fixparser-plugin-mcp 9.1.7-bb684c39 → 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 +927 -567
- 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 +917 -567
- 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 +8 -46
- 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 +8 -46
- 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 +9 -8
- 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/MCPLocal.mjs
CHANGED
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@@ -1,624 +1,974 @@
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// src/MCPLocal.ts
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import {
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import { Field, Fields, Messages } from "fixparser";
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import { z } from "zod";
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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},
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{
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capabilities: {
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tools: {},
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prompts: {},
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resources: {}
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}
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}
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);
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transport = new StdioServerTransport();
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/**
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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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"A",
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"B",
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"C",
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"D",
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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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this.addWorkflows();
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await this.server.connect(this.transport);
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if (this.onReady) {
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this.onReady();
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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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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"C",
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"D",
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"E",
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"F",
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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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|
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
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255
|
}
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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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|
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description: "Returns price history for a given symbol",
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|
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schema: {
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|
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type: "object",
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|
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properties: {
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|
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symbol: { type: "string" }
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},
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|
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required: ["symbol"]
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}
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|
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}
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|
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};
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|
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|
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// src/tools/marketData.ts
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|
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import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
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|
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import QuickChart from "quickchart-js";
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|
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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|
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return async (args) => {
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|
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try {
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|
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const response = new Promise((resolve) => {
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|
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pendingRequests.set(args.mdReqID, resolve);
|
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|
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});
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|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
