fixparser-plugin-mcp 9.1.7-bed11992 → 9.1.7-bfcb9d6f
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 +961 -835
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +961 -825
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +43 -8
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +43 -8
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +4 -5
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
package/build/esm/MCPLocal.mjs
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import {
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import { Field, Fields, Messages } from "fixparser";
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import { z } from "zod";
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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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"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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"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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"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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// 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(300);
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chart.setHeight(150);
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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)",
|
|
339
|
-
fill: false,
|
|
340
|
-
tension: 0.4
|
|
341
|
-
},
|
|
342
|
-
{
|
|
343
|
-
label: "Offer",
|
|
344
|
-
data: offerData,
|
|
345
|
-
borderColor: "#dc3545",
|
|
346
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
347
|
-
fill: false,
|
|
348
|
-
tension: 0.4
|
|
349
|
-
},
|
|
350
|
-
{
|
|
351
|
-
label: "Spread",
|
|
352
|
-
data: spreadData,
|
|
353
|
-
borderColor: "#6c757d",
|
|
354
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
355
|
-
fill: false,
|
|
356
|
-
tension: 0.4
|
|
357
|
-
},
|
|
358
|
-
{
|
|
359
|
-
label: "Volume",
|
|
360
|
-
data: volumeData,
|
|
361
|
-
borderColor: "#007bff",
|
|
362
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
363
|
-
fill: true,
|
|
364
|
-
tension: 0.4
|
|
365
|
-
}
|
|
366
|
-
]
|
|
367
|
-
},
|
|
368
|
-
options: {
|
|
369
|
-
responsive: true,
|
|
370
|
-
plugins: {
|
|
371
|
-
title: {
|
|
372
|
-
display: true,
|
|
373
|
-
text: `${symbol} Market Data`
|
|
374
|
-
}
|
|
375
|
-
},
|
|
376
|
-
scales: {
|
|
377
|
-
y: {
|
|
378
|
-
beginAtZero: false
|
|
379
|
-
}
|
|
380
|
-
}
|
|
381
|
-
}
|
|
382
|
-
};
|
|
383
|
-
chart.setConfig(config);
|
|
384
|
-
const imageBuffer = await chart.toDataUrl();
|
|
385
|
-
return {
|
|
386
|
-
content: [
|
|
387
|
-
{
|
|
388
|
-
type: "image",
|
|
389
|
-
data: imageBuffer,
|
|
390
|
-
mimeType: "image/png",
|
|
391
|
-
metadata: {
|
|
392
|
-
width: 300,
|
|
393
|
-
height: 150
|
|
394
|
-
}
|
|
395
|
-
}
|
|
396
|
-
]
|
|
397
|
-
};
|
|
398
|
-
} catch (error) {
|
|
399
|
-
return {
|
|
400
|
-
content: [
|
|
401
|
-
{
|
|
402
|
-
type: "text",
|
|
403
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
404
|
-
uri: "getStockGraph"
|
|
405
|
-
}
|
|
406
|
-
],
|
|
407
|
-
isError: true
|
|
408
|
-
};
|
|
409
|
-
}
|
|
410
|
-
};
|
|
411
|
-
};
|
|
412
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
413
|
-
return async (args) => {
|
|
414
|
-
try {
|
|
415
|
-
const symbol = args.symbol;
|
|
416
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
417
|
-
if (priceHistory.length === 0) {
|
|
418
|
-
return {
|
|
419
|
-
content: [
|
|
420
|
-
{
|
|
421
|
-
type: "text",
|
|
422
|
-
text: `No price data available for ${symbol}`,
|
|
423
|
-
uri: "getStockPriceHistory"
|
|
424
|
-
}
|
|
425
|
-
]
|
|
426
|
-
};
|
|
427
|
-
}
|
|
428
|
-
return {
|
|
429
|
-
content: [
|
|
430
|
-
{
|
|
431
|
-
type: "text",
|
|
432
|
-
text: JSON.stringify(
|
|
433
|
-
{
|
|
434
|
-
symbol,
|
|
435
|
-
count: priceHistory.length,
|
|
436
|
-
data: priceHistory.map((point) => ({
|
|
437
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
438
|
-
bid: point.bid,
|
|
439
|
-
offer: point.offer,
|
|
440
|
-
spread: point.spread,
|
|
441
|
-
volume: point.volume
|
|
442
|
-
}))
|
|
443
|
-
},
|
|
444
|
-
null,
|
|
445
|
-
2
|
|
446
|
-
),
|
|
447
|
-
uri: "getStockPriceHistory"
|
|
448
|
-
}
|
|
449
|
-
]
|
|
450
|
-
};
|
|
451
|
-
} catch (error) {
|
|
452
|
-
return {
|
|
453
|
-
content: [
|
|
454
|
-
{
|
|
455
|
-
type: "text",
|
|
456
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
457
|
-
uri: "getStockPriceHistory"
|
|
458
|
-
}
|
|
459
|
-
],
|
|
460
|
-
isError: true
|
|
461
|
-
};
|
|
462
|
-
}
|
|
463
|
-
};
|
|
464
|
-
};
|
|
465
|
-
|
|
466
|
-
// src/tools/order.ts
|
|
467
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
468
|
-
var ordTypeNames = {
|
|
469
|
-
"1": "Market",
|
|
470
|
-
"2": "Limit",
|
|
471
|
-
"3": "Stop",
|
|
472
|
-
"4": "StopLimit",
|
|
473
|
-
"5": "MarketOnClose",
|
|
474
|
-
"6": "WithOrWithout",
|
|
475
|
-
"7": "LimitOrBetter",
|
|
476
|
-
"8": "LimitWithOrWithout",
|
|
477
|
-
"9": "OnBasis",
|
|
478
|
-
A: "OnClose",
|
|
479
|
-
B: "LimitOnClose",
|
|
480
|
-
C: "ForexMarket",
|
|
481
|
-
D: "PreviouslyQuoted",
|
|
482
|
-
E: "PreviouslyIndicated",
|
|
483
|
-
F: "ForexLimit",
|
|
484
|
-
G: "ForexSwap",
|
|
485
|
-
H: "ForexPreviouslyQuoted",
|
|
486
|
-
I: "Funari",
|
|
487
|
-
J: "MarketIfTouched",
|
|
488
|
-
K: "MarketWithLeftOverAsLimit",
|
|
489
|
-
L: "PreviousFundValuationPoint",
|
|
490
|
-
M: "NextFundValuationPoint",
|
|
491
|
-
P: "Pegged",
|
|
492
|
-
Q: "CounterOrderSelection",
|
|
493
|
-
R: "StopOnBidOrOffer",
|
|
494
|
-
S: "StopLimitOnBidOrOffer"
|
|
495
|
-
};
|
|
496
|
-
var sideNames = {
|
|
497
|
-
"1": "Buy",
|
|
498
|
-
"2": "Sell",
|
|
499
|
-
"3": "BuyMinus",
|
|
500
|
-
"4": "SellPlus",
