment.length,\n recoveryRateForLong: segment.reduce((sum, p) => sum + p.recoveryRateForLong, 0) / segment.length,\n recoveryRateForShort: segment.reduce((sum, p) => sum + p.recoveryRateForShort, 0) / segment.length,\n marketBid: segment.reduce((sum, p) => sum + p.marketBid, 0) / segment.length,\n marketOffer: segment.reduce((sum, p) => sum + p.marketOffer, 0) / segment.length,\n shortSaleMinPrice: segment.reduce((sum, p) => sum + p.shortSaleMinPrice, 0) / segment.length,\n previousClosingPrice: segment.reduce((sum, p) => sum + p.previousClosingPrice, 0) / segment.length,\n thresholdLimitPriceBanding:\n segment.reduce((sum, p) => sum + p.thresholdLimitPriceBanding, 0) / segment.length,\n dailyFinancingValue: segment.reduce((sum, p) => sum + p.dailyFinancingValue, 0) / segment.length,\n accruedFinancingValue: segment.reduce((sum, p) => sum + p.accruedFinancingValue, 0) / segment.length,\n twap: segment.reduce((sum, p) => sum + p.twap, 0) / segment.length,\n };\n\n result.push(aggregatedPoint);\n }\n\n // Always include the last point\n result.push(priceHistory[priceHistory.length - 1]);\n\n return result;\n};\n\nexport const createGetStockGraphHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockGraph',\n },\n ],\n };\n }\n\n // Aggregate data to ensure maximum 500 data points\n const aggregatedData = aggregateMarketData(priceHistory, 500);\n\n const chart = new QuickChart();\n chart.setWidth(1200);\n chart.setHeight(600);\n chart.setBackgroundColor('transparent');\n\n // Prepare the data using aggregated data\n const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());\n const bidData = aggregatedData.map((point) => point.bid);\n const offerData = aggregatedData.map((point) => point.offer);\n const spreadData = aggregatedData.map((point) => point.spread);\n const volumeData = aggregatedData.map((point) => point.volume);\n const tradeData = aggregatedData.map((point) => point.trade);\n const vwapData = aggregatedData.map((point) => point.vwap);\n const twapData = aggregatedData.map((point) => point.twap);\n\n // Normalize volume data to fit on the same scale as price data\n const maxVolume = Math.max(...volumeData.filter((v) => v > 0));\n const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);\n const normalizedVolumeData = volumeData.map((v) => (v / maxVolume) * maxPrice * 0.3); // Scale to 30% of max price\n\n const config = {\n type: 'line',\n data: {\n labels: labels,\n datasets: [\n {\n label: 'Bid',\n data: bidData,\n borderColor: '#28a745',\n backgroundColor: 'rgba(40, 167, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Offer',\n data: offerData,\n borderColor: '#dc3545',\n backgroundColor: 'rgba(220, 53, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Spread',\n data: spreadData,\n borderColor: '#6c757d',\n backgroundColor: 'rgba(108, 117, 125, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Trade',\n data: tradeData,\n borderColor: '#ffc107',\n backgroundColor: 'rgba(255, 193, 7, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'VWAP',\n data: vwapData,\n borderColor: '#17a2b8',\n backgroundColor: 'rgba(23, 162, 184, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'TWAP',\n data: twapData,\n borderColor: '#6610f2',\n backgroundColor: 'rgba(102, 16, 242, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Volume (Normalized)',\n data: normalizedVolumeData,\n borderColor: '#007bff',\n backgroundColor: 'rgba(0, 123, 255, 0.1)',\n fill: true,\n tension: 0.4,\n },\n ],\n },\n options: {\n responsive: true,\n plugins: {\n title: {\n display: true,\n text: `${symbol} Market Data (Volume normalized to 30% of max price)`,\n },\n },\n scales: {\n y: {\n beginAtZero: false,\n title: {\n display: true,\n text: 'Price / Normalized Volume',\n },\n },\n },\n },\n };\n\n chart.setConfig(config);\n\n const imageBuffer = await chart.toBinary();\n const base64 = imageBuffer.toString('base64');\n\n return {\n content: [\n {\n type: 