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289
|
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const messageFields = [
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|
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new Field(Fields.MsgType, Messages.MarketDataRequest),
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|
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new Field(Fields.SenderCompID, parser.sender),
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|
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new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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|
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new Field(Fields.TargetCompID, parser.target),
|
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|
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new Field(Fields.SendingTime, parser.getTimestamp()),
|
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|
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new Field(Fields.MDReqID, args.mdReqID),
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|
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new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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|
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new Field(Fields.MarketDepth, 0),
|
|
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|
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new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
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|
+
];
|
|
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|
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messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
301
|
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args.symbols.forEach((symbol) => {
|
|
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|
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messageFields.push(new Field(Fields.Symbol, symbol));
|
|
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|
+
});
|
|
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|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
305
|
+
entryTypes.forEach((entryType) => {
|
|
306
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
307
|
+
});
|
|
308
|
+
const mdr = parser.createMessage(...messageFields);
|
|
309
|
+
if (!parser.connected) {
|
|
310
|
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return {
|
|
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|
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content: [
|
|
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|
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{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: "Error: Not connected. Ignoring message.",
|
|
315
|
+
uri: "marketDataRequest"
|
|
316
|
+
}
|
|
317
|
+
],
|
|
318
|
+
isError: true
|
|
319
|
+
};
|
|
320
|
+
}
|
|
321
|
+
parser.send(mdr);
|
|
322
|
+
const fixData = await response;
|
|
323
|
+
return {
|
|
324
|
+
content: [
|
|
325
|
+
{
|
|
326
|
+
type: "text",
|
|
327
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
328
|
+
uri: "marketDataRequest"
|
|
80
329
|
}
|
|
81
|
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|
|
82
|
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|
|
83
|
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|
|
84
|
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|
|
85
|
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|
|
86
|
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|
|
87
|
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|
|
88
|
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|
|
89
|
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|
|
90
|
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|
|
91
|
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|
|
92
|
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|
|
93
|
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|
|
94
|
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|
|
95
|
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|
|
96
|
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|
|
97
|
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|
|
98
|
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|
|
99
|
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|
|
100
|
-
|
|
330
|
+
]
|
|
331
|
+
};
|
|
332
|
+
} catch (error) {
|
|
333
|
+
return {
|
|
334
|
+
content: [
|
|
335
|
+
{
|
|
336
|
+
type: "text",
|
|
337
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
338
|
+
uri: "marketDataRequest"
|
|
339
|
+
}
|
|
340
|
+
],
|
|
341
|
+
isError: true
|
|
342
|
+
};
|
|
343
|
+
}
|
|
344
|
+
};
|
|
345
|
+
};
|
|
346
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
347
|
+
return async (args) => {
|
|
348
|
+
try {
|
|
349
|
+
const symbol = args.symbol;
|
|
350
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
351
|
+
if (priceHistory.length === 0) {
|
|
352
|
+
return {
|
|
353
|
+
content: [
|
|
354
|
+
{
|
|
355
|
+
type: "text",
|
|
356
|
+
text: `No price data available for ${symbol}`,
|
|
357
|
+
uri: "getStockGraph"
|
|
358
|
+
}
|
|
359
|
+
]
|
|
360
|
+
};
|
|
101
361
|
}
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
"
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
362
|
+
const chart = new QuickChart();
|
|
363
|
+
chart.setWidth(1200);
|
|
364
|
+
chart.setHeight(600);
|
|
365
|
+
chart.setBackgroundColor("transparent");
|
|
366
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
367