|
|
501
|
-
"5": "SellShort",
|
|
502
|
-
"6": "SellShortExempt",
|
|
503
|
-
"7": "Undisclosed",
|
|
504
|
-
"8": "Cross",
|
|
505
|
-
"9": "CrossShort",
|
|
506
|
-
A: "CrossShortExempt",
|
|
507
|
-
B: "AsDefined",
|
|
508
|
-
C: "Opposite",
|
|
509
|
-
D: "Subscribe",
|
|
510
|
-
E: "Redeem",
|
|
511
|
-
F: "Lend",
|
|
512
|
-
G: "Borrow",
|
|
513
|
-
H: "SellUndisclosed"
|
|
514
|
-
};
|
|
515
|
-
var timeInForceNames = {
|
|
516
|
-
"0": "Day",
|
|
517
|
-
"1": "GoodTillCancel",
|
|
518
|
-
"2": "AtTheOpening",
|
|
519
|
-
"3": "ImmediateOrCancel",
|
|
520
|
-
"4": "FillOrKill",
|
|
521
|
-
"5": "GoodTillCrossing",
|
|
522
|
-
"6": "GoodTillDate",
|
|
523
|
-
"7": "AtTheClose",
|
|
524
|
-
"8": "GoodThroughCrossing",
|
|
525
|
-
"9": "AtCrossing",
|
|
526
|
-
A: "GoodForTime",
|
|
527
|
-
B: "GoodForAuction",
|
|
528
|
-
C: "GoodForMonth"
|
|
529
|
-
};
|
|
530
|
-
var handlInstNames = {
|
|
531
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
532
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
533
|
-
"3": "ManualOrder"
|
|
534
|
-
};
|
|
535
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
536
|
-
return async (args) => {
|
|
537
|
-
try {
|
|
538
|
-
verifiedOrders.set(args.clOrdID, {
|
|
539
|
-
clOrdID: args.clOrdID,
|
|
540
|
-
handlInst: args.handlInst,
|
|
541
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
542
|
-
price: Number.parseFloat(String(args.price)),
|
|
543
|
-
ordType: args.ordType,
|
|
544
|
-
side: args.side,
|
|
545
|
-
symbol: args.symbol,
|
|
546
|
-
timeInForce: args.timeInForce
|
|
547
|
-
});
|
|
548
|
-
return {
|
|
549
|
-
content: [
|
|
550
|
-
{
|
|
551
|
-
type: "text",
|
|
552
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
553
|
-
|
|
554
|
-
Parameters verified:
|
|
555
|
-
- ClOrdID: ${args.clOrdID}
|
|
556
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
557
|
-
- Quantity: ${args.quantity}
|
|
558
|
-
- Price: ${args.price}
|
|
559
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
560
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
561
|
-
- Symbol: ${args.symbol}
|
|
562
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
563
|
-
|
|
564
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
565
|
-
uri: "verifyOrder"
|
|
566
|
-
}
|
|
567
|
-
]
|
|
568
|
-
};
|
|
569
|
-
} catch (error) {
|
|
570
|
-
return {
|
|
571
|
-
content: [
|
|
572
|
-
{
|
|
573
|
-
type: "text",
|
|
574
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
575
|
-
uri: "verifyOrder"
|
|
576
|
-
}
|
|
577
|
-
],
|
|
578
|
-
isError: true
|
|
579
|
-
};
|
|
580
|
-
}
|
|
581
|
-
};
|
|
582
|
-
};
|
|
583
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
584
|
-
return async (args) => {
|
|
585
|
-
try {
|
|
586
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
587
|
-
if (!verifiedOrder) {
|
|
588
|
-
return {
|
|
589
|
-
content: [
|
|
590
|
-
{
|
|
591
|
-
type: "text",
|
|
592
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
593
|
-
uri: "executeOrder"
|
|
594
|
-
}
|
|
595
|
-
],
|
|
596
|
-
isError: true
|
|
597
|
-
};
|
|
598
|
-
}
|
|
599
|
-
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) {
|
|
600
|
-
return {
|
|
601
|
-
content: [
|
|
602
|
-
{
|
|
603
|
-
type: "text",
|
|
604
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
605
|
-
uri: "executeOrder"
|
|
606
|
-
}
|
|
607
|
-
],
|
|
608
|
-
isError: true
|
|
609
|
-
};
|
|
610
|
-
}
|
|
611
|
-
const response = new Promise((resolve) => {
|
|
612
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
613
|
-
});
|
|
614
|
-
const order = parser.createMessage(
|
|
615
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
616
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
617
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
618
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
619
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
620
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
621
|
-
new Field2(Fields2.Side, args.side),
|
|
622
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
623
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
624
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
625
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
626
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
627
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
628
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
629
|
-
);
|
|
630
|
-
if (!parser.connected) {
|
|
631
|
-
return {
|
|
632
|
-
content: [
|
|
633
|
-
{
|
|
634
|
-
type: "text",
|
|
635
|
-
text: "Error: Not connected. Ignoring message.",
|
|
636
|
-
uri: "executeOrder"
|
|
637
|
-
}
|
|
638
|
-
],
|
|
639
|
-
isError: true
|
|
640
|
-
};
|
|
641
|
-
}
|
|
642
|
-
parser.send(order);
|
|
643
|
-
const fixData = await response;
|
|
644
|
-
verifiedOrders.delete(args.clOrdID);
|
|
645
|
-
return {
|
|
646
|
-
content: [
|
|
647
|
-
{
|
|
648
|
-
type: "text",
|
|
649
|
-
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())}`,
|
|
650
|
-
uri: "executeOrder"
|
|
651
|
-
}
|
|
652
|
-
]
|
|
653
|
-
};
|
|
654
|
-
} catch (error) {
|
|
655
|
-
return {
|
|
656
|
-
content: [
|
|
657
|
-
{
|
|
658
|
-
type: "text",
|
|
659
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
660
|
-
uri: "executeOrder"
|
|
661
|
-
}
|
|
662
|
-
],
|
|
663
|
-
isError: true
|
|
664
|
-
};
|
|
665
|
-
}
|
|
666
|
-
};
|
|
667
|
-
};
|
|
668
|
-
|
|
669
|
-
// src/tools/parse.ts
|
|
670
|
-
var createParseHandler = (parser) => {
|
|
671
|
-
return async (args) => {
|
|
672
|
-
try {
|
|
673
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
674
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
675
|
-
return {
|
|
676
|
-
content: [
|
|
677
|
-
{
|
|
678
|
-
type: "text",
|
|
679
|
-
text: "Error: Failed to parse FIX string",
|
|
680
|
