fixparser-plugin-mcp 9.1.7-b8fd1147 → 9.1.7-be52c470
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +933 -631
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1072 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1371 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +923 -646
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1062 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1333 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +14 -4
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +14 -4
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +10 -10
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -7
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/esm/MCPRemote.mjs
CHANGED
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@@ -5,38 +5,910 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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-
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-
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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|
272
|
+
schema: {
|
|
273
|
+
type: "object",
|
|
274
|
+
properties: {
|
|
275
|
+
symbol: { type: "string" }
|
|
276
|
+
},
|
|
277
|
+
required: ["symbol"]
|
|
278
|
+
}
|
|
279
|
+
}
|
|
280
|
+
};
|
|
281
|
+
|
|
282
|
+
// src/tools/marketData.ts
|
|
283
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
+
import QuickChart from "quickchart-js";
|
|
285
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
+
return async (args) => {
|
|
287
|
+
try {
|
|
288
|
+
const response = new Promise((resolve) => {
|
|
289
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
290
|
+
});
|
|
291
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
292
|
+
const messageFields = [
|
|
293
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
294
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
295
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
296
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
297
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
298
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
299
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
300
|
+
new Field(Fields.MarketDepth, 0),
|
|
301
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
302
|
+
];
|
|
303
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
304
|
+
args.symbols.forEach((symbol) => {
|
|
305
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
306
|
+
});
|
|
307
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
308
|
+
entryTypes.forEach((entryType) => {
|
|
309
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
310
|
+
});
|
|
311
|
+
const mdr = parser.createMessage(...messageFields);
|
|
312
|
+
if (!parser.connected) {
|
|
313
|
+
return {
|
|
314
|
+
content: [
|
|
315
|
+
{
|
|
316
|
+
type: "text",
|
|
317
|
+
text: "Error: Not connected. Ignoring message.",
|
|
318
|
+
uri: "marketDataRequest"
|
|
319
|
+
}
|
|
320
|
+
],
|
|
321
|
+
isError: true
|
|
322
|
+
};
|
|
323
|
+
}
|
|
324
|
+
parser.send(mdr);
|
|
325
|
+
const fixData = await response;
|
|
326
|
+
return {
|
|
327
|
+
content: [
|
|
328
|
+
{
|
|
329
|
+
type: "text",
|
|
330
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
331
|
+
uri: "marketDataRequest"
|
|
332
|
+
}
|
|
333
|
+
]
|
|
334
|
+
};
|
|
335
|
+
} catch (error) {
|
|
336
|
+
return {
|
|
337
|
+
content: [
|
|
338
|
+
{
|
|
339
|
+
type: "text",
|
|
340
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
341
|
+
uri: "marketDataRequest"
|
|
342
|
+
}
|
|
343
|
+
],
|
|
344
|
+
isError: true
|
|
345
|
+
};
|
|
346
|
+
}
|
|
347
|
+
};
|
|
348
|
+
};
|
|
349
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
350
|
+
return async (args) => {
|
|
351
|
+
try {
|
|
352
|
+
const symbol = args.symbol;
|
|
353
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
354
|
+
if (priceHistory.length === 0) {
|
|
355
|
+
return {
|
|
356
|
+
content: [
|
|
357
|
+
{
|
|
358
|
+
type: "text",
|
|
359
|
+
text: `No price data available for ${symbol}`,
|
|
360
|
+
uri: "getStockGraph"
|
|
361
|
+
}
|
|
362
|
+
]
|
|
363
|
+
};
|
|
364
|
+
}
|
|
365
|
+
const chart = new QuickChart();
|
|
366
|
+
chart.setWidth(1200);
|
|
367
|
+
chart.setHeight(600);
|
|
368
|
+
chart.setBackgroundColor("transparent");
|
|
369
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
370
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
371
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
372
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
373
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
374
|
+
const config = {
|
|
375
|
+
type: "line",
|
|
376
|
+
data: {
|
|
377
|
+
labels,
|
|
378
|
+
datasets: [
|
|
379
|
+
{
|
|
380
|
+
label: "Bid",
|
|
381
|
+
data: bidData,
|
|
382
|
+
borderColor: "#28a745",
|
|
383
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
384
|
+
fill: false,
|
|
385
|
+
tension: 0.4
|
|
386
|
+
},
|
|
387
|
+
{
|
|
388
|
+
label: "Offer",
|
|
389
|
+
data: offerData,
|
|
390
|
+
borderColor: "#dc3545",
|
|
391
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
392
|
+
fill: false,
|
|
393
|
+
tension: 0.4
|
|
394
|
+
},
|
|
395
|
+
{
|
|
396
|
+
label: "Spread",
|
|
397
|
+
data: spreadData,
|
|
398
|
+
borderColor: "#6c757d",
|
|
399
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
400
|
+
