fixparser-plugin-mcp 9.1.7-be52c470 → 9.1.7-bed11992
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 +105 -144
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1072
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +105 -144
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1062
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +9 -33
- package/types/MCPRemote.d.ts +27 -33
- package/build/cjs/index.js +0 -1371
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1333
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/utils/messageHandler.d.ts +0 -18
package/build/esm/MCPRemote.mjs
CHANGED
|
@@ -5,910 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
|
|
|
5
5
|
import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
|
|
6
6
|
import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
|
|
7
7
|
import { z } from "zod";
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
8
|
+
import {
|
|
9
|
+
Field,
|
|
10
|
+
Fields,
|
|
11
|
+
HandlInst,
|
|
12
|
+
MDEntryType,
|
|
13
|
+
Messages,
|
|
14
|
+
OrdType,
|
|
15
|
+
SubscriptionRequestType,
|
|
16
|
+
TimeInForce
|
|
17
|
+
} from "fixparser";
|
|
18
|
+
var transports = {};
|
|
19
|
+
var MCPRemote = class {
|
|
20
|
+
/**
|
|
21
|
+
* Port number the server will listen on.
|
|
22
|
+
* @private
|
|
23
|
+
*/
|
|
24
|
+
port;
|
|
11
25
|
/**
|
|
12
26
|
* Optional logger instance for diagnostics and output.
|
|
13
|
-
* @
|
|
27
|
+
* @private
|
|
14
28
|
*/
|
|
15
29
|
logger;
|
|
16
30
|
/**
|
|
17
31
|
* FIXParser instance, set during plugin register().
|
|
18
|
-
* @protected
|
|
19
|
-
*/
|
|
20
|
-
parser;
|
|
21
|
-
/**
|
|
22
|
-
* Called when server is setup and listening.
|
|
23
|
-
* @protected
|
|
24
|
-
*/
|
|
25
|
-
onReady = void 0;
|
|
26
|
-
/**
|
|
27
|
-
* Map to store verified orders before execution
|
|
28
|
-
* @protected
|
|
29
|
-
*/
|
|
30
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
31
|
-
/**
|
|
32
|
-
* Map to store pending market data requests
|
|
33
|
-
* @protected
|
|
34
|
-
*/
|
|
35
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
36
|
-
/**
|
|
37
|
-
* Map to store market data prices
|
|
38
|
-
* @protected
|
|
39
|
-
*/
|
|
40
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
41
|
-
/**
|
|
42
|
-
* Maximum number of price history entries to keep per symbol
|
|
43
|
-
* @protected
|
|
44
|
-
*/
|
|
45
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
46
|
-
constructor({ logger, onReady }) {
|
|
47
|
-
this.logger = logger;
|
|
48
|
-
this.onReady = onReady;
|
|
49
|
-
}
|
|
50
|
-
};
|
|
51
|
-
|
|
52
|
-
// src/schemas/schemas.ts
|
|
53
|
-
var toolSchemas = {
|
|
54
|
-
parse: {
|
|
55
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
56
|
-
schema: {
|
|
57
|
-
type: "object",
|
|
58
|
-
properties: {
|
|
59
|
-
fixString: { type: "string" }
|
|
60
|
-
},
|
|
61
|
-
required: ["fixString"]
|
|
62
|
-
}
|
|
63
|
-
},
|
|
64
|
-
parseToJSON: {
|
|
65
|
-
description: "Parses a FIX message into JSON",