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
368
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
369
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
370
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
371
|
+
const config = {
|
|
372
|
+
type: "line",
|
|
373
|
+
data: {
|
|
374
|
+
labels,
|
|
375
|
+
datasets: [
|
|
376
|
+
{
|
|
377
|
+
label: "Bid",
|
|
378
|
+
data: bidData,
|
|
379
|
+
borderColor: "#28a745",
|
|
380
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
381
|
+
fill: false,
|
|
382
|
+
tension: 0.4
|
|
383
|
+
},
|
|
384
|
+
{
|
|
385
|
+
label: "Offer",
|
|
386
|
+
data: offerData,
|
|
387
|
+
borderColor: "#dc3545",
|
|
388
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
389
|
+
fill: false,
|
|
390
|
+
tension: 0.4
|
|
391
|
+
},
|
|
392
|
+
{
|
|
393
|
+
label: "Spread",
|
|
394
|
+
data: spreadData,
|
|
395
|
+
borderColor: "#6c757d",
|
|
396
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
397
|
+
fill: false,
|
|
398
|
+
tension: 0.4
|
|
399
|
+
},
|
|
400
|
+
{
|
|
401
|
+
label: "Volume",
|
|
402
|
+
data: volumeData,
|
|
403
|
+
borderColor: "#007bff",
|
|
404
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
405
|
+
fill: true,
|
|
406
|
+
tension: 0.4
|
|
407
|
+
}
|
|
408
|
+
]
|
|
409
|
+
},
|
|
410
|
+
options: {
|
|
411
|
+
responsive: true,
|
|
412
|
+
plugins: {
|
|
413
|
+
title: {
|
|
414
|
+
display: true,
|
|
415
|
+
text: `${symbol} Market Data`
|
|
416
|
+
}
|
|
417
|
+
},
|
|
418
|
+
scales: {
|
|
419
|
+
y: {
|
|
420
|
+
beginAtZero: false
|
|
421
|
+
}
|
|
117
422
|
}
|
|
118
|
-
return {
|
|
119
|
-
content: [
|
|
120
|
-
{
|
|
121
|
-
type: "text",
|
|
122
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
123
|
-
}
|
|
124
|
-
]
|
|
125
|
-
};
|
|
126
|
-
} catch (error) {
|
|
127
|
-
return {
|
|
128
|
-
content: [
|
|
129
|
-
{
|
|
130
|
-
type: "text",
|
|
131
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
132
|
-
}
|
|
133
|
-
],
|
|
134
|
-
isError: true
|
|
135
|
-
};
|
|
136
423
|
}
|
|
424
|
+
};
|
|
425
|
+
chart.setConfig(config);
|
|
426
|
+
const imageBuffer = await chart.toBinary();
|
|
427
|
+
const base64 = imageBuffer.toString("base64");
|
|
428
|
+
return {
|
|
429
|
+
content: [
|
|
430
|
+
{
|
|
431
|
+
type: "resource",
|
|
432
|
+
resource: {
|
|
433
|
+
uri: "resource://graph",
|
|
434
|
+
mimeType: "image/png",
|
|
435
|
+
blob: base64
|
|
436
|
+
}
|
|
437
|
+
}
|
|
438
|
+
]
|
|
439
|
+
};
|
|
440
|
+
} catch (error) {
|
|
441
|
+
return {
|
|
442
|
+
content: [
|
|
443
|
+
{
|
|
444
|
+
type: "text",
|
|
445
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
446
|
+
uri: "getStockGraph"
|
|
447
|
+
}
|
|
448
|
+
],
|
|
449
|
+
isError: true
|
|
450
|
+
};
|
|
451
|
+
}
|
|
452
|
+
};
|
|
453
|
+
};
|
|
454
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
455
|
+
return async (args) => {
|
|
456
|
+
try {
|
|
457
|
+
const symbol = args.symbol;
|
|
458
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
459
|
+
if (priceHistory.length === 0) {
|
|
460
|
+
return {
|
|
461
|
+
content: [
|
|
462
|
+
{
|
|
463
|
+
type: "text",
|
|
464
|
+
text: `No price data available for ${symbol}`,
|
|
465
|
+
uri: "getStockPriceHistory"
|
|
466
|
+
}
|
|
467
|
+
]
|
|
468
|
+
};
|
|
137
469
|
}
|
|
138
|
-
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
clOrdID: z.string().describe("Client Order ID"),
|
|
144
|
-
handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
145
|
-
quantity: z.string().describe("Order quantity"),
|
|
146
|
-
price: z.string().describe("Order price"),
|
|
147
|
-
ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
148
|
-
side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
149
|
-
symbol: z.string().describe("Trading symbol"),
|
|
150
|
-
timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
151
|
-
},
|
|
152
|
-
async (args) => {
|
|
153
|
-
try {
|
|
154
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
155
|
-
clOrdID: args.clOrdID,
|
|
156
|
-
handlInst: args.handlInst,
|
|
157
|
-
quantity: Number.parseFloat(args.quantity),
|
|
158
|
-
price: Number.parseFloat(args.price),
|
|
159
|
-
ordType: args.ordType,
|
|
160
|
-
side: args.side,
|
|
161
|
-
symbol: args.symbol,
|
|
162
|
-
timeInForce: args.timeInForce
|
|
163
|
-
});
|
|
164
|
-
return {
|
|
165
|
-
content: [
|
|
470
|
+
return {
|
|
471
|
+
content: [
|
|
472
|
+
{
|
|
473
|
+
type: "text",
|
|
474
|
+
text: JSON.stringify(
|
|
166
475
|
{
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
|
|
476
|
+
symbol,
|
|
477
|
+
count: priceHistory.length,
|
|
478
|
+
data: priceHistory.map((point) => ({
|
|
479
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
480
|
+
bid: point.bid,
|
|
481
|
+
offer: point.offer,
|
|
482
|
+
spread: point.spread,
|
|
483
|
+
volume: point.volume
|
|
484
|
+
}))
|
|
485
|
+
},
|
|
486
|
+
null,
|
|
487
|
+
2
|
|
488
|
+
),
|
|
489
|
+
uri: "getStockPriceHistory"
|
|
490
|
+
}
|
|
491
|
+
]
|
|
492
|
+
};
|
|
493
|
+
} catch (error) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
],
|
|
502
|
+
isError: true
|
|
503
|
+
};
|
|
504
|
+
}
|
|
505
|
+
};
|
|
506
|
+
};
|
|
507
|
+
|
|
508
|
+
// src/tools/order.ts
|
|
509
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
510
|
+
var ordTypeNames = {
|
|
511
|
+
"1": "Market",
|
|
512
|
+
"2": "Limit",
|
|
513
|
+
"3": "Stop",
|
|
514
|
+
"4": "StopLimit",
|
|
515
|
+
"5": "MarketOnClose",
|
|
516
|
+
"6": "WithOrWithout",
|
|
517
|
+
"7": "LimitOrBetter",
|
|
518
|
+
"8": "LimitWithOrWithout",
|
|
519
|
+
"9": "OnBasis",
|
|
520
|
+
A: "OnClose",
|
|
521
|
+
B: "LimitOnClose",
|
|
522
|
+