fill: false,
|
|
401
|
+
tension: 0.4
|
|
402
|
+
},
|
|
403
|
+
{
|
|
404
|
+
label: "Volume",
|
|
405
|
+
data: volumeData,
|
|
406
|
+
borderColor: "#007bff",
|
|
407
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
408
|
+
fill: true,
|
|
409
|
+
tension: 0.4
|
|
410
|
+
}
|
|
411
|
+
]
|
|
412
|
+
},
|
|
413
|
+
options: {
|
|
414
|
+
responsive: true,
|
|
415
|
+
plugins: {
|
|
416
|
+
title: {
|
|
417
|
+
display: true,
|
|
418
|
+
text: `${symbol} Market Data`
|
|
419
|
+
}
|
|
420
|
+
},
|
|
421
|
+
scales: {
|
|
422
|
+
y: {
|
|
423
|
+
beginAtZero: false
|
|
424
|
+
}
|
|
425
|
+
}
|
|
426
|
+
}
|
|
427
|
+
};
|
|
428
|
+
chart.setConfig(config);
|
|
429
|
+
const imageBuffer = await chart.toBinary();
|
|
430
|
+
const base64 = imageBuffer.toString("base64");
|
|
431
|
+
return {
|
|
432
|
+
content: [
|
|
433
|
+
{
|
|
434
|
+
type: "resource",
|
|
435
|
+
resource: {
|
|
436
|
+
uri: "resource://graph",
|
|
437
|
+
mimeType: "image/png",
|
|
438
|
+
blob: base64
|
|
439
|
+
}
|
|
440
|
+
}
|
|
441
|
+
]
|
|
442
|
+
};
|
|
443
|
+
} catch (error) {
|
|
444
|
+
return {
|
|
445
|
+
content: [
|
|
446
|
+
{
|
|
447
|
+
type: "text",
|
|
448
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
449
|
+
uri: "getStockGraph"
|
|
450
|
+
}
|
|
451
|
+
],
|
|
452
|
+
isError: true
|
|
453
|
+
};
|
|
454
|
+
}
|
|
455
|
+
};
|
|
456
|
+
};
|
|
457
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
458
|
+
return async (args) => {
|
|
459
|
+
try {
|
|
460
|
+
const symbol = args.symbol;
|
|
461
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
462
|
+
if (priceHistory.length === 0) {
|
|
463
|
+
return {
|
|
464
|
+
content: [
|
|
465
|
+
{
|
|
466
|
+
type: "text",
|
|
467
|
+
text: `No price data available for ${symbol}`,
|
|
468
|
+
uri: "getStockPriceHistory"
|
|
469
|
+
}
|
|
470
|
+
]
|
|
471
|
+
};
|
|
472
|
+
}
|
|
473
|
+
return {
|
|
474
|
+
content: [
|
|
475
|
+
{
|
|
476
|
+
type: "text",
|
|
477
|
+
text: JSON.stringify(
|
|
478
|
+
{
|
|
479
|
+
symbol,
|
|
480
|
+
count: priceHistory.length,
|
|
481
|
+
data: priceHistory.map((point) => ({
|
|
482
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
483
|
+
bid: point.bid,
|
|
484
|
+
offer: point.offer,
|
|
485
|
+
spread: point.spread,
|
|
486
|
+
volume: point.volume
|
|
487
|
+
}))
|
|
488
|
+
},
|
|
489
|
+
null,
|
|
490
|
+
2
|
|
491
|
+
),
|
|
492
|
+
uri: "getStockPriceHistory"
|
|
493
|
+
}
|
|
494
|
+
]
|
|
495
|
+
};
|
|
496
|
+
} catch (error) {
|
|
497
|
+
return {
|
|
498
|
+
content: [
|
|
499
|
+
{
|
|
500
|
+
type: "text",
|
|
501
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
502
|
+
uri: "getStockPriceHistory"
|
|
503
|
+
}
|
|
504
|
+
],
|
|
505
|
+
isError: true
|
|
506
|
+
};
|
|
507
|
+
}
|
|
508
|
+
};
|
|
509
|
+
};
|
|
510
|
+
|
|
511
|
+
// src/tools/order.ts
|
|
512
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
513
|
+
var ordTypeNames = {
|
|
514
|
+
"1": "Market",
|
|
515
|
+
"2": "Limit",
|
|
516
|
+
"3": "Stop",
|
|
517
|
+
"4": "StopLimit",
|
|
518
|
+
"5": "MarketOnClose",
|
|
519
|
+
"6": "WithOrWithout",
|
|
520
|
+
"7": "LimitOrBetter",
|
|
521
|
+
"8": "LimitWithOrWithout",
|
|
522
|
+
"9": "OnBasis",
|
|
523
|
+
A: "OnClose",
|
|
524
|
+
B: "LimitOnClose",
|
|
525
|
+
C: "ForexMarket",
|
|
526
|
+
D: "PreviouslyQuoted",
|
|
527
|
+
E: "PreviouslyIndicated",
|
|
528
|
+
F: "ForexLimit",
|
|
529
|
+
G: "ForexSwap",
|
|
530
|
+
H: "ForexPreviouslyQuoted",
|
|
531
|
+
I: "Funari",
|
|
532
|
+
J: "MarketIfTouched",
|
|
533
|
+
K: "MarketWithLeftOverAsLimit",
|
|
534
|
+
L: "PreviousFundValuationPoint",
|
|
535
|
+
M: "NextFundValuationPoint",
|
|
536
|
+
P: "Pegged",
|
|
537
|
+
Q: "CounterOrderSelection",
|
|
538
|
+
R: "StopOnBidOrOffer",
|
|
539
|
+
S: "StopLimitOnBidOrOffer"
|
|
540
|
+
};
|
|
541
|
+
var sideNames = {
|
|
542
|
+
"1": "Buy",
|
|
543
|
+
"2": "Sell",
|
|
544
|
+
"3": "BuyMinus",
|
|
545
|
+
"4": "SellPlus",
|
|
546
|
+
"5": "SellShort",
|
|
547
|
+
"6": "SellShortExempt",
|
|
548
|
+
"7": "Undisclosed",
|
|
549
|
+
"8": "Cross",
|
|
550
|
+
"9": "CrossShort",
|
|
551
|
+
A: "CrossShortExempt",
|
|
552
|
+
B: "AsDefined",
|
|
553
|
+
C: "Opposite",
|
|
554
|
+
D: "Subscribe",
|
|
555
|
+
E: "Redeem",
|
|
556
|
+
F: "Lend",
|
|
557
|
+
G: "Borrow",
|
|
558
|
+
H: "SellUndisclosed"
|
|
559
|
+
};
|
|
560
|
+
var timeInForceNames = {
|
|
561
|
+
"0": "Day",
|
|
562
|
+
"1": "GoodTillCancel",
|
|
563
|
+
"2": "AtTheOpening",
|
|
564
|
+
"3": "ImmediateOrCancel",
|
|
565
|
+
"4": "FillOrKill",
|
|
566
|
+
"5": "GoodTillCrossing",
|
|
567
|
+
"6": "GoodTillDate",
|
|
568
|
+
"7": "AtTheClose",
|
|
569
|
+
"8": "GoodThroughCrossing",
|
|
570
|
+
"9": "AtCrossing",
|
|
571
|
+
A: "GoodForTime",
|
|
572
|
+
B: "GoodForAuction",
|
|
573
|
+
C: "GoodForMonth"
|
|
574
|
+
};
|
|
575
|
+
var handlInstNames = {
|
|
576
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
577
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
578
|
+
"3": "ManualOrder"
|
|
579
|
+
};
|
|
580
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
581
|
+
return async (args) => {
|
|
582
|
+
try {
|
|
583
|
+
verifiedOrders.set(args.clOrdID, {
|
|
584
|
+
clOrdID: args.clOrdID,
|
|
585
|
+
handlInst: args.handlInst,
|
|
586
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
587
|
+
price: Number.parseFloat(String(args.price)),