|
|
66
|
-
schema: {
|
|
67
|
-
type: "object",
|
|
68
|
-
properties: {
|
|
69
|
-
fixString: { type: "string" }
|
|
70
|
-
},
|
|
71
|
-
required: ["fixString"]
|
|
72
|
-
}
|
|
73
|
-
},
|
|
74
|
-
verifyOrder: {
|
|
75
|
-
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
76
|
-
schema: {
|
|
77
|
-
type: "object",
|
|
78
|
-
properties: {
|
|
79
|
-
clOrdID: { type: "string" },
|
|
80
|
-
handlInst: {
|
|
81
|
-
type: "string",
|
|
82
|
-
enum: ["1", "2", "3"],
|
|
83
|
-
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
84
|
-
},
|
|
85
|
-
quantity: { type: "string" },
|
|
86
|
-
price: { type: "string" },
|
|
87
|
-
ordType: {
|
|
88
|
-
type: "string",
|
|
89
|
-
enum: [
|
|
90
|
-
"1",
|
|
91
|
-
"2",
|
|
92
|
-
"3",
|
|
93
|
-
"4",
|
|
94
|
-
"5",
|
|
95
|
-
"6",
|
|
96
|
-
"7",
|
|
97
|
-
"8",
|
|
98
|
-
"9",
|
|
99
|
-
"A",
|
|
100
|
-
"B",
|
|
101
|
-
"C",
|
|
102
|
-
"D",
|
|
103
|
-
"E",
|
|
104
|
-
"F",
|
|
105
|
-
"G",
|
|
106
|
-
"H",
|
|
107
|
-
"I",
|
|
108
|
-
"J",
|
|
109
|
-
"K",
|
|
110
|
-
"L",
|
|
111
|
-
"M",
|
|
112
|
-
"P",
|
|
113
|
-
"Q",
|
|
114
|
-
"R",
|
|
115
|
-
"S"
|
|
116
|
-
],
|
|
117
|
-
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"
|
|
118
|
-
},
|
|
119
|
-
side: {
|
|
120
|
-
type: "string",
|
|
121
|
-
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
122
|
-
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"
|
|
123
|
-
},
|
|
124
|
-
symbol: { type: "string" },
|
|
125
|
-
timeInForce: {
|
|
126
|
-
type: "string",
|
|
127
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
128
|
-
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"
|
|
129
|
-
}
|
|
130
|
-
},
|
|
131
|
-
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
132
|
-
}
|
|
133
|
-
},
|
|
134
|
-
executeOrder: {
|
|
135
|
-
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
136
|
-
schema: {
|
|
137
|
-
type: "object",
|
|
138
|
-
properties: {
|
|
139
|
-
clOrdID: { type: "string" },
|
|
140
|
-
handlInst: {
|
|
141
|
-
type: "string",
|
|
142
|
-
enum: ["1", "2", "3"],
|
|
143
|
-
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
144
|
-
},
|
|
145
|
-
quantity: { type: "string" },
|
|
146
|
-
price: { type: "string" },
|
|
147
|
-
ordType: {
|
|
148
|
-
type: "string",
|
|
149
|
-
enum: [
|
|
150
|
-
"1",
|
|
151
|
-
"2",
|
|
152
|
-
"3",
|
|
153
|
-
"4",
|
|
154
|
-
"5",
|
|
155
|
-
"6",
|
|
156
|
-
"7",
|
|
157
|
-
"8",
|
|
158
|
-
"9",
|
|
159
|
-
"A",
|
|
160
|
-
"B",
|
|
161
|
-
"C",
|
|
162
|
-
"D",
|
|
163
|
-
"E",
|
|
164
|
-
"F",
|
|
165
|
-
"G",
|
|
166
|
-
"H",
|
|
167
|
-
"I",
|
|
168
|
-
"J",
|
|
169
|
-
"K",
|
|
170
|
-
"L",
|
|
171
|
-
"M",
|
|
172
|
-
"P",
|
|
173
|
-
"Q",
|
|
174
|
-
"R",
|
|
175
|
-
"S"
|
|
176
|
-
],
|
|
177
|
-
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"
|
|
178
|
-
},
|
|
179
|
-
side: {
|
|
180
|
-
type: "string",
|
|
181
|
-
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
182
|
-
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"