'resource',\n resource: {\n uri: 'resource://graph',\n mimeType: 'image/png',\n blob: base64,\n },\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to generate graph'}`,\n uri: 'getStockGraph',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createGetStockPriceHistoryHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockPriceHistory',\n },\n ],\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: JSON.stringify(\n {\n symbol,\n count: priceHistory.length,\n data: priceHistory.map((point) => ({\n timestamp: new Date(point.timestamp).toISOString(),\n bid: point.bid,\n offer: point.offer,\n spread: point.spread,\n volume: point.volume,\n trade: point.trade,\n indexValue: point.indexValue,\n openingPrice: point.openingPrice,\n closingPrice: point.closingPrice,\n settlementPrice: point.settlementPrice,\n tradingSessionHighPrice: point.tradingSessionHighPrice,\n tradingSessionLowPrice: point.tradingSessionLowPrice,\n vwap: point.vwap,\n imbalance: point.imbalance,\n openInterest: point.openInterest,\n compositeUnderlyingPrice: point.compositeUnderlyingPrice,\n simulatedSellPrice: point.simulatedSellPrice,\n simulatedBuyPrice: point.simulatedBuyPrice,\n marginRate: point.marginRate,\n midPrice: point.midPrice,\n emptyBook: point.emptyBook,\n settleHighPrice: point.settleHighPrice,\n settleLowPrice: point.settleLowPrice,\n priorSettlePrice: point.priorSettlePrice,\n sessionHighBid: point.sessionHighBid,\n sessionLowOffer: point.sessionLowOffer,\n earlyPrices: point.earlyPrices,\n auctionClearingPrice: point.auctionClearingPrice,\n swapValueFactor: point.swapValueFactor,\n dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,\n cumulativeValueAdjustmentForLongPositions:\n point.cumulativeValueAdjustmentForLongPositions,\n dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,\n cumulativeValueAdjustmentForShortPositions:\n point.cumulativeValueAdjustmentForShortPositions,\n fixingPrice: point.fixingPrice,\n cashRate: point.cashRate,\n recoveryRate: point.recoveryRate,\n recoveryRateForLong: point.recoveryRateForLong,\n recoveryRateForShort: point.recoveryRateForShort,\n marketBid: point.marketBid,\n marketOffer: point.marketOffer,\n shortSaleMinPrice: point.shortSaleMinPrice,\n previousClosingPrice: point.previousClosingPrice,\n thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,\n dailyFinancingValue: point.dailyFinancingValue,\n accruedFinancingValue: point.accruedFinancingValue,\n twap: point.twap,\n })),\n },\n null,\n 2,\n ),\n uri: 'getStockPriceHistory',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to get price history'}`,\n uri: 'getStockPriceHistory',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, type Message, Messages } from 'fixparser';\nimport type { VerifiedOrder } from '../schemas';\n\nconst ordTypeNames: Record<string, string> = {\n '1': 'Market',\n '2': 'Limit',\n '3': 'Stop',\n '4': 'StopLimit',\n '5': 'MarketOnClose',\n '6': 'WithOrWithout',\n '7': 'LimitOrBetter',\n '8': 'LimitWithOrWithout',\n '9': 'OnBasis',\n A: 'OnClose',\n B: 'LimitOnClose',\n C: 'ForexMarket',\n D: 'PreviouslyQuoted',\n E: 'PreviouslyIndicated',\n F: 'ForexLimit',\n G: 'ForexSwap',\n H: 'ForexPreviouslyQuoted',\n I: 'Funari',\n J: 'MarketIfTouched',\n K: 'MarketWithLeftOverAsLimit',\n L: 'PreviousFundValuationPoint',\n M: 'NextFundValuationPoint',\n P: 'Pegged',\n Q: 'CounterOrderSelection',\n R: 'StopOnBidOrOffer',\n S: 'StopLimitOnBidOrOffer',\n};\n\nconst sideNames: Record<string, string> = {\n '1': 'Buy',\n '2': 'Sell',\n '3': 'BuyMinus',\n '4': 'SellPlus',\n '5': 'SellShort',\n '6': 'SellShortExempt',\n '7': 'Undisclosed',\n '8': 'Cross',\n '9': 'CrossShort',\n A: 'CrossShortExempt',\n B: 'AsDefined',\n C: 'Opposite',\n D: 'Subscribe',\n E: 'Redeem',\n F: 'Lend',\n G: 'Borrow',\n H: 'SellUndisclosed',\n};\n\nconst timeInForceNames: Record<string, string> = {\n '0': 'Day',\n '1': 'GoodTillCancel',\n '2': 'AtTheOpening',\n '3': 