fixparser-plugin-mcp 9.1.7-be52c470 → 9.1.7-bfafe1e3

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.
@@ -5,910 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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  import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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  import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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  import { z } from "zod";
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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+ import {
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+ Field,
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+ Fields,
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+ HandlInst,
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+ MDEntryType,
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+ Messages,
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+ OrdType,
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+ SubscriptionRequestType,
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+ TimeInForce
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+ } from "fixparser";
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+ var transports = {};
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+ var MCPRemote = class {
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+ /**
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+ * Port number the server will listen on.
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+ * @private
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+ */
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+ port;
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  /**
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  * Optional logger instance for diagnostics and output.
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- * @protected
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+ * @private
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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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- * 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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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- marketDataRequest: {
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- description: "Requests market data for specified symbols",
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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- 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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- };
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-
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- // src/tools/marketData.ts
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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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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));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new QuickChart();
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- chart.setWidth(1200);
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- chart.setHeight(600);
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- chart.setBackgroundColor("transparent");
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
412
- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- 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: [
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- {
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- type: "resource",
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- resource: {
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- uri: "resource://graph",
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- mimeType: "image/png",
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- blob: base64
439
- }
440
- }
441
- ]
442
- };
443
- } catch (error) {
444
- return {
445
- content: [
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- {
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- 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: [
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- {
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",
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- "3": "Stop",
517
- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
524
- B: "LimitOnClose",
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- C: "ForexMarket",
526
- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
531
- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- 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",
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- "4": "SellPlus",
546
- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
550
- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- 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",
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- "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
- port;
34
+ parser;
907
35
  /**
908
36
  * Node.js HTTP server instance created internally.
909
37
  * @private
910
38
  */
911
- httpServer;
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
- serverName;
49
+ name;
922
50
  /**
923
51
  * Optional version string of the plugin/server.
924
52
  * @private
925
53
  */
926
- serverVersion;
54
+ version;
927
55
  /**
928
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
929
57
  * @private
930
58
  */
931
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
932
60
  /**
933
- * Map to store pending requests and their callbacks
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.parser.addOnMessageCallback((message) => {
959
- if (this.parser) {
960
- handleMessage(
961
- message,
962
- this.parser,
963
- this.pendingRequests,
964
- this.marketDataPrices,
965
- this.MAX_PRICE_HISTORY,
966
- (symbol, data) => {
967
- this.mcpServer?.tool(
968
- "priceUpdate",
969
- {
970
- description: "Price update notification",
971
- schema: z.object({
972
- symbol: z.string(),
973
- timestamp: z.number(),
974
- bid: z.number(),
975
- offer: z.number(),
976
- spread: z.number(),
977
- volume: z.number()
978
- })
979
- },
980
- () => ({
981
- content: [
982
- {
983
- type: "text",
984
- text: JSON.stringify({ symbol, ...data })
985
- }
986
- ]
987
- })
988
- );
989
- }
990
- );
991
- }
992
- });
993
- this.httpServer = createServer(async (req, res) => {
994
- this.logger?.log({
995
- level: "info",
996
- message: `Incoming request: ${req.method} ${req.url}`
997
- });
100
+ this.server = createServer(async (req, res) => {
998
101
  if (!req.url || !req.method) {
999
- this.logger?.log({
1000
- level: "error",
1001
- message: "Invalid request: missing URL or method"
1002
- });
1003
102
  res.writeHead(400);
1004
103
  res.end("Bad Request");
1005
104
  return;
1006
105
  }
1007
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${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.serverName || "FIXParser",
1069
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
1070
166
  });
1071
- this.setupTools();
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
- try {
1092
- await transport.handleRequest(req, res, parsed);
1093
- this.logger?.log({
1094
- level: "info",
1095
- message: "Request handled successfully"
1096
- });
1097
- } catch (error) {
1098
- this.logger?.log({
1099
- level: "error",
1100
- message: `Error handling request: ${error}`
1101
- });
1102
- throw error;
1103
- }
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: ${sessionId}`
1110
- });
1111
187
  res.writeHead(400);
1112
188
  res.end("Invalid or missing session ID");
1113
189
  return;
1114
190
  }
1115
191
  const transport = transports[sessionId];
1116
- try {
1117
- await transport.handleRequest(req, res);
1118
- this.logger?.log({
1119
- level: "info",
1120
- message: `${req.method} request handled successfully for session: ${sessionId}`
1121
- });
1122
- } catch (error) {
1123
- this.logger?.log({
1124
- level: "error",
1125
- message: `Error handling ${req.method} request: ${error}`
1126
- });
1127
- throw error;
1128
- }
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
- } else {
1138
- this.logger?.log({
1139
- level: "error",
1140
- message: `Not found: ${req.url}`
1141
- });
1142
- res.writeHead(404);
1143
- res.end("Not Found");
197
+ return;
1144
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
1145
201
  });
1146
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
1147
203
  this.logger?.log({
1148
204
  level: "info",
1149
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1153,55 +209,381 @@ var MCPRemote = class extends MCPBase {
1153
209
  this.onReady();
1154
210
  }
1155
211
  }
1156
- setupTools() {
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 tools..."
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 tools..."
223
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1168
224
  });
1169
225
  return;
1170
226
  }
1171
- const toolHandlers = createToolHandlers(
1172
- this.parser,
1173
- this.verifiedOrders,
1174
- this.pendingRequests,
1175
- this.marketDataPrices
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
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1178
- this.mcpServer?.registerTool(
1179
- name,
1180
- {
1181
- description,
1182
- inputSchema: jsonSchemaToZod(schema)
1183
- },
1184
- async (args) => {
1185
- const handler = toolHandlers[name];
1186
- if (!handler) {
1187
- return {
1188
- content: [
1189
- {
1190
- type: "text",
1191
- text: `Tool not found: ${name}`
1192
- }
1193
- ],
1194
- isError: true
1195
- };
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
- const result = await handler(args);
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
- content: result.content,
1200
- isError: result.isError
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 {