|
|
183
|
-
},
|
|
184
|
-
symbol: { type: "string" },
|
|
185
|
-
timeInForce: {
|
|
186
|
-
type: "string",
|
|
187
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
188
|
-
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"
|
|
189
|
-
}
|
|
190
|
-
},
|
|
191
|
-
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
192
|
-
}
|
|
193
|
-
},
|
|
194
|
-
marketDataRequest: {
|
|
195
|
-
description: "Requests market data for specified symbols",
|
|
196
|
-
schema: {
|
|
197
|
-
type: "object",
|
|
198
|
-
properties: {
|
|
199
|
-
mdUpdateType: {
|
|
200
|
-
type: "string",
|
|
201
|
-
enum: ["0", "1"],
|
|
202
|
-
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
203
|
-
},
|
|
204
|
-
symbols: { type: "array", items: { type: "string" } },
|
|
205
|
-
mdReqID: { type: "string" },
|
|
206
|
-
subscriptionRequestType: {
|
|
207
|
-
type: "string",
|
|
208
|
-
enum: ["0", "1", "2"],
|
|
209
|
-
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
210
|
-
},
|
|
211
|
-
mdEntryTypes: {
|
|
212
|
-
type: "array",
|
|
213
|
-
items: {
|
|
214
|
-
type: "string",
|
|
215
|
-
enum: [
|
|
216
|
-
"0",
|
|
217
|
-
"1",
|
|
218
|
-
"2",
|
|
219
|
-
"3",
|
|
220
|
-
"4",
|
|
221
|
-
"5",
|
|
222
|
-
"6",
|
|
223
|
-
"7",
|
|
224
|
-
"8",
|
|
225
|
-
"9",
|
|
226
|
-
"A",
|
|
227
|
-
"B",
|
|
228
|
-
"C",
|
|
229
|
-
"D",
|
|
230
|
-
"E",
|
|
231
|
-
"F",
|
|
232
|
-
"G",
|
|
233
|
-
"H",
|
|
234
|
-
"I",
|
|
235
|
-
"J",
|
|
236
|
-
"K",
|
|
237
|
-
"L",
|
|
238
|
-
"M",
|
|
239
|
-
"N",
|
|
240
|
-
"O",
|
|
241
|
-
"P",
|
|
242
|
-
"Q",
|
|
243
|
-
"R",
|
|
244
|
-
"S",
|
|
245
|
-
"T",
|
|
246
|
-
"U",
|
|
247
|
-
"V",
|
|
248
|
-
"W",
|
|
249
|
-
"X",
|
|
250
|
-
"Y",
|
|
251
|
-
"Z"
|
|
252
|
-
]
|
|
253
|
-
},
|
|
254
|
-
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"
|
|
255
|
-
}
|
|
256
|
-
},
|
|
257
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
258
|
-
}
|
|
259
|
-
},
|
|
260
|
-
getStockGraph: {
|
|
261
|
-
description: "Generates a price chart for a given symbol",
|
|
262
|
-
schema: {
|
|
263
|
-
type: "object",
|
|
264
|
-
properties: {
|
|
265
|
-
symbol: { type: "string" }
|
|
266
|
-
},
|
|
267
|
-
required: ["symbol"]
|
|
268
|
-
}
|
|
269
|
-
},
|
|
270
|
-
getStockPriceHistory: {
|
|
271
|
-
description: "Returns price history for a given symbol",
|
|
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
32
|
* @private
|
|
905
33
|
*/
|
|
906
|
-
|
|
34
|
+
parser;
|
|
907
35
|
/**
|
|
908
36
|
* Node.js HTTP server instance created internally.
|
|
909
37
|
* @private
|
|
910
38
|
*/
|
|
911
|
-
|
|
39
|
+
server;
|
|
912
40
|
/**
|
|
913
41
|
* MCP server instance handling MCP protocol logic.
|
|
914
42
|
* @private
|
|
@@ -918,98 +46,90 @@ var MCPRemote = class extends MCPBase {
|
|
|
918
46
|
* Optional name of the plugin/server instance.
|
|
919
47
|
* @private
|
|
920
48
|
*/
|
|
921
|
-
|
|
49
|
+
name;
|
|
922
50
|
/**
|
|
923
51
|
* Optional version string of the plugin/server.