|
|
588
|
+
ordType: args.ordType,
|
|
589
|
+
side: args.side,
|
|
590
|
+
symbol: args.symbol,
|
|
591
|
+
timeInForce: args.timeInForce
|
|
592
|
+
});
|
|
593
|
+
return {
|
|
594
|
+
content: [
|
|
595
|
+
{
|
|
596
|
+
type: "text",
|
|
597
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
598
|
+
|
|
599
|
+
Parameters verified:
|
|
600
|
+
- ClOrdID: ${args.clOrdID}
|
|
601
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
602
|
+
- Quantity: ${args.quantity}
|
|
603
|
+
- Price: ${args.price}
|
|
604
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
605
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
606
|
+
- Symbol: ${args.symbol}
|
|
607
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
608
|
+
|
|
609
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
610
|
+
uri: "verifyOrder"
|
|
611
|
+
}
|
|
612
|
+
]
|
|
613
|
+
};
|
|
614
|
+
} catch (error) {
|
|
615
|
+
return {
|
|
616
|
+
content: [
|
|
617
|
+
{
|
|
618
|
+
type: "text",
|
|
619
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
620
|
+
uri: "verifyOrder"
|
|
621
|
+
}
|
|
622
|
+
],
|
|
623
|
+
isError: true
|
|
624
|
+
};
|
|
625
|
+
}
|
|
626
|
+
};
|
|
627
|
+
};
|
|
628
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
629
|
+
return async (args) => {
|
|
630
|
+
try {
|
|
631
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
632
|
+
if (!verifiedOrder) {
|
|
633
|
+
return {
|
|
634
|
+
content: [
|
|
635
|
+
{
|
|
636
|
+
type: "text",
|
|
637
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
638
|
+
uri: "executeOrder"
|
|
639
|
+
}
|
|
640
|
+
],
|
|
641
|
+
isError: true
|
|
642
|
+
};
|
|
643
|
+
}
|
|
644
|
+
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
645
|
+
return {
|
|
646
|
+
content: [
|
|
647
|
+
{
|
|
648
|
+
type: "text",
|
|
649
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
650
|
+
uri: "executeOrder"
|
|
651
|
+
}
|
|
652
|
+
],
|
|
653
|
+
isError: true
|
|
654
|
+
};
|
|
655
|
+
}
|
|
656
|
+
const response = new Promise((resolve) => {
|
|
657
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
658
|
+
});
|
|
659
|
+
const order = parser.createMessage(
|
|
660
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
661
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
662
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
663
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
664
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
665
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
666
|
+
new Field2(Fields2.Side, args.side),
|
|
667
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
668
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
669
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
670
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
671
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
672
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
673
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
674
|
+
);
|
|
675
|
+
if (!parser.connected) {
|
|
676
|
+
return {
|
|
677
|
+
content: [
|
|
678
|
+
{
|
|
679
|
+
type: "text",
|
|
680
|
+
text: "Error: Not connected. Ignoring message.",
|
|
681
|
+
uri: "executeOrder"
|
|
682
|
+
}
|
|
683
|
+
],
|
|
684
|
+
isError: true
|
|
685
|
+
};
|
|
686
|
+
}
|
|
687
|
+
parser.send(order);
|
|
688
|
+
const fixData = await response;
|
|
689
|
+
verifiedOrders.delete(args.clOrdID);
|
|
690
|
+
return {
|
|
691
|
+
content: [
|
|
692
|
+
{
|
|
693
|
+
type: "text",
|
|
694
|
+
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
695
|
+
uri: "executeOrder"
|
|
696
|
+
}
|
|
697
|
+
]
|
|
698
|
+
};
|
|
699
|
+
} catch (error) {
|
|
700
|
+
return {
|
|
701
|
+
content: [
|
|
702
|
+
{
|
|
703
|
+
type: "text",
|
|
704
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
705
|
+
uri: "executeOrder"
|
|
706
|
+
}
|
|
707
|
+
],
|
|
708
|
+
isError: true
|
|
709
|
+
};
|
|
710
|
+
}
|
|
711
|
+
};
|
|
712
|
+
};
|
|
713
|
+
|
|
714
|
+
// src/tools/parse.ts
|
|
715
|
+
var createParseHandler = (parser) => {
|
|
716
|
+
return async (args) => {
|
|
717
|
+
try {
|
|
718
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
719
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
720
|
+
return {
|
|
721
|
+
content: [
|
|
722
|
+
{
|
|
723
|
+
type: "text",
|
|
724
|
+
text: "Error: Failed to parse FIX string",
|
|
725
|
+
uri: "parse"
|
|
726
|
+
}
|
|
727
|
+
],
|
|
728
|
+
isError: true
|
|
729
|
+
};
|
|
730
|
+
}
|
|
731
|
+
return {
|
|
732
|
+
content: [
|
|
733
|
+
{
|
|
734
|
+
type: "text",
|
|
735
|
+
text: `${parsedMessage[0].description}
|
|
736
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
737
|
+
uri: "parse"
|
|
738
|
+
}
|
|
739
|
+
]
|
|
740
|
+
};
|
|
741
|
+
} catch (error) {
|
|
742
|
+
return {
|
|
743
|
+
content: [
|
|
744
|
+
{
|
|
745
|
+
type: "text",
|
|
746
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
747
|
+
uri: "parse"
|
|
748
|
+
}
|
|
749
|
+
],
|
|
750
|
+
isError: true
|
|
751
|
+
};
|
|
752
|
+
}
|
|
753
|
+
};
|
|
754
|
+
};
|
|
755
|
+
|
|
756
|
+
// src/tools/parseToJSON.ts
|
|
757
|
+
var createParseToJSONHandler = (parser) => {
|
|
758
|
+
return async (args) => {
|
|
759
|
+
try {
|
|
760
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
761
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
762
|
+
