fixparser-plugin-mcp 9.1.7-bfafe1e3 → 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 -860
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +961 -850
- 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 +3 -4
- package/types/schemas/index.d.ts +0 -32
- 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 -11
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,9 +1,7 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -35,791 +25,102 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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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. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"A",
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"B",
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"C",
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"F",
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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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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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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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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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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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items: {
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enum: [
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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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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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properties: {
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symbol: { type: "string" }
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required: ["symbol"]
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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// src/tools/marketData.ts
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365
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366
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367
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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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{
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label: "Spread",
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|
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data: spreadData,
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386
|
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borderColor: "#6c757d",
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|
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backgroundColor: "rgba(108, 117, 125, 0.1)",
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|
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fill: false,
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|
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tension: 0.4
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390
|
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},
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391
|
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{
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|
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label: "Volume",
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|
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data: volumeData,
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394
|
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borderColor: "#007bff",
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395
|
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backgroundColor: "rgba(0, 123, 255, 0.1)",
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|
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fill: true,
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397
|
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tension: 0.4,
|
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398
|
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yAxisID: "volume"
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|
399
|
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}
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400
|
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]
|
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401
|
-
},
|
|
402
|
-
options: {
|
|
403
|
-
plugins: {
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|
404
|
-
title: {
|
|
405
|
-
display: true,
|
|
406
|
-
text: `${symbol} Market Data`,
|
|
407
|
-
font: {
|
|
408
|
-
size: 16,
|
|
409
|
-
weight: "bold"
|
|
410
|
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}
|
|
411
|
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},
|
|
412
|
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legend: {
|
|
413
|
-
display: true
|
|
414
|
-
}
|
|
415
|
-
},
|
|
416
|
-
scales: {
|
|
417
|
-
y: {
|
|
418
|
-
beginAtZero: false,
|
|
419
|
-
grid: {
|
|
420
|
-
color: "#e9ecef"
|
|
421
|
-
}
|
|
422
|
-
},
|
|
423
|
-
volume: {
|
|
424
|
-
position: "right",
|
|
425
|
-
beginAtZero: true,
|
|
426
|
-
grid: {
|
|
427
|
-
display: false
|
|
428
|
-
}
|
|
429
|
-
},
|
|
430
|
-
x: {
|
|
431
|
-
grid: {
|
|
432
|
-
display: false
|
|
433
|
-
}
|
|
434
|
-
}
|
|
435
|
-
}
|
|
436
|
-
}
|
|
437
|
-
});
|
|
438
|
-
const imageBuffer = await chart.toBinary();
|
|
439
|
-
const base64Image = imageBuffer.toString("base64");
|
|
440
|
-
console.log("-------------------------------------------");
|
|
441
|
-
console.log("b64", base64Image);
|
|
442
|
-
console.log("-------------------------------------------");
|
|
443
|
-
return {
|
|
444
|
-
content: [
|
|
445
|
-
{
|
|
446
|
-
type: "image",
|
|
447
|
-
image: {
|
|
448
|
-
source: {
|
|
449
|
-
data: base64Image
|
|
450
|
-
}
|
|
451
|
-
},
|
|
452
|
-
uri: "getStockGraph",
|
|
453
|
-
mimeType: "image/png"
|
|
454
|
-
}
|
|
455
|
-
]
|
|
456
|
-
};
|
|
457
|
-
} catch (error) {
|
|
458
|
-
return {
|
|
459
|
-
content: [
|
|
460
|
-
{
|
|
461
|
-
type: "text",
|
|
462
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
463
|
-
uri: "getStockGraph"
|
|
464
|
-
}
|
|
465
|
-
],
|
|
466
|
-
isError: true
|
|
467
|
-
};
|
|
468
|
-
}
|
|
469
|
-
};
|
|
470
|
-
};
|
|
471
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
472
|
-
return async (args) => {
|
|
473
|
-
try {
|
|
474
|
-
const symbol = args.symbol;
|
|
475
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
476
|
-
if (priceHistory.length === 0) {
|
|
477
|
-
return {
|
|
478
|
-
content: [
|
|
479
|
-
{
|
|
480
|
-
type: "text",
|
|
481
|
-
text: `No price data available for ${symbol}`,
|
|
482
|
-
uri: "getStockPriceHistory"
|
|
483
|
-
}
|
|
484
|
-
]
|
|
485
|
-
};
|
|
486
|
-
}
|
|
487
|
-
return {
|
|
488
|
-
content: [
|
|
489
|
-
{
|
|
490
|
-
type: "text",
|
|
491
|
-
text: JSON.stringify(
|
|
492
|
-
{
|
|
493
|
-
symbol,
|
|
494
|
-
count: priceHistory.length,
|
|
495
|
-
data: priceHistory.map((point) => ({
|
|
496
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
497
|
-
bid: point.bid,
|
|
498
|
-
offer: point.offer,
|
|
499
|
-
spread: point.spread,
|
|
500
|
-
volume: point.volume
|
|
501
|
-
}))
|
|
502
|
-
},
|
|
503
|
-
null,
|
|
504
|
-
2
|
|
505
|
-
),
|
|
506
|
-
uri: "getStockPriceHistory"
|
|
507
|
-
}
|
|
508
|
-
]
|
|
509
|
-
};
|
|
510
|
-
} catch (error) {
|
|
511
|
-
return {
|
|
512
|
-
content: [
|
|
513
|
-
{
|
|
514
|