|
|
924
52
|
* @private
|
|
925
53
|
*/
|
|
926
|
-
|
|
54
|
+
version;
|
|
927
55
|
/**
|
|
928
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
929
57
|
* @private
|
|
930
58
|
*/
|
|
931
|
-
|
|
59
|
+
onReady = void 0;
|
|
932
60
|
/**
|
|
933
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
934
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
935
66
|
*/
|
|
936
67
|
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;
|
|
947
68
|
constructor({ port, logger, onReady }) {
|
|
948
|
-
super({ logger, onReady });
|
|
949
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
950
72
|
}
|
|
951
73
|
async register(parser) {
|
|
952
74
|
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
|
+
});
|
|
953
95
|
this.logger = parser.logger;
|
|
954
96
|
this.logger?.log({
|
|
955
97
|
level: "info",
|
|
956
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
957
99
|
});
|
|
958
|
-
this.
|
|
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} ${req.url}`
|
|
997
|
-
});
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
998
101
|
if (!req.url || !req.method) {
|
|
999
|
-
this.logger?.log({
|
|
1000
|
-
level: "error",
|
|
1001
|
-
message: "Invalid request: missing URL or method"
|
|
1002
|
-
});
|
|
1003
102
|
res.writeHead(400);
|
|
1004
103
|
res.end("Bad Request");
|
|
1005
104
|
return;
|
|
1006
105
|
}
|
|
1007
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
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 === "/") {
|
|
1008
132
|
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
|
-
});
|
|
1013
133
|
if (req.method === "POST") {
|
|
1014
134
|
const bodyChunks = [];
|
|
1015
135
|
req.on("data", (chunk) => {
|
|
@@ -1020,61 +140,33 @@ var MCPRemote = class extends MCPBase {
|
|
|
1020
140
|
const body = Buffer.concat(bodyChunks).toString();
|
|
1021
141
|
try {
|
|
1022
142
|
parsed = JSON.parse(body);
|
|
1023
|
-
this.logger?.log({
|
|
1024
|
-
level: "info",
|
|
1025
|
-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1026
|
-
});
|
|
1027
143
|
} catch (err) {
|
|
1028
|
-
this.logger?.log({
|
|
1029
|
-
level: "error",
|
|
1030
|
-
message: `Failed to parse JSON body: ${err}`
|
|
1031
|
-
});
|
|
1032
144
|
res.writeHead(400);
|
|
1033
145
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
1034
146
|
return;
|
|
1035
147
|
}
|
|
1036
148
|
let transport;
|
|
1037
149
|
if (sessionId && transports[sessionId]) {
|
|
1038
|
-
this.logger?.log({
|
|
1039
|
-
level: "info",
|
|
1040
|
-
message: `Using existing transport for session: ${sessionId}`
|
|
1041
|
-
});
|
|
1042
150
|
transport = transports[sessionId];
|
|
1043
151
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1044
|
-
this.logger?.log({
|
|
1045
|
-
level: "info",
|
|
1046
|
-
message: "Creating new transport for initialization request"
|
|
1047
|
-
});
|
|
1048
152
|
transport = new StreamableHTTPServerTransport({
|
|
1049
153
|
sessionIdGenerator: () => randomUUID(),
|
|
1050
154
|
onsessioninitialized: (sessionId2) => {
|
|
1051
|
-
this.logger?.log({
|
|
1052
|
-
level: "info",
|
|
1053
|
-
message: `New session initialized: ${sessionId2}`
|
|
1054
|
-
});
|
|
1055
155
|
transports[sessionId2] = transport;
|
|
1056
156
|
}
|
|
1057
157
|
});
|
|
1058
158
|
transport.onclose = () => {
|
|
1059
159
|
if (transport.sessionId) {
|
|
1060
|
-
this.logger?.log({
|
|
1061
|
-
level: "info",
|
|
1062
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1063
|
-
});
|
|
1064
160
|
delete transports[transport.sessionId];
|
|
1065
161
|
}
|
|
1066
162
|
};
|
|
1067
163
|
this.mcpServer = new McpServer({
|
|
1068
|
-
name: this.