return {
|
|
763
|
+
content: [
|
|
764
|
+
{
|
|
765
|
+
type: "text",
|
|
766
|
+
text: "Error: Failed to parse FIX string",
|
|
767
|
+
uri: "parseToJSON"
|
|
768
|
+
}
|
|
769
|
+
],
|
|
770
|
+
isError: true
|
|
771
|
+
};
|
|
772
|
+
}
|
|
773
|
+
return {
|
|
774
|
+
content: [
|
|
775
|
+
{
|
|
776
|
+
type: "text",
|
|
777
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
778
|
+
uri: "parseToJSON"
|
|
779
|
+
}
|
|
780
|
+
]
|
|
781
|
+
};
|
|
782
|
+
} catch (error) {
|
|
783
|
+
return {
|
|
784
|
+
content: [
|
|
785
|
+
{
|
|
786
|
+
type: "text",
|
|
787
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
788
|
+
uri: "parseToJSON"
|
|
789
|
+
}
|
|
790
|
+
],
|
|
791
|
+
isError: true
|
|
792
|
+
};
|
|
793
|
+
}
|
|
794
|
+
};
|
|
795
|
+
};
|
|
796
|
+
|
|
797
|
+
// src/tools/index.ts
|
|
798
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
799
|
+
parse: createParseHandler(parser),
|
|
800
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
801
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
802
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
803
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
804
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
805
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
806
|
+
});
|
|
807
|
+
|
|
808
|
+
// src/utils/messageHandler.ts
|
|
809
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
810
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
811
|
+
parser.logger.log({
|
|
812
|
+
level: "info",
|
|
813
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
814
|
+
});
|
|
815
|
+
const msgType = message.messageType;
|
|
816
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
817
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
818
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
819
|
+
let bid = 0;
|
|
820
|
+
let offer = 0;
|
|
821
|
+
let volume = 0;
|
|
822
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
823
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
824
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
825
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
826
|
+
for (let i = 0; i < entries; i++) {
|
|
827
|
+
const entryType = entryTypes[i]?.value;
|
|
828
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
829
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
830
|
+
if (entryType === MDEntryType2.Bid) {
|
|
831
|
+
bid = entryPrice;
|
|
832
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
833
|
+
offer = entryPrice;
|
|
834
|
+
}
|
|
835
|
+
volume += entrySize;
|
|
836
|
+
}
|
|
837
|
+
}
|
|
838
|
+
const spread = offer - bid;
|
|
839
|
+
const timestamp = Date.now();
|
|
840
|
+
const data = {
|
|
841
|
+
timestamp,
|
|
842
|
+
bid,
|
|
843
|
+
offer,
|
|
844
|
+
spread,
|
|
845
|
+
volume
|
|
846
|
+
};
|
|
847
|
+
if (!marketDataPrices.has(symbol)) {
|
|
848
|
+
marketDataPrices.set(symbol, []);
|
|
849
|
+
}
|
|
850
|
+
const prices = marketDataPrices.get(symbol);
|
|
851
|
+
prices.push(data);
|
|
852
|
+
if (prices.length > maxPriceHistory) {
|
|
853
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
854
|
+
}
|
|
855
|
+
onPriceUpdate?.(symbol, data);
|
|
856
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
857
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
858
|
+
const callback = pendingRequests.get(reqId);
|
|
859
|
+
if (callback) {
|
|
860
|
+
callback(message);
|
|
861
|
+
pendingRequests.delete(reqId);
|
|
862
|
+
}
|
|
863
|
+
}
|
|
864
|
+
}
|
|
865
|
+
|
|
866
|
+
// src/MCPRemote.ts
|
|
867
|
+
var transports = {};
|
|
868
|
+
function jsonSchemaToZod(schema) {
|
|
869
|
+
if (schema.type === "object") {
|
|
870
|
+
const shape = {};
|
|
871
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
872
|
+
const propSchema = prop;
|
|
873
|
+
if (propSchema.type === "string") {
|
|
874
|
+
if (propSchema.enum) {
|
|
875
|
+
shape[key] = z.enum(propSchema.enum);
|
|
876
|
+
} else {
|
|
877
|
+
shape[key] = z.string();
|
|
878
|
+
}
|
|
879
|
+
} else if (propSchema.type === "number") {
|
|
880
|
+
shape[key] = z.number();
|
|
881
|
+
} else if (propSchema.type === "boolean") {
|
|
882
|
+
shape[key] = z.boolean();
|
|
883
|
+
} else if (propSchema.type === "array") {
|
|
884
|
+
if (propSchema.items.type === "string") {
|
|
885
|
+
shape[key] = z.array(z.string());
|
|
886
|
+
} else if (propSchema.items.type === "number") {
|
|
887
|
+
shape[key] = z.array(z.number());
|
|
888
|
+
} else if (propSchema.items.type === "boolean") {
|
|
889
|
+
shape[key] = z.array(z.boolean());
|
|
890
|
+
} else {
|
|
891
|
+
shape[key] = z.array(z.any());
|
|
892
|
+
}
|
|
893
|
+
} else {
|
|
894
|
+
shape[key] = z.any();
|
|
895
|
+
}
|
|
896
|
+
}
|
|
897
|
+
return shape;
|
|
898
|
+
}
|
|
899
|
+
return {};
|
|
900
|
+
}
|
|
901
|
+
var MCPRemote = class extends MCPBase {
|
|
902
|
+
/**
|
|
903
|
+
* Port number the server will listen on.
|
|
904
|
+
* @private
|
|
905
|
+
*/
|
|
906
|
+
port;
|
|
35
907
|
/**
|
|
36
908
|
* Node.js HTTP server instance created internally.
|
|
37
909
|
* @private
|
|
38
910
|
*/
|
|
39
|
-
|
|
911
|
+
httpServer;
|
|
40
912
|
/**
|
|
41
913
|
* MCP server instance handling MCP protocol logic.
|
|
42
914
|
* @private
|
|
@@ -46,90 +918,98 @@ var MCPRemote = class {
|
|
|
46
918
|
* Optional name of the plugin/server instance.