-
uri: "parse"
|
|
681
|
-
}
|
|
682
|
-
],
|
|
683
|
-
isError: true
|
|
684
|
-
};
|
|
685
|
-
}
|
|
686
|
-
return {
|
|
687
|
-
content: [
|
|
688
|
-
{
|
|
689
|
-
type: "text",
|
|
690
|
-
text: `${parsedMessage[0].description}
|
|
691
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
692
|
-
uri: "parse"
|
|
693
|
-
}
|
|
694
|
-
]
|
|
695
|
-
};
|
|
696
|
-
} catch (error) {
|
|
697
|
-
return {
|
|
698
|
-
content: [
|
|
699
|
-
{
|
|
700
|
-
type: "text",
|
|
701
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
702
|
-
uri: "parse"
|
|
703
|
-
}
|
|
704
|
-
],
|
|
705
|
-
isError: true
|
|
706
|
-
};
|
|
707
|
-
}
|
|
708
|
-
};
|
|
709
|
-
};
|
|
710
|
-
|
|
711
|
-
// src/tools/parseToJSON.ts
|
|
712
|
-
var createParseToJSONHandler = (parser) => {
|
|
713
|
-
return async (args) => {
|
|
714
|
-
try {
|
|
715
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
717
|
-
return {
|
|
718
|
-
content: [
|
|
719
|
-
{
|
|
720
|
-
type: "text",
|
|
721
|
-
text: "Error: Failed to parse FIX string",
|
|
722
|
-
uri: "parseToJSON"
|
|
723
|
-
}
|
|
724
|
-
],
|
|
725
|
-
isError: true
|
|
726
|
-
};
|
|
727
|
-
}
|
|
728
|
-
return {
|
|
729
|
-
content: [
|
|
730
|
-
{
|
|
731
|
-
type: "text",
|
|
732
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
733
|
-
uri: "parseToJSON"
|
|
734
|
-
}
|
|
735
|
-
]
|
|
736
|
-
};
|
|
737
|
-
} catch (error) {
|
|
738
|
-
return {
|
|
739
|
-
content: [
|
|
740
|
-
{
|
|
741
|
-
type: "text",
|
|
742
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
743
|
-
uri: "parseToJSON"
|
|
744
|
-
}
|
|
745
|
-
],
|
|
746
|
-
isError: true
|
|
747
|
-
};
|
|
748
|
-
}
|
|
749
|
-
};
|
|
750
|
-
};
|
|
751
|
-
|
|
752
|
-
// src/tools/index.ts
|
|
753
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
754
|
-
parse: createParseHandler(parser),
|
|
755
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
756
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
757
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
758
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
759
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
760
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
6
|
+
var fixStringSchema = z.object({
|
|
7
|
+
fixString: z.string()
|
|
8
|
+
});
|
|
9
|
+
var orderSchema = z.object({
|
|
10
|
+
clOrdID: z.string(),
|
|
11
|
+
handlInst: z.enum(["1", "2", "3"]),
|
|
12
|
+
quantity: z.string(),
|
|
13
|
+
price: z.string(),
|
|
14
|
+
ordType: z.enum([
|
|
15
|
+
"1",
|
|
16
|
+
"2",
|
|
17
|
+
"3",
|
|
18
|
+
"4",
|
|
19
|
+
"5",
|
|
20
|
+
"6",
|
|
21
|
+
"7",
|
|
22
|
+
"8",
|
|
23
|
+
"9",
|
|
24
|
+
"A",
|
|
25
|
+
"B",
|
|
26
|
+
"C",
|
|
27
|
+
"D",
|
|
28
|
+
"E",
|
|
29
|
+
"F",
|
|
30
|
+
"G",
|
|
31
|
+
"H",
|
|
32
|
+
"I",
|
|
33
|
+
"J",
|
|
34
|
+
"K",
|
|
35
|
+
"L",
|
|
36
|
+
"M",
|
|
37
|
+
"P",
|
|
38
|
+
"Q",
|
|
39
|
+
"R",
|
|
40
|
+
"S"
|
|
41
|
+
]),
|
|
42
|
+
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
43
|
+
symbol: z.string(),
|
|
44
|
+
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
|
|
45
|
+
});
|
|
46
|
+
var marketDataRequestSchema = z.object({
|
|
47
|
+
mdUpdateType: z.enum(["0", "1"]),
|
|
48
|
+
symbols: z.array(z.string()),
|
|
49
|
+
mdReqID: z.string(),
|
|
50
|
+
subscriptionRequestType: z.enum(["0", "1", "2"]),
|
|
51
|
+
mdEntryTypes: z.array(
|
|
52
|
+
z.enum([
|
|
53
|
+
"0",
|
|
54
|
+
"1",
|
|
55
|
+
"2",
|
|
56
|
+
"3",
|
|
57
|
+
"4",
|
|
58
|
+
"5",
|
|
59
|
+
"6",
|
|
60
|
+
"7",
|
|
61
|
+
"8",
|
|
62
|
+
"9",
|
|
63
|
+
"A",
|
|
64
|
+
"B",
|
|
65
|
+
"C",
|
|
66
|
+
"D",
|
|
67
|
+
"E",
|
|
68
|
+
"F",
|
|
69
|
+
"G",
|
|
70
|
+
"H",
|
|
71
|
+
"J",
|
|
72
|
+
"K",
|
|
73
|
+
"L",
|
|
74
|
+
"M",
|
|
75
|
+
"N",
|
|
76
|
+
"O",
|
|
77
|
+
"P",
|
|
78
|
+
"Q",
|
|
79
|
+
"R",
|
|
80
|
+
"S",
|
|
81
|
+
"T",
|
|
82
|
+
"U",
|
|
83
|
+
"V",
|
|
84
|
+
"W",
|
|
85
|
+
"X",
|
|
86
|
+
"Y",
|
|
87
|
+
"Z",
|
|
88
|
+
"a",
|
|
89
|
+
"b",
|
|
90
|
+
"c",
|
|
91
|
+
"d",
|
|
92
|
+
"e",
|
|
93
|
+
"g",
|
|
94
|
+
"h",
|
|
95
|
+
"i",
|
|
96
|
+
"t"
|
|
97
|
+
])
|
|
98
|
+
)
|
|
761
99
|
});
|
|
762
|
-
|
|
763
|
-
// src/MCPLocal.ts
|
|
764
100
|
var MCPLocal = class {
|
|
765
101
|
parser;
|
|
766
102
|
server = new Server(
|
|
@@ -770,16 +106,162 @@ var MCPLocal = class {
|
|
|
770
106
|
},
|
|
771
107
|
{
|
|
772
108
|
capabilities: {
|
|
773
|
-
tools:
|
|
774
|
-
|
|
775
|
-
|
|
776
|
-
|
|
777
|
-
|
|
778
|
-
|
|
779
|
-
|
|
109
|
+
tools: {
|
|
110
|
+
parse: {
|
|
111
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
112
|
+
parameters: {
|
|
113
|
+
type: "object",
|
|
114
|
+
properties: {
|
|
115
|
+
fixString: { type: "string" }
|
|
116
|
+
},
|
|
117
|
+
required: ["fixString"]
|
|
118
|
+
}
|
|
119
|
+
},
|
|
120
|
+
parseToJSON: {
|
|
121
|
+
description: "Parses a FIX message into JSON",
|
|
122
|
+
parameters: {
|
|
123
|
+
type: "object",
|
|
124
|
+
properties: {
|
|
125
|
+
fixString: { type: "string" }
|
|
126
|
+
},
|
|
127
|
+
required: ["fixString"]
|
|
128
|
+
}
|
|
780
129
|
},
|
|
781
|
-
{
|
|
782
|
-
|
|
130
|
+
verifyOrder: {
|
|
131
|
+
description: "Verifies order parameters before execution",
|
|
132
|
+
parameters: {
|
|
133
|
+
type: "object",
|
|
134
|
+
properties: {
|
|
135
|
+
clOrdID: { type: "string" },
|
|
136
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
137
|
+
quantity: { type: "string" },
|
|
138
|
+
price: { type: "string" },
|
|
139
|
+
ordType: {
|
|
140
|
+
type: "string",
|
|
141
|
+
enum: [
|
|
142
|
+
"1",
|
|
143
|
+
"2",
|
|
144
|
+
"3",
|
|
145
|
+
"4",
|
|
146
|
+
"5",
|
|
147
|
+
"6",
|
|
148
|
+
"7",
|
|
149
|
+
"8",
|
|
150
|
+
"9",
|
|
151
|
+
"A",
|
|
152
|
+
"B",
|
|
153
|
+
"C",
|
|
154
|
+
"D",
|
|
155
|
+
"E",
|
|
156
|
+
"F",
|
|
157
|
+
"G",
|
|