-
type: "text",
|
|
515
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
516
|
-
uri: "getStockPriceHistory"
|
|
517
|
-
}
|
|
518
|
-
],
|
|
519
|
-
isError: true
|
|
520
|
-
};
|
|
521
|
-
}
|
|
522
|
-
};
|
|
523
|
-
};
|
|
524
|
-
|
|
525
|
-
// src/tools/order.ts
|
|
526
|
-
var import_fixparser2 = require("fixparser");
|
|
527
|
-
var ordTypeNames = {
|
|
528
|
-
"1": "Market",
|
|
529
|
-
"2": "Limit",
|
|
530
|
-
"3": "Stop",
|
|
531
|
-
"4": "StopLimit",
|
|
532
|
-
"5": "MarketOnClose",
|
|
533
|
-
"6": "WithOrWithout",
|
|
534
|
-
"7": "LimitOrBetter",
|
|
535
|
-
"8": "LimitWithOrWithout",
|
|
536
|
-
"9": "OnBasis",
|
|
537
|
-
A: "OnClose",
|
|
538
|
-
B: "LimitOnClose",
|
|
539
|
-
C: "ForexMarket",
|
|
540
|
-
D: "PreviouslyQuoted",
|
|
541
|
-
E: "PreviouslyIndicated",
|
|
542
|
-
F: "ForexLimit",
|
|
543
|
-
G: "ForexSwap",
|
|
544
|
-
H: "ForexPreviouslyQuoted",
|
|
545
|
-
I: "Funari",
|
|
546
|
-
J: "MarketIfTouched",
|
|
547
|
-
K: "MarketWithLeftOverAsLimit",
|
|
548
|
-
L: "PreviousFundValuationPoint",
|
|
549
|
-
M: "NextFundValuationPoint",
|
|
550
|
-
P: "Pegged",
|
|
551
|
-
Q: "CounterOrderSelection",
|
|
552
|
-
R: "StopOnBidOrOffer",
|
|
553
|
-
S: "StopLimitOnBidOrOffer"
|
|
554
|
-
};
|
|
555
|
-
var sideNames = {
|
|
556
|
-
"1": "Buy",
|
|
557
|
-
"2": "Sell",
|
|
558
|
-
"3": "BuyMinus",
|
|
559
|
-
"4": "SellPlus",
|
|
560
|
-
"5": "SellShort",
|
|
561
|
-
"6": "SellShortExempt",
|
|
562
|
-
"7": "Undisclosed",
|
|
563
|
-
"8": "Cross",
|
|
564
|
-
"9": "CrossShort",
|
|
565
|
-
A: "CrossShortExempt",
|
|
566
|
-
B: "AsDefined",
|
|
567
|
-
C: "Opposite",
|
|
568
|
-
D: "Subscribe",
|
|
569
|
-
E: "Redeem",
|
|
570
|
-
F: "Lend",
|
|
571
|
-
G: "Borrow",
|
|
572
|
-
H: "SellUndisclosed"
|
|
573
|
-
};
|
|
574
|
-
var timeInForceNames = {
|
|
575
|
-
"0": "Day",
|
|
576
|
-
"1": "GoodTillCancel",
|
|
577
|
-
"2": "AtTheOpening",
|
|
578
|
-
"3": "ImmediateOrCancel",
|
|
579
|
-
"4": "FillOrKill",
|
|
580
|
-
"5": "GoodTillCrossing",
|
|
581
|
-
"6": "GoodTillDate",
|
|
582
|
-
"7": "AtTheClose",
|
|
583
|
-
"8": "GoodThroughCrossing",
|
|
584
|
-
"9": "AtCrossing",
|
|
585
|
-
A: "GoodForTime",
|
|
586
|
-
B: "GoodForAuction",
|
|
587
|
-
C: "GoodForMonth"
|
|
588
|
-
};
|
|
589
|
-
var handlInstNames = {
|
|
590
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
591
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
592
|
-
"3": "ManualOrder"
|
|
593
|
-
};
|
|
594
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
595
|
-
return async (args) => {
|
|
596
|
-
try {
|
|
597
|
-
verifiedOrders.set(args.clOrdID, {
|
|
598
|
-
clOrdID: args.clOrdID,
|
|
599
|
-
handlInst: args.handlInst,
|
|
600
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
601
|
-
price: Number.parseFloat(String(args.price)),
|
|
602
|
-
ordType: args.ordType,
|
|
603
|
-
side: args.side,
|
|
604
|
-
symbol: args.symbol,
|
|
605
|
-
timeInForce: args.timeInForce
|
|
606
|
-
});
|
|
607
|
-
return {
|
|
608
|
-
content: [
|
|
609
|
-
{
|
|
610
|
-
type: "text",
|
|
611
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
612
|
-
|
|
613
|
-
Parameters verified:
|
|
614
|
-
- ClOrdID: ${args.clOrdID}
|
|
615
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
616
|
-
- Quantity: ${args.quantity}
|
|
617
|
-
- Price: ${args.price}
|
|
618
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
619
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
620
|
-
- Symbol: ${args.symbol}
|
|
621
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
622
|
-
|
|
623
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
624
|
-
uri: "verifyOrder"
|
|
625
|
-
}
|
|
626
|
-
]
|
|
627
|
-
};
|
|
628
|
-
} catch (error) {
|
|
629
|
-
return {
|
|
630
|
-
content: [
|
|
631
|
-
{
|
|
632
|
-
type: "text",
|
|
633
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