|
|
47
919
|
* @private
|
|
48
920
|
*/
|
|
49
|
-
|
|
921
|
+
serverName;
|
|
50
922
|
/**
|
|
51
923
|
* Optional version string of the plugin/server.
|
|
52
924
|
* @private
|
|
53
925
|
*/
|
|
54
|
-
|
|
926
|
+
serverVersion;
|
|
55
927
|
/**
|
|
56
|
-
*
|
|
928
|
+
* Map to store verified orders before execution
|
|
57
929
|
* @private
|
|
58
930
|
*/
|
|
59
|
-
|
|
931
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
60
932
|
/**
|
|
61
|
-
*
|
|
62
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
-
* FIX Message is received.
|
|
933
|
+
* Map to store pending requests and their callbacks
|
|
64
934
|
* @private
|
|
65
|
-
* @type {Map<string, (data: Message) => void>}
|
|
66
935
|
*/
|
|
67
936
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
937
|
+
/**
|
|
938
|
+
* Map to store market data prices for each symbol
|
|
939
|
+
* @private
|
|
940
|
+
*/
|
|
941
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
942
|
+
/**
|
|
943
|
+
* Maximum number of price points to store per symbol
|
|
944
|
+
* @private
|
|
945
|
+
*/
|
|
946
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
68
947
|
constructor({ port, logger, onReady }) {
|
|
948
|
+
super({ logger, onReady });
|
|
69
949
|
this.port = port;
|
|
70
|
-
if (logger) this.logger = logger;
|
|
71
|
-
if (onReady) this.onReady = onReady;
|
|
72
950
|
}
|
|
73
951
|
async register(parser) {
|
|
74
952
|
this.parser = parser;
|
|
75
|
-
this.parser.addOnMessageCallback((message) => {
|
|
76
|
-
this.logger?.log({
|
|
77
|
-
level: "info",
|
|
78
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
-
});
|
|
80
|
-
const msgType = message.messageType;
|
|
81
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
-
if (idField) {
|
|
84
|
-
const id = idField.value;
|
|
85
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
-
const callback = this.pendingRequests.get(String(id));
|
|
87
|
-
if (callback) {
|
|
88
|
-
callback(message);
|
|
89
|
-
this.pendingRequests.delete(String(id));
|
|
90
|
-
}
|
|
91
|
-
}
|
|
92
|
-
}
|
|
93
|
-
}
|
|
94
|
-
});
|
|
95
953
|
this.logger = parser.logger;
|
|
96
954
|
this.logger?.log({
|
|
97
955
|
level: "info",
|
|
98
956
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
99
957
|
});
|
|
100
|
-
this.
|
|
958
|
+
this.parser.addOnMessageCallback((message) => {
|
|
959
|
+
if (this.parser) {
|
|
960
|
+
handleMessage(
|
|
961
|
+
message,
|
|
962
|
+
this.parser,
|
|
963
|
+
this.pendingRequests,
|
|
964
|
+
this.marketDataPrices,
|
|
965
|
+
this.MAX_PRICE_HISTORY,
|
|
966
|
+
(symbol, data) => {
|
|
967
|
+
this.mcpServer?.tool(
|
|
968
|
+
"priceUpdate",
|
|
969
|
+
{
|
|
970
|
+
description: "Price update notification",
|
|
971
|
+
schema: z.object({
|
|
972
|
+
symbol: z.string(),
|
|
973
|
+
timestamp: z.number(),
|
|
974
|
+
bid: z.number(),
|
|
975
|
+
offer: z.number(),
|
|
976
|
+
spread: z.number(),
|
|
977
|
+
volume: z.number()
|
|
978
|
+
})
|
|
979
|
+
},
|
|
980
|
+
() => ({
|
|
981
|
+
content: [
|
|
982
|
+
{
|
|
983
|
+
type: "text",
|
|
984
|
+
text: JSON.stringify({ symbol, ...data })
|
|
985
|
+
}
|
|
986
|
+
]
|
|
987
|
+
})
|
|
988
|
+
);
|
|
989
|
+
}
|
|
990
|
+
);
|
|
991
|
+
}
|
|
992
|
+
});
|
|
993
|
+
this.httpServer = createServer(async (req, res) => {
|
|
994
|
+
this.logger?.log({
|
|
995
|
+
level: "info",
|
|
996
|
+
message: `Incoming request: ${req.method} ${req.url}`
|
|
997
|
+
});
|
|
101
998
|
if (!req.url || !req.method) {
|
|
999
|
+
this.logger?.log({
|
|
1000
|
+
level: "error",
|
|
1001
|
+
message: "Invalid request: missing URL or method"
|
|
1002
|
+
});
|
|
102
1003
|
res.writeHead(400);
|
|
103
1004
|
res.end("Bad Request");
|
|
104
1005
|
return;
|
|
105
1006
|
}
|
|
106
|
-
|
|
107
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
-
const config = {
|
|
109
|
-
issuer: "https://accounts.google.com",
|
|
110
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
-
response_types_supported: [
|
|
114
|
-
"code",
|
|
115
|
-
"token",
|
|
116
|
-
"id_token",
|
|
117
|
-
"code token",
|
|
118
|
-
"code id_token",
|
|
119
|
-
"token id_token",
|
|
120
|
-
"code token id_token"
|
|
121
|
-
],
|
|
122
|
-
subject_types_supported: ["public"],
|
|
123
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
-
};
|
|
127
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
-
res.end(JSON.stringify(config));
|
|
129
|
-
return;
|
|
130
|
-
}
|
|
131
|
-
if (url.pathname === "/") {
|
|
1007
|
+
if (req.url === "/mcp") {
|
|
132
1008
|
const sessionId = req.headers["mcp-session-id"];
|
|
1009
|
+
this.logger?.log({
|
|
1010
|
+
level: "info",
|
|
1011
|
+
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1012