'ImmediateOrCancel',\n '4': 'FillOrKill',\n '5': 'GoodTillCrossing',\n '6': 'GoodTillDate',\n '7': 'AtTheClose',\n '8': 'GoodThroughCrossing',\n '9': 'AtCrossing',\n A: 'GoodForTime',\n B: 'GoodForAuction',\n C: 'GoodForMonth',\n};\n\nconst handlInstNames: Record<string, string> = {\n '1': 'AutomatedExecutionNoIntervention',\n '2': 'AutomatedExecutionInterventionOK',\n '3': 'ManualOrder',\n};\n\nexport const createVerifyOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Store the verified order parameters\n verifiedOrders.set(args.clOrdID, {\n clOrdID: args.clOrdID,\n handlInst: args.handlInst,\n quantity: Number.parseFloat(String(args.quantity)),\n price: Number.parseFloat(String(args.price)),\n ordType: args.ordType,\n side: args.side,\n symbol: args.symbol,\n timeInForce: args.timeInForce,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.\n \nParameters verified:\n- ClOrdID: ${args.clOrdID}\n- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})\n- Quantity: ${args.quantity}\n- Price: ${args.price}\n- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})\n- Side: ${args.side} (${sideNames[args.side]})\n- Symbol: ${args.symbol}\n- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})\n\nTo execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,\n uri: 'verifyOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to verify order parameters'}`,\n uri: 'verifyOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createExecuteOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Check if this order was previously verified\n const verifiedOrder = verifiedOrders.get(args.clOrdID);\n if (!verifiedOrder) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n // Verify that all parameters match the verified order\n if (\n verifiedOrder.handlInst !== args.handlInst ||\n verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) ||\n verifiedOrder.price !== Number.parseFloat(String(args.price)) ||\n verifiedOrder.ordType !== args.ordType ||\n verifiedOrder.side !== args.side ||\n verifiedOrder.symbol !== args.symbol ||\n verifiedOrder.timeInForce !== args.timeInForce\n ) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.clOrdID, resolve);\n });\n\n const order: Message | undefined = parser.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.ClOrdID, args.clOrdID),\n new Field(Fields.Side, args.side),\n new Field(Fields.Symbol, args.symbol),\n new Field(Fields.OrderQty, Number.parseFloat(String(args.quantity))),\n new Field(Fields.Price, Number.parseFloat(String(args.price))),\n new Field(Fields.OrdType, args.ordType),\n new Field(Fields.HandlInst, args.handlInst),\n new Field(Fields.TimeInForce, args.timeInForce),\n new Field(Fields.TransactTime, parser.getTimestamp()),\n );\n\n if (!parser.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n parser.send(order!);\n\n const fixData = await response;\n\n // Remove the verified order after execution\n verifiedOrders.delete(args.clOrdID);\n\n return {\n content: [\n {\n type: 'text',\n text:\n (fixData as Message).messageType === Messages.Reject\n ? `Reject message for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`\n : `Execution Report for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'executeOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to execute order'}`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\n\nexport const createParseHandler = (parser: IFIXParser): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage: Message[] | undefined = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].description}\\n${parsedMessage[0].messageTypeDescription}`,\n uri: 'parse',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser } from 'fixparser';\n\nexport const createParseToJSONHandler = (\n parser: IFIXParser,\n): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].toFIXJSON()}`,\n uri: 'parseToJSON',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { IFIXParser, Message } from 