634
|
-
uri: "verifyOrder"
|
|
635
|
-
}
|
|
636
|
-
],
|
|
637
|
-
isError: true
|
|
638
|
-
};
|
|
639
|
-
}
|
|
640
|
-
};
|
|
641
|
-
};
|
|
642
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
643
|
-
return async (args) => {
|
|
644
|
-
try {
|
|
645
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
646
|
-
if (!verifiedOrder) {
|
|
647
|
-
return {
|
|
648
|
-
content: [
|
|
649
|
-
{
|
|
650
|
-
type: "text",
|
|
651
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
652
|
-
uri: "executeOrder"
|
|
653
|
-
}
|
|
654
|
-
],
|
|
655
|
-
isError: true
|
|
656
|
-
};
|
|
657
|
-
}
|
|
658
|
-
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) {
|
|
659
|
-
return {
|
|
660
|
-
content: [
|
|
661
|
-
{
|
|
662
|
-
type: "text",
|
|
663
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
664
|
-
uri: "executeOrder"
|
|
665
|
-
}
|
|
666
|
-
],
|
|
667
|
-
isError: true
|
|
668
|
-
};
|
|
669
|
-
}
|
|
670
|
-
const response = new Promise((resolve) => {
|
|
671
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
672
|
-
});
|
|
673
|
-
const order = parser.createMessage(
|
|
674
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
675
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
676
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
677
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
678
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
679
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
680
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
681
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
682
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
683
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
684
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
685
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
686
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
687
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
688
|
-
);
|
|
689
|
-
if (!parser.connected) {
|
|
690
|
-
return {
|
|
691
|
-
content: [
|
|
692
|
-
{
|
|
693
|
-
type: "text",
|
|
694
|
-
text: "Error: Not connected. Ignoring message.",
|
|
695
|
-
uri: "executeOrder"
|
|
696
|
-
}
|
|
697
|
-
],
|
|
698
|
-
isError: true
|
|
699
|
-
};
|
|
700
|
-
}
|
|
701
|
-
parser.send(order);
|
|
702
|
-
const fixData = await response;
|
|
703
|
-
verifiedOrders.delete(args.clOrdID);
|
|
704
|
-
return {
|
|
705
|
-
content: [
|
|
706
|
-
{
|
|
707
|
-
type: "text",
|
|
708
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
709
|
-
uri: "executeOrder"
|
|
710
|
-
}
|
|
711
|
-
]
|
|
712
|
-
};
|
|
713
|
-
} catch (error) {
|
|
714
|
-
return {
|
|
715
|
-
content: [
|
|
716
|
-
{
|
|
717
|
-
type: "text",
|
|
718
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
719
|
-
uri: "executeOrder"
|
|
720
|
-
}
|
|
721
|
-
],
|
|
722
|
-
isError: true
|
|
723
|
-
};
|
|
724
|
-
}
|
|
725
|
-
};
|
|
726
|
-
};
|
|
727
|
-
|
|
728
|
-
// src/tools/parse.ts
|
|
729
|
-
var createParseHandler = (parser) => {
|
|
730
|
-
return async (args) => {
|
|
731
|
-
try {
|
|
732
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
733
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
734
|
-
return {
|
|
735
|
-
content: [
|
|
736
|
-
{
|
|
737
|
-
type: "text",
|
|
738
|
-
text: "Error: Failed to parse FIX string",
|
|
739
|
-
uri: "parse"
|
|
740
|
-
}
|
|
741
|
-
],
|
|
742
|
-
isError: true
|
|
743
|
-
};
|
|
744
|
-
}
|
|
745
|
-
return {
|
|
746
|
-
content: [
|
|
747
|
-
{
|
|
748
|
-
type: "text",
|
|
749
|
-
text: `${parsedMessage[0].description}
|
|
750
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
751
|
-
uri: "parse"
|
|
752
|
-
}
|
|
753
|
-
]
|
|
754
|
-
};
|
|
755
|
-
} catch (error) {
|
|
756
|
-
return {
|
|
757
|
-
content: [
|
|
758
|
-
{
|
|
759
|
-
type: "text",
|
|
760