|
+
});
|
|
133
1013
|
if (req.method === "POST") {
|
|
134
1014
|
const bodyChunks = [];
|
|
135
1015
|
req.on("data", (chunk) => {
|
|
@@ -140,33 +1020,61 @@ var MCPRemote = class {
|
|
|
140
1020
|
const body = Buffer.concat(bodyChunks).toString();
|
|
141
1021
|
try {
|
|
142
1022
|
parsed = JSON.parse(body);
|
|
1023
|
+
this.logger?.log({
|
|
1024
|
+
level: "info",
|
|
1025
|
+
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1026
|
+
});
|
|
143
1027
|
} catch (err) {
|
|
1028
|
+
this.logger?.log({
|
|
1029
|
+
level: "error",
|
|
1030
|
+
message: `Failed to parse JSON body: ${err}`
|
|
1031
|
+
});
|
|
144
1032
|
res.writeHead(400);
|
|
145
1033
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
146
1034
|
return;
|
|
147
1035
|
}
|
|
148
1036
|
let transport;
|
|
149
1037
|
if (sessionId && transports[sessionId]) {
|
|
1038
|
+
this.logger?.log({
|
|
1039
|
+
level: "info",
|
|
1040
|
+
message: `Using existing transport for session: ${sessionId}`
|
|
1041
|
+
});
|
|
150
1042
|
transport = transports[sessionId];
|
|
151
1043
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1044
|
+
this.logger?.log({
|
|
1045
|
+
level: "info",
|
|
1046
|
+
message: "Creating new transport for initialization request"
|
|
1047
|
+
});
|
|
152
1048
|
transport = new StreamableHTTPServerTransport({
|
|
153
1049
|
sessionIdGenerator: () => randomUUID(),
|
|
154
1050
|
onsessioninitialized: (sessionId2) => {
|
|
1051
|
+
this.logger?.log({
|
|
1052
|
+
level: "info",
|
|
1053
|
+
message: `New session initialized: ${sessionId2}`
|
|
1054
|
+
});
|
|
155
1055
|
transports[sessionId2] = transport;
|
|
156
1056
|
}
|
|
157
1057
|
});
|
|
158
1058
|
transport.onclose = () => {
|
|
159
1059
|
if (transport.sessionId) {
|
|
1060
|
+
this.logger?.log({
|
|
1061
|
+
level: "info",
|
|
1062
|
+
message: `Session closed: ${transport.sessionId}`
|
|
1063
|
+
});
|
|
160
1064
|
delete transports[transport.sessionId];
|
|
161
1065
|
}
|
|
162
1066
|
};
|
|
163
1067
|
this.mcpServer = new McpServer({
|
|
164
|
-
name: this.
|
|
165
|
-
version: this.
|
|
1068
|
+
name: this.serverName || "FIXParser",
|
|
1069
|
+
version: this.serverVersion || "1.0.0"
|
|
166
1070
|
});
|
|
167
|
-
this.
|
|
1071
|
+
this.setupTools();
|
|
168
1072
|
await this.mcpServer.connect(transport);
|
|
169
1073
|
} else {
|
|
1074
|
+
this.logger?.log({
|
|
1075
|
+
level: "error",
|
|
1076
|
+
message: "Invalid request: No valid session ID provided"
|
|
1077
|
+
});
|
|
170
1078
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
171
1079
|
res.end(
|
|
172
1080
|
JSON.stringify({
|
|
@@ -180,26 +1088,62 @@ var MCPRemote = class {
|
|
|
180
1088
|
);
|
|
181
1089
|
return;
|
|
182
1090
|
}
|
|
183
|
-
|
|
1091
|
+
try {
|
|
1092
|
+
await transport.handleRequest(req, res, parsed);
|
|
1093
|
+
this.logger?.log({
|
|
1094
|
+
level: "info",
|
|
1095
|
+
message: "Request handled successfully"
|
|
1096
|
+
});
|
|
1097
|
+
} catch (error) {
|
|
1098
|
+
this.logger?.log({
|
|
1099
|
+
level: "error",
|
|
1100
|
+
message: `Error handling request: ${error}`
|
|
1101
|
+
});
|
|
1102
|
+
throw error;
|
|
1103
|
+
}
|
|
184
1104
|
});
|
|
185
1105
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
186
1106
|
if (!sessionId || !transports[sessionId]) {
|
|
1107
|
+
this.logger?.log({
|
|
1108
|
+
level: "error",
|
|
1109
|
+
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1110
|
+
});
|
|
187
1111
|
res.writeHead(400);
|
|
188
1112
|
res.end("Invalid or missing session ID");
|
|
189
1113
|
return;
|
|
190
1114
|
}
|
|
191
1115
|
const transport = transports[sessionId];
|
|
192
|
-
|
|
1116
|
+
try {
|
|
1117
|
+
await transport.handleRequest(req, res);
|
|
1118
|
+
this.logger?.log({
|
|
1119
|
+
level: "info",
|
|
1120
|
+
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1121
|
+
});
|
|
1122
|
+
} catch (error) {
|
|
1123
|
+
this.logger?.log({
|
|
1124
|
+
level: "error",
|
|
1125
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1126
|
+
});
|
|
1127
|
+
throw error;
|
|
1128
|
+
}
|
|
193
1129
|
} else {
|
|
1130
|
+
this.logger?.log({
|
|
1131
|
+
level: "error",
|
|
1132
|
+
message: `Method not allowed: ${req.method}`
|
|
1133
|
+
});
|
|
194
1134
|
res.writeHead(405);
|
|
195
1135
|
res.end("Method Not Allowed");
|
|
196
1136
|
}
|
|
197
|
-
|
|
1137
|
+
} else {
|
|
1138
|
+
this.logger?.log({
|
|
1139
|
+
level: "error",
|
|
1140
|
+
message: `Not found: ${req.url}`
|
|
1141
|
+
});
|
|
1142
|
+
res.writeHead(404);
|
|
1143
|
+
res.end("Not Found");
|
|
198
1144
|
}
|
|
199
|
-
res.writeHead(404);
|
|
200
|
-
res.end("Not Found");
|
|
201
1145
|
});
|
|
202
|
-
this.