|
|
1069
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1070
166
|
});
|
|
1071
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1072
168
|
await this.mcpServer.connect(transport);
|
|
1073
169
|
} else {
|
|
1074
|
-
this.logger?.log({
|
|
1075
|
-
level: "error",
|
|
1076
|
-
message: "Invalid request: No valid session ID provided"
|
|
1077
|
-
});
|
|
1078
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1079
171
|
res.end(
|
|
1080
172
|
JSON.stringify({
|
|
@@ -1088,62 +180,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1088
180
|
);
|
|
1089
181
|
return;
|
|
1090
182
|
}
|
|
1091
|
-
|
|
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
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1104
184
|
});
|
|
1105
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1106
186
|
if (!sessionId || !transports[sessionId]) {
|
|
1107
|
-
this.logger?.log({
|
|
1108
|
-
level: "error",
|
|
1109
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1110
|
-
});
|
|
1111
187
|
res.writeHead(400);
|
|
1112
188
|
res.end("Invalid or missing session ID");
|
|
1113
189
|
return;
|
|
1114
190
|
}
|
|
1115
191
|
const transport = transports[sessionId];
|
|
1116
|
-
|
|
1117
|
-
await transport.handleRequest(req, res);
|
|
1118
|
-
this.logger?.log({
|
|
1119
|
-
level: "info",
|
|
1120
|
-
message: `${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
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1129
193
|
} else {
|
|
1130
|
-
this.logger?.log({
|
|
1131
|
-
level: "error",
|
|
1132
|
-
message: `Method not allowed: ${req.method}`
|
|
1133
|
-
});
|
|
1134
194
|
res.writeHead(405);
|
|
1135
195
|
res.end("Method Not Allowed");
|
|
1136
196
|
}
|
|
1137
|
-
|
|
1138
|
-
this.logger?.log({
|
|
1139
|
-
level: "error",
|
|
1140
|
-
message: `Not found: ${req.url}`
|
|
1141
|
-
});
|
|
1142
|
-
res.writeHead(404);
|
|
1143
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1144
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1145
201
|
});
|
|
1146
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1147
203
|
this.logger?.log({
|
|
1148
204
|
level: "info",
|
|
1149
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1153,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1153
209
|
this.onReady();
|
|
1154
210
|
}
|
|
1155
211
|
}
|
|
1156
|
-
|
|
212
|
+
addWorkflows() {
|
|
1157
213
|
if (!this.parser) {
|
|
1158
214
|
this.logger?.log({
|
|
1159
215
|
level: "error",
|
|
1160
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1161
217
|
});
|
|
1162
218
|
return;
|
|
1163
219
|
}
|
|
1164
220
|
if (!this.mcpServer) {
|
|
1165
221
|
this.logger?.log({
|
|
1166
222
|
level: "error",
|
|
1167
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1168
224
|
});
|
|
1169
225
|
return;
|
|
1170
226
|
}
|
|
1171
|
-
|
|
1172
|
-
|
|
1173
|
-
|
|
1174
|
-
|
|
1175
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
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
|
+
}
|
|
1176
257
|
);
|
|
1177
|
-
|
|
1178
|
-
|
|
1179
|
-
|
|
1180
|
-
|
|
1181
|
-
|
|
1182
|
-
|
|
1183
|
-
|
|
1184
|
-
|
|
1185
|
-
|
|
1186
|
-
|
|
1187
|
-
|
|
1188
|
-
|
|
1189
|
-
{
|
|
1190
|
-
type: "text",
|
|
1191
|
-
text: `Tool not found: ${name}`
|
|
1192
|
-
}
|
|
1193
|
-
],
|
|
1194
|
-
isError: true
|
|
1195
|
-
};
|
|
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
|
+
}
|
|
1196
270
|
}
|
|
1197
|
-
|
|
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
|
+
});
|
|
1198
285
|
return {
|
|
1199
|
-
|
|
1200
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1201
293
|
};
|
|
1202
294
|
}
|
|
1203
|
-
|
|
1204
|
-
|
|
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
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
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
|
+
}
|
|
446
|
+
}
|
|
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
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
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
|
+
);
|
|
1205
587
|
}
|
|
1206
588
|
};
|
|
1207
589
|
export {
|