158
|
+
"H",
|
|
159
|
+
"I",
|
|
160
|
+
"J",
|
|
161
|
+
"K",
|
|
162
|
+
"L",
|
|
163
|
+
"M",
|
|
164
|
+
"P",
|
|
165
|
+
"Q",
|
|
166
|
+
"R",
|
|
167
|
+
"S"
|
|
168
|
+
]
|
|
169
|
+
},
|
|
170
|
+
side: {
|
|
171
|
+
type: "string",
|
|
172
|
+
enum: [
|
|
173
|
+
"1",
|
|
174
|
+
"2",
|
|
175
|
+
"3",
|
|
176
|
+
"4",
|
|
177
|
+
"5",
|
|
178
|
+
"6",
|
|
179
|
+
"7",
|
|
180
|
+
"8",
|
|
181
|
+
"9",
|
|
182
|
+
"A",
|
|
183
|
+
"B",
|
|
184
|
+
"C",
|
|
185
|
+
"D",
|
|
186
|
+
"E",
|
|
187
|
+
"F",
|
|
188
|
+
"G",
|
|
189
|
+
"H"
|
|
190
|
+
]
|
|
191
|
+
},
|
|
192
|
+
symbol: { type: "string" },
|
|
193
|
+
timeInForce: {
|
|
194
|
+
type: "string",
|
|
195
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
196
|
+
}
|
|
197
|
+
},
|
|
198
|
+
required: [
|
|
199
|
+
"clOrdID",
|
|
200
|
+
"handlInst",
|
|
201
|
+
"quantity",
|
|
202
|
+
"price",
|
|
203
|
+
"ordType",
|
|
204
|
+
"side",
|
|
205
|
+
"symbol",
|
|
206
|
+
"timeInForce"
|
|
207
|
+
]
|
|
208
|
+
}
|
|
209
|
+
},
|
|
210
|
+
executeOrder: {
|
|
211
|
+
description: "Executes a verified order",
|
|
212
|
+
parameters: {
|
|
213
|
+
type: "object",
|
|
214
|
+
properties: {
|
|
215
|
+
clOrdID: { type: "string" },
|
|
216
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
217
|
+
quantity: { type: "string" },
|
|
218
|
+
price: { type: "string" },
|
|
219
|
+
ordType: { type: "string" },
|
|
220
|
+
side: { type: "string" },
|
|
221
|
+
symbol: { type: "string" },
|
|
222
|
+
timeInForce: { type: "string" }
|
|
223
|
+
},
|
|
224
|
+
required: [
|
|
225
|
+
"clOrdID",
|
|
226
|
+
"handlInst",
|
|
227
|
+
"quantity",
|
|
228
|
+
"price",
|
|
229
|
+
"ordType",
|
|
230
|
+
"side",
|
|
231
|
+
"symbol",
|
|
232
|
+
"timeInForce"
|
|
233
|
+
]
|
|
234
|
+
}
|
|
235
|
+
},
|
|
236
|
+
marketDataRequest: {
|
|
237
|
+
description: "Requests market data for specified symbols",
|
|
238
|
+
parameters: {
|
|
239
|
+
type: "object",
|
|
240
|
+
properties: {
|
|
241
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
242
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
243
|
+
mdReqID: { type: "string" },
|
|
244
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
245
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
246
|
+
},
|
|
247
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
248
|
+
}
|
|
249
|
+
}
|
|
250
|
+
},
|
|
251
|
+
resources: {
|
|
252
|
+
greeting: {
|
|
253
|
+
description: "A simple greeting resource",
|
|
254
|
+
uri: "greeting-resource"
|
|
255
|
+
},
|
|
256
|
+
stockGraph: {
|
|
257
|
+
description: "Generates a price chart for a given symbol",
|
|
258
|
+
uri: "stockGraph/{symbol}"
|
|
259
|
+
},
|
|
260
|
+
stockPriceHistory: {
|
|
261
|
+
description: "Returns price history for a given symbol",
|
|
262
|
+
uri: "stockPriceHistory/{symbol}"
|
|
263
|
+
}
|
|
264
|
+
}
|
|
783
265
|
}
|
|
784
266
|
}
|
|
785
267
|
);
|
|
@@ -787,6 +269,7 @@ var MCPLocal = class {
|
|
|
787
269
|
onReady = void 0;
|
|
788
270
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
789
271
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
272
|
+
// Store market data prices with timestamps
|
|
790
273
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
791
274
|
MAX_PRICE_HISTORY = 1e5;
|
|
792
275
|
// Maximum number of price points to store per symbol
|
|
@@ -801,63 +284,50 @@ var MCPLocal = class {
|
|
|
801
284
|
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
802
285
|
});
|
|
803
286
|
const msgType = message.messageType;
|
|
804
|
-
if (msgType ===
|
|
287
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
|
|
805
288
|
this.parser?.logger.log({
|
|
806
289
|
level: "info",
|
|
807
290
|
message: `MCP Server handling message type: ${msgType}`
|
|
808
291
|
});
|
|
809
292
|
let id;
|
|
810
|
-
if (msgType ===
|
|
811
|
-
const symbol = message.getField(
|
|
812
|
-
const
|
|
813
|
-
const
|
|
814
|
-
const size = message.getField(Fields3.MDEntrySize);
|
|
815
|
-
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
293
|
+
if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
|
|
294
|
+
const symbol = message.getField(Fields.Symbol);
|
|
295
|
+
const price = message.getField(Fields.MDEntryPx);
|
|
296
|
+
const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
|
|
816
297
|
if (symbol?.value && price?.value) {
|
|
817
298
|
const symbolStr = String(symbol.value);
|
|
818
299
|
const priceNum = Number(price.value);
|
|
819
|
-
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
820
300
|
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
821
|
-
|
|
822
|
-
timestamp: 0,
|
|
823
|
-
bid: 0,
|
|
824
|
-
offer: 0,
|
|
825
|
-
spread: 0,
|
|
826
|
-
volume: 0
|
|
827
|
-
};
|
|
828
|
-
const newEntry = {
|
|
301
|
+
priceHistory.push({
|
|
829
302
|
timestamp: Number(timestamp),
|
|
830
|
-
|
|
831
|
-
|
|
832
|
-
spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
833
|
-
volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
|
|
834
|
-
};
|
|
835
|
-
priceHistory.push(newEntry);
|
|
303
|
+
price: priceNum
|
|
304
|
+
});
|
|
836
305
|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
837
306
|
priceHistory.shift();
|
|
838
307
|
}
|
|
839
308
|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
840
309
|
this.parser?.logger.log({
|
|
841
310
|
level: "info",
|
|
842
|
-
message: `MCP Server added ${symbol}: ${
|
|
311
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
843
312
|
});
|
|
844
313
|
this.server.notification({
|
|
845
314
|
method: "priceUpdate",
|
|
846
315
|
params: {
|
|
847
316
|
symbol: symbolStr,
|
|
848
|
-
|
|
317
|
+
price: priceNum,
|
|
318
|
+
timestamp: Number(timestamp)
|
|
849
319
|
}
|
|
850
320
|
});
|
|
851
321
|
}
|
|
852
322
|
}
|
|
853
|
-
if (msgType ===
|
|
854
|
-
const mdReqID = message.getField(