C: "ForexMarket",
|
|
523
|
+
D: "PreviouslyQuoted",
|
|
524
|
+
E: "PreviouslyIndicated",
|
|
525
|
+
F: "ForexLimit",
|
|
526
|
+
G: "ForexSwap",
|
|
527
|
+
H: "ForexPreviouslyQuoted",
|
|
528
|
+
I: "Funari",
|
|
529
|
+
J: "MarketIfTouched",
|
|
530
|
+
K: "MarketWithLeftOverAsLimit",
|
|
531
|
+
L: "PreviousFundValuationPoint",
|
|
532
|
+
M: "NextFundValuationPoint",
|
|
533
|
+
P: "Pegged",
|
|
534
|
+
Q: "CounterOrderSelection",
|
|
535
|
+
R: "StopOnBidOrOffer",
|
|
536
|
+
S: "StopLimitOnBidOrOffer"
|
|
537
|
+
};
|
|
538
|
+
var sideNames = {
|
|
539
|
+
"1": "Buy",
|
|
540
|
+
"2": "Sell",
|
|
541
|
+
"3": "BuyMinus",
|
|
542
|
+
"4": "SellPlus",
|
|
543
|
+
"5": "SellShort",
|
|
544
|
+
"6": "SellShortExempt",
|
|
545
|
+
"7": "Undisclosed",
|
|
546
|
+
"8": "Cross",
|
|
547
|
+
"9": "CrossShort",
|
|
548
|
+
A: "CrossShortExempt",
|
|
549
|
+
B: "AsDefined",
|
|
550
|
+
C: "Opposite",
|
|
551
|
+
D: "Subscribe",
|
|
552
|
+
E: "Redeem",
|
|
553
|
+
F: "Lend",
|
|
554
|
+
G: "Borrow",
|
|
555
|
+
H: "SellUndisclosed"
|
|
556
|
+
};
|
|
557
|
+
var timeInForceNames = {
|
|
558
|
+
"0": "Day",
|
|
559
|
+
"1": "GoodTillCancel",
|
|
560
|
+
"2": "AtTheOpening",
|
|
561
|
+
"3": "ImmediateOrCancel",
|
|
562
|
+
"4": "FillOrKill",
|
|
563
|
+
"5": "GoodTillCrossing",
|
|
564
|
+
"6": "GoodTillDate",
|
|
565
|
+
"7": "AtTheClose",
|
|
566
|
+
"8": "GoodThroughCrossing",
|
|
567
|
+
"9": "AtCrossing",
|
|
568
|
+
A: "GoodForTime",
|
|
569
|
+
B: "GoodForAuction",
|
|
570
|
+
C: "GoodForMonth"
|
|
571
|
+
};
|
|
572
|
+
var handlInstNames = {
|
|
573
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
574
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
575
|
+
"3": "ManualOrder"
|
|
576
|
+
};
|
|
577
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
578
|
+
return async (args) => {
|
|
579
|
+
try {
|
|
580
|
+
verifiedOrders.set(args.clOrdID, {
|
|
581
|
+
clOrdID: args.clOrdID,
|
|
582
|
+
handlInst: args.handlInst,
|
|
583
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
584
|
+
price: Number.parseFloat(String(args.price)),
|
|
585
|
+
ordType: args.ordType,
|
|
586
|
+
side: args.side,
|
|
587
|
+
symbol: args.symbol,
|
|
588
|
+
timeInForce: args.timeInForce
|
|
589
|
+
});
|
|
590
|
+
return {
|
|
591
|
+
content: [
|
|
592
|
+
{
|
|
593
|
+
type: "text",
|
|
594
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
595
|
+
|
|
170
596
|
Parameters verified:
|
|
171
597
|
- ClOrdID: ${args.clOrdID}
|
|
172
|
-
- HandlInst: ${args.handlInst}
|
|
598
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
173
599
|
- Quantity: ${args.quantity}
|
|
174
600
|
- Price: ${args.price}
|
|
175
|
-
- OrdType: ${args.ordType}
|
|
176
|
-
- Side: ${args.side}
|
|
601
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
602
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
177
603
|
- Symbol: ${args.symbol}
|
|
178
|
-
- TimeInForce: ${args.timeInForce}
|
|
604
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
179
605
|
|
|
180
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
181
|
-
|
|
182
|
-
]
|
|
183
|
-
};
|
|
184
|
-
} catch (error) {
|
|
185
|
-
return {
|
|
186
|
-
content: [
|
|
187
|
-
{
|
|
188
|
-
type: "text",
|
|
189
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
190
|
-
}
|
|
191
|
-
],
|
|
192
|
-
isError: true
|
|
193
|
-
};
|
|
194
|
-
}
|
|
195
|
-
}
|
|
196
|
-
);
|
|
197
|
-
this.server.tool(
|
|
198
|
-
"executeOrder",
|
|
199
|
-
"Executes a New Order Single after verification. This is the second step - only call after successful verification.",
|
|
200
|
-
{
|
|
201
|
-
clOrdID: z.string().describe("Client Order ID"),
|
|
202
|
-
handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
203
|
-
quantity: z.string().describe("Order quantity"),
|
|
204
|
-
price: z.string().describe("Order price"),
|
|
205
|
-
ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
206
|
-
side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
207
|
-
symbol: z.string().describe("Trading symbol"),
|
|
208
|
-
timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
209
|
-
},
|
|
210
|
-
async (args) => {
|
|
211
|
-
try {
|
|
212
|
-
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
213
|
-
if (!verifiedOrder) {
|
|
214
|
-
return {
|
|
215
|
-
content: [
|
|
216
|
-
{
|
|
217
|
-
type: "text",
|
|
218
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
219
|
-
}
|
|
220
|
-
],
|
|
221
|
-
isError: true
|
|
222
|
-
};
|
|
606
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
607
|
+
uri: "verifyOrder"
|
|
223
608
|
}
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
|
|
233
|
-
};
|
|
609
|
+
]
|
|
610
|
+
};
|
|
611
|
+
} catch (error) {
|
|
612
|
+
return {
|
|
613
|
+
content: [
|
|
614
|
+
{
|
|
615
|
+
type: "text",
|
|
616
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
617
|
+
uri: "verifyOrder"
|
|
234
618
|
}
|
|
235
|
-
|
|
236
|
-
|
|
237
|
-
|
|
238
|
-
|
|
239
|
-
|
|
240
|
-
|
|
241
|
-
|
|
242
|
-
|
|
243
|
-
|
|
244
|
-
|
|
245
|
-
|
|
246
|
-
new Field(Fields.Symbol, args.symbol),
|
|
247
|
-
new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
248
|
-
new Field(Fields.Price, Number.parseFloat(args.price)),
|
|
249
|
-
new Field(Fields.OrdType, args.ordType),
|
|
250
|
-
new Field(Fields.HandlInst, args.handlInst),
|
|
251
|
-
new Field(Fields.TimeInForce, args.timeInForce),
|
|
252
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
253
|
-
);
|
|
254
|
-
if (!this.parser?.connected) {
|
|
255
|
-
return {
|
|
256
|
-
content: [
|
|
257
|
-
{
|
|
258
|
-
type: "text",
|
|
259
|
-
text: "Error: Not connected. Ignoring message."