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
761
|
-
uri: "parse"
|
|
762
|
-
}
|
|
763
|
-
],
|
|
764
|
-
isError: true
|
|
765
|
-
};
|
|
766
|
-
}
|
|
767
|
-
};
|
|
768
|
-
};
|
|
769
|
-
|
|
770
|
-
// src/tools/parseToJSON.ts
|
|
771
|
-
var createParseToJSONHandler = (parser) => {
|
|
772
|
-
return async (args) => {
|
|
773
|
-
try {
|
|
774
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
775
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
776
|
-
return {
|
|
777
|
-
content: [
|
|
778
|
-
{
|
|
779
|
-
type: "text",
|
|
780
|
-
text: "Error: Failed to parse FIX string",
|
|
781
|
-
uri: "parseToJSON"
|
|
782
|
-
}
|
|
783
|
-
],
|
|
784
|
-
isError: true
|
|
785
|
-
};
|
|
786
|
-
}
|
|
787
|
-
return {
|
|
788
|
-
content: [
|
|
789
|
-
{
|
|
790
|
-
type: "text",
|
|
791
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
792
|
-
uri: "parseToJSON"
|
|
793
|
-
}
|
|
794
|
-
]
|
|
795
|
-
};
|
|
796
|
-
} catch (error) {
|
|
797
|
-
return {
|
|
798
|
-
content: [
|
|
799
|
-
{
|
|
800
|
-
type: "text",
|
|
801
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
802
|
-
uri: "parseToJSON"
|
|
803
|
-
}
|
|
804
|
-
],
|
|
805
|
-
isError: true
|
|
806
|
-
};
|
|
807
|
-
}
|
|
808
|
-
};
|
|
809
|
-
};
|
|
810
|
-
|
|
811
|
-
// src/tools/index.ts
|
|
812
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
813
|
-
parse: createParseHandler(parser),
|
|
814
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
815
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
816
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
817
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
818
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
819
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
29
|
+
var import_zod = require("zod");
|
|
30
|
+
var fixStringSchema = import_zod.z.object({
|
|
31
|
+
fixString: import_zod.z.string()
|
|
32
|
+
});
|
|
33
|
+
var orderSchema = import_zod.z.object({
|
|
34
|
+
clOrdID: import_zod.z.string(),
|
|
35
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]),
|
|
36
|
+
quantity: import_zod.z.string(),
|
|
37
|
+
price: import_zod.z.string(),
|
|
38
|
+
ordType: import_zod.z.enum([
|
|
39
|
+
"1",
|
|
40
|
+
"2",
|
|
41
|
+
"3",
|
|
42
|
+
"4",
|
|
43
|
+
"5",
|
|
44
|
+
"6",
|
|
45
|
+
"7",
|
|
46
|
+
"8",
|
|
47
|
+
"9",
|
|
48
|
+
"A",
|
|
49
|
+
"B",
|
|
50
|
+
"C",
|
|
51
|
+
"D",
|
|
52
|
+
"E",
|
|
53
|
+
"F",
|
|
54
|
+
"G",
|
|
55
|
+
"H",
|
|
56
|
+
"I",
|
|
57
|
+
"J",
|
|
58
|
+
"K",
|
|
59
|
+
"L",
|
|
60
|
+
"M",
|
|
61
|
+
"P",
|
|
62
|
+
"Q",
|
|
63
|
+
"R",
|
|
64
|
+
"S"
|
|
65
|
+
]),
|
|
66
|
+
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
67
|
+
symbol: import_zod.z.string(),
|
|
68
|
+
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
|
|
69
|
+
});
|
|
70
|
+
var marketDataRequestSchema = import_zod.z.object({
|
|
71
|
+
mdUpdateType: import_zod.z.enum(["0", "1"]),
|
|
72
|
+
symbols: import_zod.z.array(import_zod.z.string()),
|
|
73
|
+
mdReqID: import_zod.z.string(),
|
|
74
|
+
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]),
|
|
75
|
+
mdEntryTypes: import_zod.z.array(
|
|
76
|
+
import_zod.z.enum([
|
|
77
|
+
"0",
|
|
78
|
+
"1",
|
|
79
|
+
"2",
|
|
80
|
+
"3",
|
|
81
|
+
"4",
|
|
82
|
+
"5",
|
|
83
|
+
"6",
|
|
84
|
+
"7",
|
|
85
|
+
"8",
|
|
86
|
+
"9",
|
|
87
|
+
"A",
|
|
88
|
+
"B",
|
|
89
|
+
"C",
|
|
90
|
+
"D",
|
|
91
|
+
"E",
|
|
92
|
+
"F",
|
|
93
|
+
"G",
|
|
94
|
+
"H",
|
|
95
|
+
"J",
|
|
96
|
+
"K",
|
|
97
|
+
"L",
|
|
98
|
+
"M",
|
|
99
|
+
"N",
|
|
100
|
+
"O",
|
|
101
|
+
"P",
|
|
102
|
+
"Q",
|
|
103
|
+
"R",
|
|
104
|
+
"S",
|
|
105
|
+
"T",
|
|
106
|
+
"U",
|
|
107
|
+
"V",
|
|
108
|
+
"W",
|
|
109
|
+
"X",
|
|
110
|
+
"Y",
|
|
111
|
+
"Z",
|
|
112
|
+
"a",
|
|
113
|
+
"b",
|
|
114
|
+
"c",
|
|
115
|
+
"d",