|
|
323
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh) {
|
|
324
|
+
const mdReqID = message.getField(Fields.MDReqID);
|
|
855
325
|
if (mdReqID) id = String(mdReqID.value);
|
|
856
|
-
} else if (msgType ===
|
|
857
|
-
const clOrdID = message.getField(
|
|
326
|
+
} else if (msgType === Messages.ExecutionReport) {
|
|
327
|
+
const clOrdID = message.getField(Fields.ClOrdID);
|
|
858
328
|
if (clOrdID) id = String(clOrdID.value);
|
|
859
|
-
} else if (msgType ===
|
|
860
|
-
const refSeqNum = message.getField(
|
|
329
|
+
} else if (msgType === Messages.Reject) {
|
|
330
|
+
const refSeqNum = message.getField(Fields.RefSeqNum);
|
|
861
331
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
862
332
|
}
|
|
863
333
|
if (id) {
|
|
@@ -882,55 +352,721 @@ var MCPLocal = class {
|
|
|
882
352
|
if (!this.server) {
|
|
883
353
|
return;
|
|
884
354
|
}
|
|
355
|
+
this.server.setRequestHandler(
|
|
356
|
+
z.object({ method: z.literal("resources/list") }),
|
|
357
|
+
async (request, extra) => {
|
|
358
|
+
return {
|
|
359
|
+
resources: [
|
|
360
|
+
{
|
|
361
|
+
name: "greeting",
|
|
362
|
+
description: "A simple greeting resource",
|
|
363
|
+
uri: "greeting-resource"
|
|
364
|
+
}
|
|
365
|
+
]
|
|
366
|
+
};
|
|
367
|
+
}
|
|
368
|
+
);
|
|
369
|
+
this.server.setRequestHandler(
|
|
370
|
+
z.object({ method: z.literal("resources/templates/list") }),
|
|
371
|
+
async (request, extra) => {
|
|
372
|
+
return {
|
|
373
|
+
resourceTemplates: [
|
|
374
|
+
{
|
|
375
|
+
name: "stockGraph",
|
|
376
|
+
description: "Generates a price chart for a given symbol",
|
|
377
|
+
uriTemplate: "stockGraph/{symbol}",
|
|
378
|
+
parameters: {
|
|
379
|
+
type: "object",
|
|
380
|
+
properties: {
|
|
381
|
+
symbol: { type: "string" }
|
|
382
|
+
},
|
|
383
|
+
required: ["symbol"]
|
|
384
|
+
}
|
|
385
|
+
},
|
|
386
|
+
{
|
|
387
|
+
name: "stockPriceHistory",
|
|
388
|
+
description: "Returns price history for a given symbol",
|
|
389
|
+
uriTemplate: "stockPriceHistory/{symbol}",
|
|
390
|
+
parameters: {
|
|
391
|
+
type: "object",
|
|
392
|
+
properties: {
|
|
393
|
+
symbol: { type: "string" }
|
|
394
|
+
},
|
|
395
|
+
required: ["symbol"]
|
|
396
|
+
}
|
|
397
|
+
}
|
|
398
|
+
]
|
|
399
|
+
};
|
|
400
|
+
}
|
|
401
|
+
);
|
|
885
402
|
this.server.setRequestHandler(
|
|
886
403
|
z.object({ method: z.literal("tools/list") }),
|
|
887
404
|
async (request, extra) => {
|
|
888
405
|
return {
|
|
889
|
-
tools:
|
|
890
|
-
|
|
891
|
-
|
|
892
|
-
|
|
893
|
-
|
|
406
|
+
tools: [
|
|
407
|
+
{
|
|
408
|
+
name: "parse",
|
|
409
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
410
|
+
inputSchema: {
|
|
411
|
+
type: "object",
|
|
412
|
+
properties: {
|
|
413
|
+
fixString: { type: "string" }
|
|
414
|
+
},
|
|
415
|
+
required: ["fixString"]
|
|
416
|
+
}
|
|
417
|
+
},
|
|
418
|
+
{
|
|
419
|
+
name: "parseToJSON",
|
|
420
|
+
description: "Parses a FIX message into JSON",
|
|
421
|
+
inputSchema: {
|
|
422
|
+
type: "object",
|
|
423
|
+
properties: {
|
|
424
|
+
fixString: { type: "string" }
|
|
425
|
+
},
|
|
426
|
+
required: ["fixString"]
|
|
427
|
+
}
|
|
428
|
+
},
|
|
429
|
+
{
|
|
430
|
+
name: "verifyOrder",
|
|
431
|
+
description: "Verifies order parameters before execution",
|
|
432
|
+
inputSchema: {
|
|
433
|
+
type: "object",
|
|
434
|
+
properties: {
|
|
435
|
+
clOrdID: { type: "string" },
|
|
436
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
437
|
+
quantity: { type: "string" },
|
|
438
|
+
price: { type: "string" },
|
|
439
|
+
ordType: {
|
|
440
|
+
type: "string",
|
|
441
|
+
enum: [
|
|
442
|
+
"1",
|
|
443
|
+
"2",
|
|
444
|
+
"3",
|
|
445
|
+
"4",
|
|
446
|
+
"5",
|
|
447
|
+
"6",
|
|
448
|
+
"7",
|
|
449
|
+
"8",
|
|
450
|
+
"9",
|
|
451
|
+
"A",
|
|
452
|
+
"B",
|
|
453
|
+
"C",
|
|
454
|
+
"D",
|
|
455
|
+
"E",
|
|
456
|
+
"F",
|
|
457
|
+
"G",
|
|
458
|
+
"H",
|
|
459
|
+
"I",
|
|
460
|
+
"J",
|
|
461
|
+
"K",
|
|
462
|
+
"L",
|
|
463
|
+
"M",
|
|
464
|
+
"P",
|
|
465
|
+
"Q",
|
|
466
|
+
"R",
|
|
467
|
+
"S"
|
|
468
|
+
]
|
|
469
|
+
},
|
|
470
|
+
side: {
|
|
471
|
+
type: "string",
|
|
472
|
+
enum: [
|
|
473
|
+
"1",
|
|
474
|
+
"2",
|
|
475
|
+
"3",
|
|
476
|
+
"4",
|
|
477
|
+
"5",
|
|
478
|
+
"6",
|
|
479
|
+
"7",
|
|
480
|
+
"8",
|
|
481
|
+
"9",
|
|
482
|
+
"A",
|
|
483
|
+
"B",
|
|
484
|
+
"C",
|
|
485
|
+
"D",
|
|
486
|
+
"E",
|
|
487
|
+
"F",
|
|
488
|
+
"G",
|
|
489
|
+
"H"
|
|
490
|
+
]
|
|
491
|
+
},
|
|
492
|
+
symbol: { type: "string" },
|
|
493
|
+
timeInForce: {
|
|
494
|
+
type: "string",
|
|
495
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
496
|
+
}
|
|
497
|
+
},
|
|
498
|
+
required: [
|
|
499
|
+
"clOrdID",
|
|
500
|
+
"handlInst",
|
|
501
|
+
"quantity",
|
|
502
|
+
"price",
|
|
503
|
+
"ordType",
|
|
504
|
+
"side",
|
|
505
|
+
"symbol",
|
|
506
|
+
"timeInForce"
|
|
507
|
+
]
|
|
508
|
+
}
|
|
509
|
+
},
|
|
510
|
+
{
|
|
511
|
+
name: "executeOrder",
|
|
512
|
+
description: "Executes a verified order",
|
|
513
|
+
inputSchema: {
|
|
514
|
+
type: "object",
|
|
515
|
+
properties: {
|
|
516
|
+
clOrdID: { type: "string" },
|
|
517
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
518
|
+
quantity: { type: "string" },
|
|
519
|
+
price: { type: "string" },
|
|
520
|
+
ordType: { type: "string" },
|
|
521
|
+
side: { type: "string" },
|
|
522
|
+
symbol: { type: "string" },
|
|
523
|
+
timeInForce: { type: "string" }
|
|
524
|
+
},
|
|
525
|
+
required: [
|
|
526
|
+
"clOrdID",
|
|
527
|
+
"handlInst",
|
|
528
|
+
"quantity",
|
|
529
|
+
"price",
|
|
530
|
+
"ordType",
|
|
531
|
+
"side",
|
|
532
|
+
"symbol",
|
|
533
|
+
"timeInForce"
|
|
534
|
+
]
|
|
535
|
+
}
|
|
536
|
+
},
|
|
537
|
+
{
|
|
538
|
+
name: "marketDataRequest",
|
|
539
|
+
description: "Requests market data for specified symbols",