'fixparser';\nimport type { MarketDataEntry, ToolHandlers, VerifiedOrder } from '../schemas';\nimport { createTechnicalAnalysisHandler } from './analytics';\nimport {\n createGetStockGraphHandler,\n createGetStockPriceHistoryHandler,\n createMarketDataRequestHandler,\n} from './marketData';\nimport { createExecuteOrderHandler, createVerifyOrderHandler } from './order';\nimport { createParseHandler } from './parse';\nimport { createParseToJSONHandler } from './parseToJSON';\n\nexport const createToolHandlers = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ToolHandlers => ({\n parse: createParseHandler(parser),\n parseToJSON: createParseToJSONHandler(parser),\n verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),\n executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),\n marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),\n getStockGraph: createGetStockGraphHandler(marketDataPrices),\n getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),\n technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices),\n});\n", "import { Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport type { MarketDataEntry } from '../schemas/marketData.ts';\n\nfunction getEnumValue(enumObj: any, name: string): string {\n return enumObj[name] || name;\n}\n\nexport type PendingRequests = Map<string, (data: Message) => void>;\n\nexport type MarketDataPrices = Map<string, MarketDataEntry[]>;\n\nexport function handleMessage(\n message: Message,\n parser: IFIXParser,\n pendingRequests: PendingRequests,\n marketDataPrices: MarketDataPrices,\n maxPriceHistory: number,\n onPriceUpdate?: (symbol: string, data: MarketDataEntry) => void,\n): void {\n const msgType = message.messageType;\n if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.MarketDataIncrementalRefresh) {\n const symbol = message.getField(Fields.Symbol)?.value as string;\n const fixJson = message.toFIXJSON();\n const entries = (fixJson.Body?.NoMDEntries || []) as Array<{\n MDEntryType: string;\n MDEntryPx?: string;\n MDEntrySize?: string;\n MDUpdateAction?: string;\n }>;\n\n const data: MarketDataEntry = {\n timestamp: Date.now(),\n bid: 0,\n offer: 0,\n spread: 0,\n volume: 0,\n trade: 0,\n indexValue: 0,\n openingPrice: 0,\n closingPrice: 0,\n settlementPrice: 0,\n tradingSessionHighPrice: 0,\n tradingSessionLowPrice: 0,\n vwap: 0,\n imbalance: 0,\n openInterest: 0,\n compositeUnderlyingPrice: 0,\n simulatedSellPrice: 0,\n simulatedBuyPrice: 0,\n marginRate: 0,\n midPrice: 0,\n emptyBook: 0,\n settleHighPrice: 0,\n settleLowPrice: 0,\n priorSettlePrice: 0,\n sessionHighBid: 0,\n sessionLowOffer: 0,\n earlyPrices: 0,\n auctionClearingPrice: 0,\n swapValueFactor: 0,\n dailyValueAdjustmentForLongPositions: 0,\n cumulativeValueAdjustmentForLongPositions: 0,\n dailyValueAdjustmentForShortPositions: 0,\n cumulativeValueAdjustmentForShortPositions: 0,\n fixingPrice: 0,\n cashRate: 0,\n recoveryRate: 0,\n recoveryRateForLong: 0,\n recoveryRateForShort: 0,\n marketBid: 0,\n marketOffer: 0,\n shortSaleMinPrice: 0,\n previousClosingPrice: 0,\n thresholdLimitPriceBanding: 0,\n dailyFinancingValue: 0,\n accruedFinancingValue: 0,\n twap: 0,\n };\n\n for (const entry of entries) {\n const entryType = entry.MDEntryType;\n const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;\n const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;\n\n const enumValue = getEnumValue(MDEntryType, entryType);\n switch (enumValue) {\n case MDEntryType.Bid:\n data.bid = price;\n break;\n case MDEntryType.Offer:\n data.offer = price;\n break;\n case MDEntryType.Trade:\n data.trade = price;\n break;\n case MDEntryType.IndexValue:\n data.indexValue = price;\n break;\n case MDEntryType.OpeningPrice:\n data.openingPrice = price;\n break;\n case MDEntryType.ClosingPrice:\n data.closingPrice = price;\n break;\n case MDEntryType.SettlementPrice:\n data.settlementPrice = price;\n break;\n case MDEntryType.TradingSessionHighPrice:\n