|
|
260
|
-
}
|
|
261
|
-
],
|
|
262
|
-
isError: true
|
|
263
|
-
};
|
|
264
|
-
}
|
|
265
|
-
this.parser?.send(order);
|
|
266
|
-
const fixData = await response;
|
|
267
|
-
this.verifiedOrders.delete(args.clOrdID);
|
|
268
|
-
return {
|
|
269
|
-
content: [
|
|
270
|
-
{
|
|
271
|
-
type: "text",
|
|
272
|
-
text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
273
|
-
}
|
|
274
|
-
]
|
|
275
|
-
};
|
|
276
|
-
} catch (error) {
|
|
277
|
-
return {
|
|
278
|
-
content: [
|
|
279
|
-
{
|
|
280
|
-
type: "text",
|
|
281
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
282
|
-
}
|
|
283
|
-
],
|
|
284
|
-
isError: true
|
|
285
|
-
};
|
|
286
|
-
}
|
|
287
|
-
}
|
|
288
|
-
);
|
|
289
|
-
this.server.tool(
|
|
290
|
-
"marketDataRequest",
|
|
291
|
-
"Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
|
|
292
|
-
{
|
|
293
|
-
mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
|
|
294
|
-
symbol: z.string().describe("Trading symbol"),
|
|
295
|
-
mdReqID: z.string().describe("Market data request ID"),
|
|
296
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
|
|
297
|
-
mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
|
|
298
|
-
},
|
|
299
|
-
async (args) => {
|
|
300
|
-
try {
|
|
301
|
-
const response = new Promise((resolve) => {
|
|
302
|
-
this.pendingRequests.set(args.mdReqID, resolve);
|
|
303
|
-
});
|
|
304
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
305
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
306
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
307
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
308
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
309
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
310
|
-
new Field(Fields.MarketDepth, 0),
|
|
311
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType),
|
|
312
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
313
|
-
new Field(Fields.Symbol, args.symbol),
|
|
314
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
315
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
316
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
317
|
-
new Field(Fields.MDEntryType, args.mdEntryType)
|
|
318
|
-
);
|
|
319
|
-
if (!this.parser?.connected) {
|
|
320
|
-
return {
|
|
321
|
-
content: [
|
|
322
|
-
{
|
|
323
|
-
type: "text",
|
|
324
|
-
text: "Error: Not connected. Ignoring message."
|
|
325
|
-
}
|
|
326
|
-
],
|
|
327
|
-
isError: true
|
|
328
|
-
};
|
|
329
|
-
}
|
|
330
|
-
this.parser?.send(marketDataRequest);
|
|
331
|
-
const fixData = await response;
|
|
332
|
-
return {
|
|
333
|
-
content: [
|
|
334
|
-
{
|
|
335
|
-
type: "text",
|
|
336
|
-
text: `Market data for ${args.symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
337
|
-
}
|
|
338
|
-
]
|
|
339
|
-
};
|
|
340
|
-
} catch (error) {
|
|
341
|
-
return {
|
|
342
|
-
content: [
|
|
343
|
-
{
|
|
344
|
-
type: "text",
|
|
345
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
346
|
-
}
|
|
347
|
-
],
|
|
348
|
-
isError: true
|
|
349
|
-
};
|
|
350
|
-
}
|
|
351
|
-
}
|
|
352
|
-
);
|
|
353
|
-
this.server.prompt(
|
|
354
|
-
"parse",
|
|
355
|
-
"Parses a FIX message and describes it in plain language",
|
|
356
|
-
{
|
|
357
|
-
fixString: z.string().describe("FIX message string to parse")
|
|
358
|
-
},
|
|
359
|
-
async (args) => {
|
|
619
|
+
],
|
|
620
|
+
isError: true
|
|
621
|
+
};
|
|
622
|
+
}
|
|
623
|
+
};
|
|
624
|
+
};
|
|
625
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
629
|
+
if (!verifiedOrder) {
|
|
360
630
|
return {
|
|
361
|
-
|
|
631
|
+
content: [
|
|
362
632
|
{
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
text: `Please parse and explain this FIX message: ${args.fixString}`
|
|
367
|
-
}
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
635
|
+
uri: "executeOrder"
|
|
368
636
|
}
|
|
369
|
-
]
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
370
639
|
};
|
|
371
640
|
}
|
|
372
|
-
|
|
373
|
-
this.server.prompt(
|
|
374
|
-
"parseToJSON",
|
|
375
|
-
"Parses a FIX message into JSON",
|
|
376
|
-
{
|
|
377
|
-
fixString: z.string().describe("FIX message string to parse")
|
|
378
|
-
},
|
|
379
|
-
async (args) => {
|
|
641
|
+
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) {
|
|
380
642
|
return {
|
|
381
|
-
|
|
643
|
+
content: [
|
|
382
644
|
{
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
text: `Please parse the FIX message to JSON: ${args.fixString}`
|
|
387
|
-
}
|
|
645
|
+
type: "text",
|
|
646
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
647
|
+
uri: "executeOrder"
|
|
388
648
|
}
|
|
389
|
-
]
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
390
651
|
};
|
|
391
652
|
}
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
653
|
+
const response = new Promise((resolve) => {
|
|
654
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