|
|
540
|
+
inputSchema: {
|
|
541
|
+
type: "object",
|
|
542
|
+
properties: {
|
|
543
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
544
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
545
|
+
mdReqID: { type: "string" },
|
|
546
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
547
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
548
|
+
},
|
|
549
|
+
required: [
|
|
550
|
+
"mdUpdateType",
|
|
551
|
+
"symbols",
|
|
552
|
+
"mdReqID",
|
|
553
|
+
"subscriptionRequestType",
|
|
554
|
+
"mdEntryTypes"
|
|
555
|
+
]
|
|
556
|
+
}
|
|
557
|
+
}
|
|
558
|
+
]
|
|
894
559
|
};
|
|
895
560
|
}
|
|
896
561
|
);
|
|
897
562
|
this.server.setRequestHandler(
|
|
898
563
|
z.object({
|
|
899
|
-
method: z.literal("
|
|
564
|
+
method: z.literal("resources/read"),
|
|
900
565
|
params: z.object({
|
|
901
|
-
|
|
902
|
-
arguments: z.any(),
|
|
903
|
-
_meta: z.object({
|
|
904
|
-
progressToken: z.number()
|
|
905
|
-
}).optional()
|
|
566
|
+
uri: z.string()
|
|
906
567
|
})
|
|
907
568
|
}),
|
|
908
569
|
async (request, extra) => {
|
|
909
|
-
const {
|
|
910
|
-
|
|
911
|
-
|
|
912
|
-
|
|
913
|
-
|
|
914
|
-
|
|
915
|
-
|
|
916
|
-
|
|
917
|
-
|
|
570
|
+
const { uri } = request.params;
|
|
571
|
+
switch (uri) {
|
|
572
|
+
case "greeting-resource":
|
|
573
|
+
return {
|
|
574
|
+
contents: [
|
|
575
|
+
{
|
|
576
|
+
type: "text",
|
|
577
|
+
text: "Hello, world!",
|
|
578
|
+
uri: "greeting-resource"
|
|
579
|
+
}
|
|
580
|
+
]
|
|
581
|
+
};
|
|
582
|
+
case "stockGraph":
|
|
583
|
+
return {
|
|
584
|
+
contents: [
|
|
585
|
+
{
|
|
586
|
+
type: "text",
|
|
587
|
+
text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
|
|
588
|
+
uri: "stockGraph"
|
|
589
|
+
}
|
|
590
|
+
]
|
|
591
|
+
};
|
|
592
|
+
case "stockPriceHistory":
|
|
593
|
+
return {
|
|
594
|
+
contents: [
|
|
595
|
+
{
|
|
596
|
+
type: "text",
|
|
597
|
+
text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
|
|
598
|
+
uri: "stockPriceHistory"
|
|
599
|
+
}
|
|
600
|
+
]
|
|
601
|
+
};
|
|
602
|
+
default:
|
|
603
|
+
if (uri.startsWith("stockGraph/")) {
|
|
604
|
+
const symbol = uri.split("/")[1];
|
|
605
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
606
|
+
if (priceHistory.length === 0) {
|
|
607
|
+
return {
|
|
608
|
+
contents: [
|
|
609
|
+
{
|
|
610
|
+
type: "text",
|
|
611
|
+
text: `No price data available for ${symbol}`
|
|
612
|
+
}
|
|
613
|
+
]
|
|
614
|
+
};
|
|
615
|
+
}
|
|
616
|
+
const width = 600;
|
|
617
|
+
const height = 300;
|
|
618
|
+
const padding = 40;
|
|
619
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
620
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
621
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
622
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
623
|
+
const points = priceHistory.map((d, i) => {
|
|
624
|
+
const x = padding + i * xScale;
|
|
625
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
626
|
+
return `${x},${y}`;
|
|
627
|
+
}).join(" L ");
|
|
628
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
629
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
630
|
+
<!-- Background -->
|
|
631
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
632
|
+
|
|
633
|
+
<!-- Grid lines -->
|
|
634
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
635
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
636
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
637
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
638
|
+
}).join("\n")}
|
|
639
|
+
</g>
|
|
640
|
+
|
|
641
|
+
<!-- Price line -->
|
|
642
|
+
<path d="M ${points}"
|
|
643
|
+
fill="none"
|
|
644
|
+
stroke="#007bff"
|
|
645
|
+
stroke-width="2"/>
|
|
646
|
+
|
|
647
|
+
<!-- Data points -->
|
|
648
|
+
${priceHistory.map((d, i) => {
|
|
649
|
+
const x = padding + i * xScale;
|
|
650
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
651
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
652
|
+
}).join("\n")}
|
|
653
|
+
|
|
654
|
+
<!-- Labels -->
|
|
655
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
656
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
657
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
658
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
659
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
660
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
661
|
+
}).join("\n")}
|
|
662
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
663
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
664
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
665
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
666
|
+
}).join("\n")}
|
|
667
|
+
</g>
|
|
668
|
+
|
|
669
|
+
<!-- Title -->
|
|
670
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
671
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
672
|
+
text-anchor="middle" fill="#212529">
|
|
673
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
674
|
+
</text>
|
|
675
|
+
</svg>`;
|
|
676
|
+
return {
|
|
677
|
+
contents: [
|
|
678
|
+
{
|
|
679
|
+
type: "text",
|
|
680
|
+
text: svg
|
|
681
|
+
}
|
|
682
|
+
]
|
|
683
|
+
};
|
|
684
|
+
}
|
|
685
|
+
if (uri.startsWith("stockPriceHistory/")) {
|
|
686
|
+
const symbol = uri.split("/")[1];
|
|
687
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
688
|
+
if (priceHistory.length === 0) {
|
|
689
|
+
return {
|
|
690
|
+
contents: [
|
|
691
|
+
{
|
|
692
|
+
type: "text",
|
|
693
|
+
text: `No price data available for ${symbol}`
|
|
694
|
+
}
|
|
695
|
+
]
|
|
696
|
+
};
|
|
697
|
+
}
|
|
698
|
+
return {
|
|
699
|
+
contents: [
|
|
700
|
+
{
|
|
701
|
+
type: "text",
|
|
702
|
+
text: JSON.stringify(
|
|
703
|
+
{
|
|
704
|
+
symbol,
|
|
705
|
+
count: priceHistory.length,
|
|
706
|
+
prices: priceHistory.map((point) => ({