|
|
116
|
+
"e",
|
|
117
|
+
"g",
|
|
118
|
+
"h",
|
|
119
|
+
"i",
|
|
120
|
+
"t"
|
|
121
|
+
])
|
|
122
|
+
)
|
|
820
123
|
});
|
|
821
|
-
|
|
822
|
-
// src/MCPLocal.ts
|
|
823
124
|
var MCPLocal = class {
|
|
824
125
|
parser;
|
|
825
126
|
server = new import_server.Server(
|
|
@@ -829,16 +130,162 @@ var MCPLocal = class {
|
|
|
829
130
|
},
|
|
830
131
|
{
|
|
831
132
|
capabilities: {
|
|
832
|
-
tools:
|
|
833
|
-
|
|
834
|
-
|
|
835
|
-
|
|
836
|
-
|
|
837
|
-
|
|
838
|
-
|
|
133
|
+
tools: {
|
|
134
|
+
parse: {
|
|
135
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
136
|
+
parameters: {
|
|
137
|
+
type: "object",
|
|
138
|
+
properties: {
|
|
139
|
+
fixString: { type: "string" }
|
|
140
|
+
},
|
|
141
|
+
required: ["fixString"]
|
|
142
|
+
}
|
|
839
143
|
},
|
|
840
|
-
{
|
|
841
|
-
|
|
144
|
+
parseToJSON: {
|
|
145
|
+
description: "Parses a FIX message into JSON",
|
|
146
|
+
parameters: {
|
|
147
|
+
type: "object",
|
|
148
|
+
properties: {
|
|
149
|
+
fixString: { type: "string" }
|
|
150
|
+
},
|
|
151
|
+
required: ["fixString"]
|
|
152
|
+
}
|
|
153
|
+
},
|
|
154
|
+
verifyOrder: {
|
|
155
|
+
description: "Verifies order parameters before execution",
|
|
156
|
+
parameters: {
|
|
157
|
+
type: "object",
|
|
158
|
+
properties: {
|
|
159
|
+
clOrdID: { type: "string" },
|
|
160
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
161
|
+
quantity: { type: "string" },
|
|
162
|
+
price: { type: "string" },
|
|
163
|
+
ordType: {
|
|
164
|
+
type: "string",
|
|
165
|
+
enum: [
|
|
166
|
+
"1",
|
|
167
|
+
"2",
|
|
168
|
+
"3",
|
|
169
|
+
"4",
|
|
170
|
+
"5",
|
|
171
|
+
"6",
|
|
172
|
+
"7",
|
|
173
|
+
"8",
|
|
174
|
+
"9",
|
|
175
|
+
"A",
|
|
176
|
+
"B",
|
|
177
|
+
"C",
|
|
178
|
+
"D",
|
|
179
|
+
"E",
|
|
180
|
+
"F",
|
|
181
|
+
"G",
|
|
182
|
+
"H",
|
|
183
|
+
"I",
|
|
184
|
+
"J",
|
|
185
|
+
"K",
|
|
186
|
+
"L",
|
|
187
|
+
"M",
|
|
188
|
+
"P",
|
|
189
|
+
"Q",
|
|
190
|
+
"R",
|
|
191
|
+
"S"
|
|
192
|
+
]
|
|
193
|
+
},
|
|
194
|
+
side: {
|
|
195
|
+
type: "string",
|
|
196
|
+
enum: [
|
|
197
|
+
"1",
|
|
198
|
+
"2",
|
|
199
|
+
"3",
|
|
200
|
+
"4",
|
|
201
|
+
"5",
|
|
202
|
+
"6",
|
|
203
|
+
"7",
|
|
204
|
+
"8",
|
|
205
|
+
"9",
|
|
206
|
+
"A",
|
|
207
|
+
"B",
|
|
208
|
+
"C",
|
|
209
|
+
"D",
|
|
210
|
+
"E",
|
|
211
|
+
"F",
|
|
212
|
+
"G",
|
|
213
|
+
"H"
|
|
214
|
+
]
|
|
215
|
+
},
|
|
216
|
+
symbol: { type: "string" },
|
|
217
|
+
timeInForce: {
|
|
218
|
+
type: "string",
|
|
219
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
220
|
+
}
|
|
221
|
+
},
|
|
222
|
+
required: [
|
|
223
|
+
"clOrdID",
|
|
224
|
+
"handlInst",
|
|
225
|
+
"quantity",
|
|
226
|
+
"price",
|
|
227
|
+
"ordType",
|
|
228
|
+
"side",
|
|
229
|
+
"symbol",
|
|
230
|
+
"timeInForce"
|
|
231
|
+
]
|
|
232
|
+
}
|
|
233
|
+
},
|
|
234
|
+
executeOrder: {
|
|
235
|
+
description: "Executes a verified order",
|
|
236
|
+
parameters: {
|
|
237
|
+
type: "object",
|
|
238
|
+
properties: {
|
|
239
|
+
clOrdID: { type: "string" },
|
|
240
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
241
|
+
quantity: { type: "string" },
|
|
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price: { type: "string" },
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ordType: { type: "string" },
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side: { type: "string" },
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symbol: { type: "string" },
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timeInForce: { type: "string" }
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},
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required: [
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"quantity",
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"price",
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"side",