655
|
+
});
|
|
656
|
+
const order = parser.createMessage(
|
|
657
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
658
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
659
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
660
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
661
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
662
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
663
|
+
new Field2(Fields2.Side, args.side),
|
|
664
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
665
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
666
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
667
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
668
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
669
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
670
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
671
|
+
);
|
|
672
|
+
if (!parser.connected) {
|
|
407
673
|
return {
|
|
408
|
-
|
|
674
|
+
content: [
|
|
409
675
|
{
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
text: [
|
|
414
|
-
"You are an AI assistant that helps users verify FIX New Order Single parameters.",
|
|
415
|
-
"This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
|
|
416
|
-
"",
|
|
417
|
-
"You must verify that all required fields are provided and valid:",
|
|
418
|
-
"- ClOrdID (Client Order ID)",
|
|
419
|
-
"- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
420
|
-
"- Quantity (Order quantity)",
|
|
421
|
-
"- Price (Order price)",
|
|
422
|
-
"- OrdType (1=Market, 2=Limit, 3=Stop)",
|
|
423
|
-
"- Side (1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed)",
|
|
424
|
-
"- Symbol (Trading symbol)",
|
|
425
|
-
"- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
426
|
-
"",
|
|
427
|
-
"Current parameters to verify:",
|
|
428
|
-
`- ClOrdID: ${args.clOrdID}`,
|
|
429
|
-
`- HandlInst: ${args.handlInst}`,
|
|
430
|
-
`- Quantity: ${args.quantity}`,
|
|
431
|
-
`- Price: ${args.price}`,
|
|
432
|
-
`- OrdType: ${args.ordType}`,
|
|
433
|
-
`- Side: ${args.side}`,
|
|
434
|
-
`- Symbol: ${args.symbol}`,
|
|
435
|
-
`- TimeInForce: ${args.timeInForce}`,
|
|
436
|
-
"",
|
|
437
|
-
"If all parameters are valid, respond with:",
|
|
438
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
439
|
-
"",
|
|
440
|
-
"Otherwise, list the missing or invalid ones.",
|
|
441
|
-
"",
|
|
442
|
-
"IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
|
|
443
|
-
].join("\n")
|
|
444
|
-
}
|
|
676
|
+
type: "text",
|
|
677
|
+
text: "Error: Not connected. Ignoring message.",
|
|
678
|
+
uri: "executeOrder"
|
|
445
679
|
}
|
|
446
|
-
]
|
|
680
|
+
],
|
|
681
|
+
isError: true
|
|
447
682
|
};
|
|
448
683
|
}
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
684
|
+
parser.send(order);
|
|
685
|
+
const fixData = await response;
|
|
686
|
+
verifiedOrders.delete(args.clOrdID);
|
|
687
|
+
return {
|
|
688
|
+
content: [
|
|
689
|
+
{
|
|
690
|
+
type: "text",
|
|
691
|
+
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())}`,
|
|
692
|
+
uri: "executeOrder"
|
|
693
|
+
}
|
|
694
|
+
]
|
|
695
|
+
};
|
|
696
|
+
} catch (error) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
699
|
+
{
|
|
700
|
+
type: "text",
|
|
701
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
702
|
+
uri: "executeOrder"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
};
|
|
709
|
+
};
|
|
710
|
+
|
|
711
|
+
// src/tools/parse.ts
|
|
712
|
+
var createParseHandler = (parser) => {
|
|
713
|
+
return async (args) => {
|
|
714
|
+
try {
|
|
715
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
464
717
|
return {
|
|
465
|
-
|
|
718
|
+
content: [
|
|
466
719
|
{
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
text: [
|
|
471
|
-
"You are an AI assistant that helps users execute FIX New Order Single messages.",
|
|
472
|
-
"This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
|
|
473
|
-
"",
|
|
474
|
-
"IMPORTANT: This tool should only be called after successful verification of all parameters.",
|
|
475
|
-
"",
|
|
476
|
-
"Parameters to execute:",
|
|
477
|
-
`- ClOrdID: ${args.clOrdID}`,
|
|
478
|
-
`- HandlInst: ${args.handlInst}`,
|
|
479
|
-
`- Quantity: ${args.quantity}`,
|
|
480
|
-
`- Price: ${args.price}`,
|
|
481
|
-
`- OrdType: ${args.ordType}`,
|
|
482
|
-
`- Side: ${args.side}`,
|
|
483
|
-
`- Symbol: ${args.symbol}`,
|
|
484
|
-
`- TimeInForce: ${args.timeInForce}`,
|
|
485
|
-
"",
|
|
486
|
-
"IMPORTANT: The response will be either:",
|
|
487
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
488
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
489
|
-
].join("\n")
|
|
490
|
-
}
|
|
720
|
+
type: "text",
|
|
721
|
+
text: "Error: Failed to parse FIX string",
|
|
722
|
+
uri: "parse"
|
|
491
723
|
}
|
|
492
|
-
]
|
|
724
|
+
],
|
|
725
|
+
isError: true
|
|
493
726
|
};
|
|
494