|
|
707
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
708
|
+
price: point.price
|
|
709
|
+
}))
|
|
710
|
+
},
|
|
711
|
+
null,
|
|
712
|
+
2
|
|
713
|
+
)
|
|
714
|
+
}
|
|
715
|
+
]
|
|
716
|
+
};
|
|
717
|
+
}
|
|
718
|
+
return {
|
|
719
|
+
contents: [
|
|
720
|
+
{
|
|
721
|
+
type: "text",
|
|
722
|
+
text: `Resource not found: ${uri}`,
|
|
723
|
+
uri
|
|
724
|
+
}
|
|
725
|
+
],
|
|
726
|
+
isError: true
|
|
727
|
+
};
|
|
728
|
+
}
|
|
729
|
+
}
|
|
730
|
+
);
|
|
731
|
+
this.server.setRequestHandler(
|
|
732
|
+
z.object({
|
|
733
|
+
method: z.literal("parse"),
|
|
734
|
+
params: fixStringSchema
|
|
735
|
+
}),
|
|
736
|
+
async (request, extra) => {
|
|
737
|
+
try {
|
|
738
|
+
const args = request.params;
|
|
739
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
740
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
741
|
+
return {
|
|
742
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
743
|
+
isError: true
|
|
744
|
+
};
|
|
745
|
+
}
|
|
918
746
|
return {
|
|
919
|
-
|
|
747
|
+
contents: [
|
|
920
748
|
{
|
|
921
749
|
type: "text",
|
|
922
|
-
text:
|
|
923
|
-
|
|
750
|
+
text: `${parsedMessage[0].description}
|
|
751
|
+
${parsedMessage[0].messageTypeDescription}`
|
|
752
|
+
}
|
|
753
|
+
]
|
|
754
|
+
};
|
|
755
|
+
} catch (error) {
|
|
756
|
+
return {
|
|
757
|
+
contents: [
|
|
758
|
+
{
|
|
759
|
+
type: "text",
|
|
760
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
761
|
+
}
|
|
762
|
+
],
|
|
763
|
+
isError: true
|
|
764
|
+
};
|
|
765
|
+
}
|
|
766
|
+
}
|
|
767
|
+
);
|
|
768
|
+
this.server.setRequestHandler(
|
|
769
|
+
z.object({
|
|
770
|
+
method: z.literal("parseToJSON"),
|
|
771
|
+
params: fixStringSchema
|
|
772
|
+
}),
|
|
773
|
+
async (request, extra) => {
|
|
774
|
+
try {
|
|
775
|
+
const args = request.params;
|
|
776
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
777
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
778
|
+
return {
|
|
779
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
780
|
+
isError: true
|
|
781
|
+
};
|
|
782
|
+
}
|
|
783
|
+
return {
|
|
784
|
+
contents: [
|
|
785
|
+
{
|
|
786
|
+
type: "text",
|
|
787
|
+
text: `${parsedMessage[0].toFIXJSON()}`
|
|
788
|
+
}
|
|
789
|
+
]
|
|
790
|
+
};
|
|
791
|
+
} catch (error) {
|
|
792
|
+
return {
|
|
793
|
+
contents: [
|
|
794
|
+
{
|
|
795
|
+
type: "text",
|
|
796
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
797
|
+
}
|
|
798
|
+
],
|
|
799
|
+
isError: true
|
|
800
|
+
};
|
|
801
|
+
}
|
|
802
|
+
}
|
|
803
|
+
);
|
|
804
|
+
this.server.setRequestHandler(
|
|
805
|
+
z.object({
|
|
806
|
+
method: z.literal("verifyOrder"),
|
|
807
|
+
params: orderSchema
|
|
808
|
+
}),
|
|
809
|
+
async (request, extra) => {
|
|
810
|
+
try {
|
|
811
|
+
const args = request.params;
|
|
812
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
813
|
+
clOrdID: args.clOrdID,
|
|
814
|
+
handlInst: args.handlInst,
|
|
815
|
+
quantity: Number.parseFloat(args.quantity),
|
|
816
|
+
price: Number.parseFloat(args.price),
|
|
817
|
+
ordType: args.ordType,
|
|
818
|
+
side: args.side,
|
|
819
|
+
symbol: args.symbol,
|
|
820
|
+
timeInForce: args.timeInForce
|
|
821
|
+
});
|
|
822
|
+
const ordTypeNames = {
|
|
823
|
+
"1": "Market",
|
|
824
|
+
"2": "Limit",
|
|
825
|
+
"3": "Stop",
|
|
826
|
+
"4": "StopLimit",
|
|
827
|
+
"5": "MarketOnClose",
|
|
828
|
+
"6": "WithOrWithout",
|
|
829
|
+
"7": "LimitOrBetter",
|
|
830
|
+
"8": "LimitWithOrWithout",
|
|
831
|
+
"9": "OnBasis",
|
|
832
|
+
A: "OnClose",
|
|
833
|
+
B: "LimitOnClose",
|
|
834
|
+
C: "ForexMarket",
|
|
835
|
+
D: "PreviouslyQuoted",
|
|
836
|
+
E: "PreviouslyIndicated",
|
|
837
|
+
F: "ForexLimit",
|
|
838
|
+
G: "ForexSwap",
|
|
839
|
+
H: "ForexPreviouslyQuoted",
|
|
840
|
+
I: "Funari",
|
|
841
|
+
J: "MarketIfTouched",
|
|
842
|
+
K: "MarketWithLeftOverAsLimit",
|
|
843
|
+
L: "PreviousFundValuationPoint",
|
|
844
|
+
M: "NextFundValuationPoint",
|
|
845
|
+
P: "Pegged",
|
|
846
|
+
Q: "CounterOrderSelection",
|
|
847
|
+
R: "StopOnBidOrOffer",
|
|
848
|
+
S: "StopLimitOnBidOrOffer"
|
|
849
|
+
};
|
|
850
|
+
const sideNames = {
|
|
851
|
+
"1": "Buy",
|
|
852
|
+
"2": "Sell",
|
|
853
|
+
"3": "BuyMinus",
|
|
854
|
+
"4": "SellPlus",
|
|
855
|
+
"5": "SellShort",
|
|
856
|
+
"6": "SellShortExempt",
|
|
857
|
+
"7": "Undisclosed",
|
|
858
|
+
"8": "Cross",
|
|
859
|
+
"9": "CrossShort",
|
|
860
|
+
A: "CrossShortExempt",
|
|
861
|
+
B: "AsDefined",
|
|
862
|
+
C: "Opposite",
|
|
863
|
+
D: "Subscribe",
|
|
864
|
+
E: "Redeem",
|
|
865
|
+
F: "Lend",
|
|
866
|
+
G: "Borrow",
|
|
867
|
+
H: "SellUndisclosed"
|
|
868
|
+
};
|
|
869
|
+
const timeInForceNames = {
|
|
870
|
+
"0": "Day",
|
|
871
|
+
"1": "GoodTillCancel",
|
|
872
|
+
"2": "AtTheOpening",
|
|
873
|
+
"3": "ImmediateOrCancel",
|
|
874
|
+
"4": "FillOrKill",
|
|
875
|
+
"5": "GoodTillCrossing",
|
|
876
|
+
"6": "GoodTillDate",
|
|
877
|
+
"7": "AtTheClose",
|
|
878
|
+
"8": "GoodThroughCrossing",
|
|
879
|
+
"9": "AtCrossing",
|
|
880
|
+
A: "GoodForTime",
|
|
881
|
+
B: "GoodForAuction",
|
|
882
|
+
C: "GoodForMonth"
|
|
883
|
+
};
|
|
884
|
+
const handlInstNames = {
|
|
885
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
886
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
887
|
+
"3": "ManualOrder"
|
|
888
|
+
};
|
|
889
|
+
return {
|
|
890
|
+
contents: [
|
|
891
|
+
{
|
|
892
|
+
type: "text",
|
|
893
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
894
|
+
|
|
895
|
+
Parameters verified:
|
|
896
|
+
- ClOrdID: ${args.clOrdID}
|
|
897
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
898
|
+
- Quantity: ${args.quantity}
|
|
899
|
+
- Price: ${args.price}
|
|
900
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
901
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