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"symbol",
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"timeInForce"
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]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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parameters: {
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type: "object",
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properties: {
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mdUpdateType: { type: "string", enum: ["0", "1"] },
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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mdEntryTypes: { type: "array", items: { type: "string" } }
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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}
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}
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},
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resources: {
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greeting: {
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description: "A simple greeting resource",
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uri: "greeting-resource"
|
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},
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stockGraph: {
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description: "Generates a price chart for a given symbol",
|
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uri: "stockGraph/{symbol}"
|
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},
|
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stockPriceHistory: {
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description: "Returns price history for a given symbol",
|
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uri: "stockPriceHistory/{symbol}"
|
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}
|
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}
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}
|
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}
|
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844
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|
);
|
|
@@ -846,6 +293,7 @@ var MCPLocal = class {
|
|
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846
293
|
onReady = void 0;
|
|
847
294
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
848
295
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
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|
+
// Store market data prices with timestamps
|
|
849
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|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
850
298
|
MAX_PRICE_HISTORY = 1e5;
|
|
851
299
|
// Maximum number of price points to store per symbol
|
|
@@ -860,63 +308,50 @@ var MCPLocal = class {
|
|
|
860
308
|
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
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|
});
|
|
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|
const msgType = message.messageType;
|
|
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|
-
if (msgType ===
|
|
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|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
|
|
864
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|
this.parser?.logger.log({
|
|
865
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|
level: "info",
|
|
866
314
|
message: `MCP Server handling message type: ${msgType}`
|
|
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315
|
});
|
|
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|
let id;
|
|
869
|
-
if (msgType ===
|
|
870
|
-
const symbol = message.getField(
|
|
871
|
-
const
|
|
872
|
-
const
|
|
873
|
-