727
|
}
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
|
|
499
|
-
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
|
|
506
|
-
|
|
728
|
+
return {
|
|
729
|
+
content: [
|
|
730
|
+
{
|
|
731
|
+
type: "text",
|
|
732
|
+
text: `${parsedMessage[0].description}
|
|
733
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
734
|
+
uri: "parse"
|
|
735
|
+
}
|
|
736
|
+
]
|
|
737
|
+
};
|
|
738
|
+
} catch (error) {
|
|
739
|
+
return {
|
|
740
|
+
content: [
|
|
741
|
+
{
|
|
742
|
+
type: "text",
|
|
743
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
744
|
+
uri: "parse"
|
|
745
|
+
}
|
|
746
|
+
],
|
|
747
|
+
isError: true
|
|
748
|
+
};
|
|
749
|
+
}
|
|
750
|
+
};
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/tools/parseToJSON.ts
|
|
754
|
+
var createParseToJSONHandler = (parser) => {
|
|
755
|
+
return async (args) => {
|
|
756
|
+
try {
|
|
757
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
758
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
507
759
|
return {
|
|
508
|
-
|
|
760
|
+
content: [
|
|
509
761
|
{
|
|
510
|
-
|
|
511
|
-
|
|
512
|
-
|
|
513
|
-
text: [
|
|
514
|
-
"You are an AI assistant that helps users create FIX Market Data Request messages.",
|
|
515
|
-
"You must **first verify** that all required fields are provided:",
|
|
516
|
-
"- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
|
|
517
|
-
"- Symbol (Trading symbol)",
|
|
518
|
-
"- MDReqID (Market data request ID)",
|
|
519
|
-
"- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
520
|
-
"- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
521
|
-
"",
|
|
522
|
-
"Only when all fields are present and valid, respond with:",
|
|
523
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
524
|
-
"",
|
|
525
|
-
"Otherwise, list the missing or invalid ones.",
|
|
526
|
-
"",
|
|
527
|
-
"Do not create the FIX message until verification is complete.",
|
|
528
|
-
"",
|
|
529
|
-
"Current parameters:",
|
|
530
|
-
`- MDUpdateType: ${args.mdUpdateType}`,
|
|
531
|
-
`- Symbol: ${args.symbol}`,
|
|
532
|
-
`- MDReqID: ${args.mdReqID}`,
|
|
533
|
-
`- SubscriptionRequestType: ${args.subscriptionRequestType}`,
|
|
534
|
-
`- MDEntryType: ${args.mdEntryType}`
|
|
535
|
-
].join("\n")
|
|
536
|
-
}
|
|
762
|
+
type: "text",
|
|
763
|
+
text: "Error: Failed to parse FIX string",
|
|
764
|
+
uri: "parseToJSON"
|
|
537
765
|
}
|
|
538
|
-
]
|
|
766
|
+
],
|
|
767
|
+
isError: true
|
|
539
768
|
};
|
|
540
769
|
}
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
545
|
-
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
|
|
549
|
-
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
{
|
|
554
|
-
|
|
555
|
-
|
|
556
|
-
|
|
557
|
-
|
|
558
|
-
|
|
559
|
-
|
|
560
|
-
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
|
|
596
|
-
|
|
597
|
-
|
|
598
|
-
|
|
599
|
-
|
|
600
|
-
}
|
|
601
|
-
|
|
602
|
-
|
|
603
|
-
|
|
604
|
-
|
|
605
|
-
|
|
606
|
-
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
|
|
610
|
-
|
|
611
|
-
|
|
612
|
-
|
|
613
|
-
|
|
614
|
-
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
775
|
+
uri: "parseToJSON"
|
|
776
|
+
}
|
|
777
|
+
]
|
|
778
|
+
};
|
|
779
|
+
} catch (error) {
|
|
780
|
+
return {
|
|
781
|
+
content: [
|
|
782
|
+
{
|
|
783
|
+
type: "text",
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
785
|
+
uri: "parseToJSON"
|
|
786
|
+
}
|
|
787
|
+
],
|
|
788
|
+
isError: true
|
|
789
|
+
};
|
|
790
|
+
}
|
|
791
|
+
};
|
|
792
|
+
};
|
|
793
|
+
|
|
794
|
+
// src/tools/index.ts
|
|
795
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
796
|
+
parse: createParseHandler(parser),
|
|
797
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
798
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
799
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
800
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
801
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
802
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
803
|
+
});
|
|
804
|
+
|
|
805
|
+
// src/utils/messageHandler.ts
|
|
806
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
807
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
808
|
+
parser.logger.log({
|
|
809
|
+
level: "info",
|
|
810
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
811
|
+
});
|
|
812
|
+
const msgType = message.messageType;
|
|
813
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
814
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
815
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
816
|
+
let bid = 0;
|
|
817
|
+
let offer = 0;
|
|
818
|
+
let volume = 0;
|
|
819
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
820
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
821
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
822
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