|
|
1146
|
+
this.httpServer.listen(this.port, () => {
|
|
203
1147
|
this.logger?.log({
|
|
204
1148
|
level: "info",
|
|
205
1149
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -209,381 +1153,55 @@ var MCPRemote = class {
|
|
|
209
1153
|
this.onReady();
|
|
210
1154
|
}
|
|
211
1155
|
}
|
|
212
|
-
|
|
1156
|
+
setupTools() {
|
|
213
1157
|
if (!this.parser) {
|
|
214
1158
|
this.logger?.log({
|
|
215
1159
|
level: "error",
|
|
216
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1160
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
217
1161
|
});
|
|
218
1162
|
return;
|
|
219
1163
|
}
|
|
220
1164
|
if (!this.mcpServer) {
|
|
221
1165
|
this.logger?.log({
|
|
222
1166
|
level: "error",
|
|
223
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1167
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
224
1168
|
});
|
|
225
1169
|
return;
|
|
226
1170
|
}
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
-
this.logger?.log({
|
|
235
|
-
level: "error",
|
|
236
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
-
});
|
|
238
|
-
return {
|
|
239
|
-
isError: true,
|
|
240
|
-
content: [
|
|
241
|
-
{
|
|
242
|
-
type: "text",
|
|
243
|
-
text: "Error: Failed to parse FIX string"
|
|
244
|
-
}
|
|
245
|
-
]
|
|
246
|
-
};
|
|
247
|
-
}
|
|
248
|
-
return {
|
|
249
|
-
content: [
|
|
250
|
-
{
|
|
251
|
-
type: "text",
|
|
252
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
-
}
|
|
254
|
-
]
|
|
255
|
-
};
|
|
256
|
-
}
|
|
257
|
-
);
|
|
258
|
-
this.mcpServer.prompt(
|
|
259
|
-
"parse",
|
|
260
|
-
"Parses a FIX message and describes it in plain language",
|
|
261
|
-
{ fixString: z.string() },
|
|
262
|
-
({ fixString }) => ({
|
|
263
|
-
messages: [
|
|
264
|
-
{
|
|
265
|
-
role: "user",
|
|
266
|
-
content: {
|
|
267
|
-
type: "text",
|
|
268
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
-
}
|
|
270
|
-
}
|
|
271
|
-
]
|
|
272
|
-
})
|
|
273
|
-
);
|
|
274
|
-
this.mcpServer.tool(
|
|
275
|
-
"parseToJSON",
|
|
276
|
-
"Parses a FIX message into JSON",
|
|
277
|
-
{ fixString: z.string() },
|
|
278
|
-
async ({ fixString }) => {
|
|
279
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
-
this.logger?.log({
|
|
282
|
-
level: "error",
|
|
283
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
-
});
|
|
285
|
-
return {
|
|
286
|
-
isError: true,
|
|
287
|
-
content: [
|
|
288
|
-
{
|
|
289
|
-
type: "text",
|
|
290
|
-
text: "Error: Failed to parse FIX string"
|
|
291
|
-
}
|
|
292
|
-
]
|
|
293
|
-
};
|
|
294
|
-
}
|
|
295
|
-
return {
|
|
296
|
-
content: [
|
|
297
|
-
{
|
|
298
|
-
type: "text",
|
|
299
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
-
}
|
|
301
|
-
]
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
);
|
|
305
|
-
this.mcpServer.prompt(
|
|
306
|
-
"parseToJSON",
|
|
307
|
-
"Parses a FIX message into JSON",
|
|
308
|
-
{ fixString: z.string() },
|
|
309
|
-
({ fixString }) => ({
|
|
310
|
-
messages: [
|
|
311
|
-
{
|
|
312
|
-
role: "user",
|
|
313
|
-
content: {
|
|
314
|
-
type: "text",
|
|
315
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
-
}
|
|
317
|
-
}
|
|
318
|
-
]
|
|
319
|
-
})
|
|
320
|
-
);
|
|
321
|
-
this.mcpServer.tool(
|
|
322
|
-
"newOrderSingle",
|
|
323
|
-
"Creates and sends a New Order Single",
|
|
324
|
-
{
|
|
325
|
-
clOrdID: z.string(),
|
|
326
|
-
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
-
quantity: z.number(),
|
|
328
|
-
price: z.number(),
|
|
329
|
-
ordType: z.enum([
|
|
330
|
-
"1",
|
|
331
|
-
"2",
|
|
332
|
-
"3",
|
|
333
|
-
"4",
|
|
334
|
-
"5",
|
|
335
|
-
"6",
|
|
336
|
-
"7",
|
|
337
|
-
"8",
|
|
338
|
-
"9",
|
|
339
|
-
"A",
|
|
340
|
-
"B",
|
|
341
|
-
"C",
|
|
342
|
-
"D",
|
|
343
|
-
"E",
|
|
344
|
-
"F",
|
|
345
|
-
"G",
|
|
346
|
-
"H",
|
|
347
|
-
"I",
|
|
348
|
-
"J",
|
|
349
|
-
"K",
|
|
350
|
-
"L",
|
|
351
|
-
"M",
|
|
352
|
-
"P",
|
|
353
|
-
"Q",
|
|
354
|
-
"R",
|
|
355
|
-
"S"
|
|
356
|
-
]).default(OrdType.Market).optional(),
|
|
357
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
-
// 1 = Buy, 2 = Sell...
|
|
359
|
-
symbol: z.string(),
|
|
360
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
-
},
|
|
362
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
-
const response = new Promise((resolve) => {
|
|
364
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
-
});
|
|
366
|
-
const order = this.parser?.createMessage(
|
|
367
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
-
new Field(Fields.Side, side),
|
|
374
|
-
new Field(Fields.Symbol, symbol),
|
|
375
|
-
new Field(Fields.OrderQty, quantity),
|
|
376
|
-
new Field(Fields.Price, price),
|
|
377
|
-
new Field(Fields.OrdType, ordType),
|
|
378
|
-
new Field(Fields.HandlInst, handlInst),
|
|
379
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
-
);
|
|
382
|
-
if (!this.parser?.connected) {
|
|
383
|
-
this.logger?.log({
|
|
384
|
-
level: "error",
|
|
385
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
-
});
|
|
387
|
-
return {
|
|
388
|
-
isError: true,
|
|
389
|
-
content: [
|
|
390
|
-
{
|
|
391
|
-
type: "text",
|
|
392
|
-
text: "Error: Not connected. Ignoring message."