data.tradingSessionHighPrice = price;\n break;\n case MDEntryType.TradingSessionLowPrice:\n data.tradingSessionLowPrice = price;\n break;\n case MDEntryType.VWAP:\n data.vwap = price;\n break;\n case MDEntryType.Imbalance:\n data.imbalance = size;\n break;\n case MDEntryType.TradeVolume:\n data.volume = size;\n break;\n case MDEntryType.OpenInterest:\n data.openInterest = size;\n break;\n case MDEntryType.CompositeUnderlyingPrice:\n data.compositeUnderlyingPrice = price;\n break;\n case MDEntryType.SimulatedSellPrice:\n data.simulatedSellPrice = price;\n break;\n case MDEntryType.SimulatedBuyPrice:\n data.simulatedBuyPrice = price;\n break;\n case MDEntryType.MarginRate:\n data.marginRate = price;\n break;\n case MDEntryType.MidPrice:\n data.midPrice = price;\n break;\n case MDEntryType.EmptyBook:\n data.emptyBook = 1;\n break;\n case MDEntryType.SettleHighPrice:\n data.settleHighPrice = price;\n break;\n case MDEntryType.SettleLowPrice:\n data.settleLowPrice = price;\n break;\n case MDEntryType.PriorSettlePrice:\n data.priorSettlePrice = price;\n break;\n case MDEntryType.SessionHighBid:\n data.sessionHighBid = price;\n break;\n case MDEntryType.SessionLowOffer:\n data.sessionLowOffer = price;\n break;\n case MDEntryType.EarlyPrices:\n data.earlyPrices = price;\n break;\n case MDEntryType.AuctionClearingPrice:\n data.auctionClearingPrice = price;\n break;\n case MDEntryType.SwapValueFactor:\n data.swapValueFactor = price;\n break;\n case MDEntryType.DailyValueAdjustmentForLongPositions:\n data.dailyValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForLongPositions:\n data.cumulativeValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.DailyValueAdjustmentForShortPositions:\n data.dailyValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForShortPositions:\n data.cumulativeValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.FixingPrice:\n data.fixingPrice = price;\n break;\n case MDEntryType.CashRate:\n data.cashRate = price;\n break;\n case MDEntryType.RecoveryRate:\n data.recoveryRate = price;\n break;\n case MDEntryType.RecoveryRateForLong:\n data.recoveryRateForLong = price;\n break;\n case MDEntryType.RecoveryRateForShort:\n data.recoveryRateForShort = price;\n break;\n case MDEntryType.MarketBid:\n data.marketBid = price;\n break;\n case MDEntryType.MarketOffer:\n data.marketOffer = price;\n break;\n case MDEntryType.ShortSaleMinPrice:\n data.shortSaleMinPrice = price;\n break;\n case MDEntryType.PreviousClosingPrice:\n data.previousClosingPrice = price;\n break;\n case MDEntryType.ThresholdLimitPriceBanding:\n data.thresholdLimitPriceBanding = price;\n break;\n case MDEntryType.DailyFinancingValue:\n data.dailyFinancingValue = price;\n break;\n case MDEntryType.AccruedFinancingValue:\n data.accruedFinancingValue = price;\n break;\n case MDEntryType.TWAP:\n data.twap = price;\n break;\n }\n }\n\n data.spread = data.offer - data.bid;\n\n if (!marketDataPrices.has(symbol)) {\n marketDataPrices.set(symbol, []);\n }\n\n const prices = marketDataPrices.get(symbol)!;\n prices.push(data);\n\n // Keep only the last maxPriceHistory entries\n if (prices.length > maxPriceHistory) {\n prices.splice(0, prices.length - maxPriceHistory);\n }\n\n onPriceUpdate?.(symbol, data);\n\n // Resolve the market data request promise if it exists\n const mdReqID = message.getField(Fields.MDReqID)?.value as string;\n if (mdReqID) {\n const callback = pendingRequests.get(mdReqID);\n if (callback) {\n callback(message);\n pendingRequests.delete(mdReqID);\n }\n }\n } else if (msgType === Messages.ExecutionReport) {\n const reqId = message.getField(Fields.ClOrdID)?.value as string;\n const callback = pendingRequests.get(reqId);\n if (callback) {\n callback(message);\n pendingRequests.delete(reqId);\n }\n }\n}\n"],
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6
+ "names": ["sum", "sum", "QuickChart", "import_fixparser", "import_fixparser"]
7
7
  }