823
|
+
for (let i = 0; i < entries; i++) {
|
|
824
|
+
const entryType = entryTypes[i]?.value;
|
|
825
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
826
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
827
|
+
if (entryType === MDEntryType2.Bid) {
|
|
828
|
+
bid = entryPrice;
|
|
829
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
830
|
+
offer = entryPrice;
|
|
831
|
+
}
|
|
832
|
+
volume += entrySize;
|
|
833
|
+
}
|
|
834
|
+
}
|
|
835
|
+
const spread = offer - bid;
|
|
836
|
+
const timestamp = Date.now();
|
|
837
|
+
const data = {
|
|
838
|
+
timestamp,
|
|
839
|
+
bid,
|
|
840
|
+
offer,
|
|
841
|
+
spread,
|
|
842
|
+
volume
|
|
843
|
+
};
|
|
844
|
+
if (!marketDataPrices.has(symbol)) {
|
|
845
|
+
marketDataPrices.set(symbol, []);
|
|
846
|
+
}
|
|
847
|
+
const prices = marketDataPrices.get(symbol);
|
|
848
|
+
prices.push(data);
|
|
849
|
+
if (prices.length > maxPriceHistory) {
|
|
850
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
851
|
+
}
|
|
852
|
+
onPriceUpdate?.(symbol, data);
|
|
853
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
854
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
855
|
+
const callback = pendingRequests.get(reqId);
|
|
856
|
+
if (callback) {
|
|
857
|
+
callback(message);
|
|
858
|
+
pendingRequests.delete(reqId);
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
}
|
|
862
|
+
|
|
863
|
+
// src/MCPLocal.ts
|
|
864
|
+
var MCPLocal = class extends MCPBase {
|
|
865
|
+
/**
|
|
866
|
+
* Map to store verified orders before execution
|
|
867
|
+
* @private
|
|
868
|
+
*/
|
|
869
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
870
|
+
/**
|
|
871
|
+
* Map to store pending requests and their callbacks
|
|
872
|
+
* @private
|
|
873
|
+
*/
|
|
874
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
875
|
+
/**
|
|
876
|
+
* Map to store market data prices for each symbol
|
|
877
|
+
* @private
|
|
878
|
+
*/
|
|
879
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
880
|
+
/**
|
|
881
|
+
* Maximum number of price points to store per symbol
|
|
882
|
+
* @private
|
|
883
|
+
*/
|
|
884
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
885
|
+
server = new Server(
|
|
886
|
+
{
|
|
887
|
+
name: "fixparser",
|
|
888
|
+
version: "1.0.0"
|
|
889
|
+
},
|
|
890
|
+
{
|
|
891
|
+
capabilities: {
|
|
892
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
893
|
+
(acc, [name, { description, schema }]) => {
|
|
894
|
+
acc[name] = {
|
|
895
|
+
description,
|
|
896
|
+
parameters: schema
|
|
897
|
+
};
|
|
898
|
+
return acc;
|
|
899
|
+
},
|
|
900
|
+
{}
|
|
901
|
+
)
|
|
902
|
+
}
|
|
903
|
+
}
|
|
904
|
+
);
|
|
905
|
+
transport = new StdioServerTransport();
|
|
906
|
+
constructor({ logger, onReady }) {
|
|
907
|
+
super({ logger, onReady });
|
|
908
|
+
}
|
|
909
|
+
async register(parser) {
|
|
910
|
+
this.parser = parser;
|
|
911
|
+
this.parser.addOnMessageCallback((message) => {
|
|
912
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
913
|
+
});
|
|
914
|
+
this.addWorkflows();
|
|
915
|
+
await this.server.connect(this.transport);
|
|
916
|
+
if (this.onReady) {
|
|
917
|
+
this.onReady();
|
|
918
|
+
}
|
|
919
|
+
}
|
|
920
|
+
addWorkflows() {
|
|
921
|
+
if (!this.parser) {
|
|
922
|
+
return;
|
|
923
|
+
}
|
|
924
|
+
if (!this.server) {
|
|
925
|
+
return;
|
|
926
|
+
}
|
|
927
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
928
|
+
return {
|
|
929
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
930
|
+
name,
|
|
931
|
+
description,
|
|
932
|
+
inputSchema: schema
|
|
933
|
+
}))
|
|
934
|
+
};
|
|
935
|
+
});
|
|
936
|
+
this.server.setRequestHandler(
|
|
937
|
+
z.object({
|
|
938
|
+
method: z.literal("tools/call"),
|
|
939
|
+
params: z.object({
|
|
940
|
+
name: z.string(),
|
|
941
|
+
arguments: z.any(),
|
|
942
|
+
_meta: z.object({
|
|
943
|
+
progressToken: z.number()
|
|
944
|
+
}).optional()
|
|
945
|
+
})
|
|
946
|
+
}),
|
|
947
|
+
async (request) => {
|
|
948
|
+
const { name, arguments: args } = request.params;
|
|
949
|
+
const toolHandlers = createToolHandlers(
|
|
950
|
+
this.parser,
|
|
951
|
+
this.verifiedOrders,
|
|
952
|
+
this.pendingRequests,
|
|
953
|
+
this.marketDataPrices
|
|
954
|
+
);
|
|
955
|
+
const handler = toolHandlers[name];
|
|
956
|
+
if (!handler) {
|
|
957
|
+
return {
|
|
958
|
+
content: [
|
|
959
|
+
{
|
|
960
|
+
type: "text",
|
|
961
|
+
text: `Tool not found: ${name}`,
|
|
962
|
+
uri: name
|
|
963
|
+
}
|
|
964
|
+
],
|
|
965
|
+
isError: true
|
|
966
|
+
};
|
|
967
|
+
}
|
|
968
|
+
const result = await handler(args);
|
|
615
969
|
return {
|
|
616
|
-
|
|
617
|
-
|
|
618
|
-
uri: uri.href,
|
|
619
|
-
text: svg
|
|
620
|
-
}
|
|
621
|
-
]
|
|
970
|
+
content: result.content,
|
|
971
|
+
isError: result.isError
|
|
622
972
|
};
|
|
623
973
|
}
|
|
624
974
|
);
|