902
|
+
- Symbol: ${args.symbol}
|
|
903
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
904
|
+
|
|
905
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
906
|
+
}
|
|
907
|
+
]
|
|
908
|
+
};
|
|
909
|
+
} catch (error) {
|
|
910
|
+
return {
|
|
911
|
+
contents: [
|
|
912
|
+
{
|
|
913
|
+
type: "text",
|
|
914
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
915
|
+
}
|
|
916
|
+
],
|
|
917
|
+
isError: true
|
|
918
|
+
};
|
|
919
|
+
}
|
|
920
|
+
}
|
|
921
|
+
);
|
|
922
|
+
this.server.setRequestHandler(
|
|
923
|
+
z.object({
|
|
924
|
+
method: z.literal("executeOrder"),
|
|
925
|
+
params: orderSchema
|
|
926
|
+
}),
|
|
927
|
+
async (request, extra) => {
|
|
928
|
+
try {
|
|
929
|
+
const args = request.params;
|
|
930
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
931
|
+
if (!verifiedOrder) {
|
|
932
|
+
return {
|
|
933
|
+
contents: [
|
|
934
|
+
{
|
|
935
|
+
type: "text",
|
|
936
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
937
|
+
}
|
|
938
|
+
],
|
|
939
|
+
isError: true
|
|
940
|
+
};
|
|
941
|
+
}
|
|
942
|
+
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
943
|
+
return {
|
|
944
|
+
contents: [
|
|
945
|
+
{
|
|
946
|
+
type: "text",
|
|
947
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
948
|
+
}
|
|
949
|
+
],
|
|
950
|
+
isError: true
|
|
951
|
+
};
|
|
952
|
+
}
|
|
953
|
+
const response = new Promise((resolve) => {
|
|
954
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
955
|
+
});
|
|
956
|
+
const order = this.parser?.createMessage(
|
|
957
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
958
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
959
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
960
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
961
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
962
|
+
new Field(Fields.ClOrdID, args.clOrdID),
|
|
963
|
+
new Field(Fields.Side, args.side),
|
|
964
|
+
new Field(Fields.Symbol, args.symbol),
|
|
965
|
+
new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
966
|
+
new Field(Fields.Price, Number.parseFloat(args.price)),
|
|
967
|
+
new Field(Fields.OrdType, args.ordType),
|
|
968
|
+
new Field(Fields.HandlInst, args.handlInst),
|
|
969
|
+
new Field(Fields.TimeInForce, args.timeInForce),
|
|
970
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
971
|
+
);
|
|
972
|
+
if (!this.parser?.connected) {
|
|
973
|
+
return {
|
|
974
|
+
contents: [
|
|
975
|
+
{
|
|
976
|
+
type: "text",
|
|
977
|
+
text: "Error: Not connected. Ignoring message."
|
|
978
|
+
}
|
|
979
|
+
],
|
|
980
|
+
isError: true
|
|
981
|
+
};
|
|
982
|
+
}
|
|
983
|
+
this.parser?.send(order);
|
|
984
|
+
const fixData = await response;
|
|
985
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
986
|
+
return {
|
|
987
|
+
contents: [
|
|
988
|
+
{
|
|
989
|
+
type: "text",
|
|
990
|
+
text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
991
|
+
}
|
|
992
|
+
]
|
|
993
|
+
};
|
|
994
|
+
} catch (error) {
|
|
995
|
+
return {
|
|
996
|
+
contents: [
|
|
997
|
+
{
|
|
998
|
+
type: "text",
|
|
999
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
1000
|
+
}
|
|
1001
|
+
],
|
|
1002
|
+
isError: true
|
|
1003
|
+
};
|
|
1004
|
+
}
|
|
1005
|
+
}
|
|
1006
|
+
);
|
|
1007
|
+
this.server.setRequestHandler(
|
|
1008
|
+
z.object({
|
|
1009
|
+
method: z.literal("marketDataRequest"),
|
|
1010
|
+
params: marketDataRequestSchema
|
|
1011
|
+
}),
|
|
1012
|
+
async (request, extra) => {
|
|
1013
|
+
try {
|
|
1014
|
+
const args = request.params;
|
|
1015
|
+
const response = new Promise((resolve) => {
|
|
1016
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
1017
|
+
});
|
|
1018
|
+
const messageFields = [
|
|
1019
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
1020
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
1021
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1022
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
1023
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1024
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
1025
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1026
|
+
new Field(Fields.MarketDepth, 0),
|
|
1027
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
1028
|
+
];
|
|
1029
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
1030
|
+
args.symbols.forEach((symbol) => {
|
|
1031
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
1032
|
+
});
|
|
1033
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
1034
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
1035
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
1036
|
+
});
|
|
1037
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
1038
|
+
if (!this.parser?.connected) {
|
|
1039
|
+
return {
|
|
1040
|
+
contents: [
|
|
1041
|
+
{
|
|
1042
|
+
type: "text",
|
|
1043
|
+
text: "Error: Not connected. Ignoring message."
|
|
1044
|
+
}
|
|
1045
|
+
],
|
|
1046
|
+
isError: true
|
|
1047
|
+
};
|
|
1048
|
+
}
|
|
1049
|
+
this.parser?.send(mdr);
|
|
1050
|
+
const fixData = await response;
|
|
1051
|
+
return {
|
|
1052
|
+
contents: [
|
|
1053
|
+
{
|
|
1054
|
+
type: "text",
|
|
1055
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1056
|
+
}
|
|
1057
|
+
]
|
|
1058
|
+
};
|
|
1059
|
+
} catch (error) {
|
|
1060
|
+
return {
|
|
1061
|
+
contents: [
|
|
1062
|
+
{
|
|
1063
|
+
type: "text",
|
|
1064
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
924
1065
|
}
|
|
925
1066
|
],
|
|
926
1067
|
isError: true
|
|
927
1068
|
};
|
|
928
1069
|
}
|
|
929
|
-
const result = await handler(args);
|
|
930
|
-
return {
|
|
931
|
-
content: result.content,
|
|
932
|
-
isError: result.isError
|
|
933
|
-
};
|
|
934
1070
|
}
|
|
935
1071
|
);
|
|
936
1072
|
process.on("SIGINT", async () => {
|