|
|
393
|
-
}
|
|
394
|
-
]
|
|
395
|
-
};
|
|
396
|
-
}
|
|
397
|
-
this.parser?.send(order);
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "info",
|
|
400
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
-
});
|
|
402
|
-
const fixData = await response;
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
1171
|
+
const toolHandlers = createToolHandlers(
|
|
1172
|
+
this.parser,
|
|
1173
|
+
this.verifiedOrders,
|
|
1174
|
+
this.pendingRequests,
|
|
1175
|
+
this.marketDataPrices
|
|
412
1176
|
);
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
text: [
|
|
433
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
-
`- ClOrdID: ${clOrdID}`,
|
|
435
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
-
`- Quantity: ${quantity}`,
|
|
437
|
-
`- Price: ${price}`,
|
|
438
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
-
`- Side: ${side}`,
|
|
440
|
-
`- Symbol: ${symbol}`,
|
|
441
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
-
"",
|
|
443
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
-
].join("\n")
|
|
445
|
-
}
|
|
1177
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1178
|
+
this.mcpServer?.registerTool(
|
|
1179
|
+
name,
|
|
1180
|
+
{
|
|
1181
|
+
description,
|
|
1182
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1183
|
+
},
|
|
1184
|
+
async (args) => {
|
|
1185
|
+
const handler = toolHandlers[name];
|
|
1186
|
+
if (!handler) {
|
|
1187
|
+
return {
|
|
1188
|
+
content: [
|
|
1189
|
+
{
|
|
1190
|
+
type: "text",
|
|
1191
|
+
text: `Tool not found: ${name}`
|
|
1192
|
+
}
|
|
1193
|
+
],
|
|
1194
|
+
isError: true
|
|
1195
|
+
};
|
|
446
1196
|
}
|
|
447
|
-
|
|
448
|
-
})
|
|
449
|
-
);
|
|
450
|
-
this.mcpServer.tool(
|
|
451
|
-
"marketDataRequest",
|
|
452
|
-
"Sends a request for Market Data with the given symbol",
|
|
453
|
-
{
|
|
454
|
-
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
-
// MDUpdateType.FullRefresh
|
|
456
|
-
symbol: z.string(),
|
|
457
|
-
mdReqID: z.string(),
|
|
458
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
-
mdEntryType: z.enum([
|
|
460
|
-
"0",
|
|
461
|
-
"1",
|
|
462
|
-
"2",
|
|
463
|
-
"3",
|
|
464
|
-
"4",
|
|
465
|
-
"5",
|
|
466
|
-
"6",
|
|
467
|
-
"7",
|
|
468
|
-
"8",
|
|
469
|
-
"9",
|
|
470
|
-
"A",
|
|
471
|
-
"B",
|
|
472
|
-
"C",
|
|
473
|
-
"D",
|
|
474
|
-
"E",
|
|
475
|
-
"F",
|
|
476
|
-
"G",
|
|
477
|
-
"H",
|
|
478
|
-
"J",
|
|
479
|
-
"K",
|
|
480
|
-
"L",
|
|
481
|
-
"M",
|
|
482
|
-
"N",
|
|
483
|
-
"O",
|
|
484
|
-
"P",
|
|
485
|
-
"Q",
|
|
486
|
-
"S",
|
|
487
|
-
"R",
|
|
488
|
-
"T",
|
|
489
|
-
"U",
|
|
490
|
-
"V",
|
|
491
|
-
"W",
|
|
492
|
-
"X",
|
|
493
|
-
"Y",
|
|
494
|
-
"Z",
|
|
495
|
-
"a",
|
|
496
|
-
"b",
|
|
497
|
-
"c",
|
|
498
|
-
"d",
|
|
499
|
-
"e",
|
|
500
|
-
"g",
|
|
501
|
-
"h",
|
|
502
|
-
"i",
|
|
503
|
-
"t"
|
|
504
|
-
]).default(MDEntryType.Bid).optional()
|
|
505
|
-
},
|
|
506
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
-
const response = new Promise((resolve) => {
|
|
508
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
-
});
|
|
510
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
-
new Field(Fields.MarketDepth, 0),
|
|
517
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
-
new Field(Fields.Symbol, symbol),
|
|
520
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
-
);
|
|
525
|
-
if (!this.parser?.connected) {
|
|
526
|
-
this.logger?.log({
|
|
527
|
-
level: "error",
|
|
528
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
-
});
|
|
1197
|
+
const result = await handler(args);
|
|
530
1198
|
return {
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: "Error: Not connected. Ignoring message."
|
|
536
|
-
}
|
|
537
|
-
]
|
|
1199
|
+
content: result.content,
|
|
1200
|
+
isError: result.isError
|
|
538
1201
|
};
|
|
539
1202
|
}
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "info",
|
|
543
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
-
});
|
|
545
|
-
const fixData = await response;
|
|
546
|
-
return {
|
|
547
|
-
content: [
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
-
}
|
|
552
|
-
]
|
|
553
|
-
};
|
|
554
|
-
}
|
|
555
|
-
);
|
|
556
|
-
this.mcpServer.prompt(
|
|
557
|
-
"marketDataRequest",
|
|
558
|
-
"Sends a request for Market Data with the given symbol",
|
|
559
|
-
{
|
|
560
|
-
mdUpdateType: z.string(),
|
|
561
|
-
symbol: z.string(),
|
|
562
|
-
mdReqID: z.string(),
|
|
563
|
-
subscriptionRequestType: z.string(),
|
|
564
|
-
mdEntryType: z.string()
|
|
565
|
-
},
|
|
566
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
-
messages: [
|
|
568
|
-
{
|
|
569
|
-
role: "user",
|
|
570
|
-
content: {
|
|
571
|
-
type: "text",
|
|
572
|
-
text: [
|
|
573
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
-
`- Symbol: ${symbol}`,
|
|
576
|
-
`- MDReqID: ${mdReqID}`,
|
|
577
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
-
"",
|
|
580
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
-
].join("\n")
|
|
582
|
-
}
|
|
583
|
-
}
|
|
584
|
-
]
|
|
585
|
-
})
|
|
586
|
-
);
|
|
1203
|
+
);
|
|
1204
|
+
});
|
|
587
1205
|
}
|
|
588
1206
|
};
|
|
589
1207
|
export {
|