const size = message.getField(import_fixparser3.Fields.MDEntrySize);
|
|
874
|
-
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
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|
+
if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
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|
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const symbol = message.getField(import_fixparser.Fields.Symbol);
|
|
319
|
+
const price = message.getField(import_fixparser.Fields.MDEntryPx);
|
|
320
|
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const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
|
|
875
321
|
if (symbol?.value && price?.value) {
|
|
876
322
|
const symbolStr = String(symbol.value);
|
|
877
323
|
const priceNum = Number(price.value);
|
|
878
|
-
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
879
324
|
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
880
|
-
|
|
881
|
-
timestamp: 0,
|
|
882
|
-
bid: 0,
|
|
883
|
-
offer: 0,
|
|
884
|
-
spread: 0,
|
|
885
|
-
volume: 0
|
|
886
|
-
};
|
|
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|
-
const newEntry = {
|
|
325
|
+
priceHistory.push({
|
|
888
326
|
timestamp: Number(timestamp),
|
|
889
|
-
|
|
890
|
-
|
|
891
|
-
spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
892
|
-
volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
|
|
893
|
-
};
|
|
894
|
-
priceHistory.push(newEntry);
|
|
327
|
+
price: priceNum
|
|
328
|
+
});
|
|
895
329
|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
896
330
|
priceHistory.shift();
|
|
897
331
|
}
|
|
898
332
|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
899
333
|
this.parser?.logger.log({
|
|
900
334
|
level: "info",
|
|
901
|
-
message: `MCP Server added ${symbol}: ${
|
|
335
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
902
336
|
});
|
|
903
337
|
this.server.notification({
|
|
904
338
|
method: "priceUpdate",
|
|
905
339
|
params: {
|
|
906
340
|
symbol: symbolStr,
|
|
907
|
-
|
|
341
|
+
price: priceNum,
|
|
342
|
+
timestamp: Number(timestamp)
|
|
908
343
|
}
|
|
909
344
|
});
|
|
910
345
|
}
|
|
911
346
|
}
|
|
912
|
-
if (msgType ===
|
|
913
|
-
const mdReqID = message.getField(
|
|
347
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
348
|
+
const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
|
|
914
349
|
if (mdReqID) id = String(mdReqID.value);
|
|
915
|
-
} else if (msgType ===
|
|
916
|
-
const clOrdID = message.getField(
|
|
350
|
+
} else if (msgType === import_fixparser.Messages.ExecutionReport) {
|
|
351
|
+
const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
|
|
917
352
|
if (clOrdID) id = String(clOrdID.value);
|
|
918
|
-
} else if (msgType ===
|
|
919
|
-
const refSeqNum = message.getField(
|
|
353
|
+
} else if (msgType === import_fixparser.Messages.Reject) {
|
|
354
|
+
const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
|
|
920
355
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
921
356
|
}
|
|
922
357
|
if (id) {
|
|
@@ -941,55 +376,721 @@ var MCPLocal = class {
|
|
|
941
376
|
if (!this.server) {
|
|
942
377
|
return;
|
|
943
378
|
}
|
|
379
|
+
this.server.setRequestHandler(
|
|
380
|
+
import_zod.z.object({ method: import_zod.z.literal("resources/list") }),
|
|
381
|
+
async (request, extra) => {
|
|
382
|
+
return {
|
|
383
|
+
resources: [
|
|
384
|
+
{
|
|
385
|
+
name: "greeting",
|
|
386
|
+
description: "A simple greeting resource",
|
|
387
|
+
uri: "greeting-resource"
|
|
388
|
+
}
|
|
389
|
+
]
|
|
390
|
+
};
|
|
391
|
+
}
|
|
392
|
+
);
|
|
393
|
+
this.server.setRequestHandler(
|
|
394
|
+
import_zod.z.object({ method: import_zod.z.literal("resources/templates/list") }),
|
|
395
|
+
async (request, extra) => {
|
|
396
|
+
return {
|
|
397
|
+
resourceTemplates: [
|
|
398
|
+
{
|
|
399
|
+
name: "stockGraph",
|
|
400
|
+
description: "Generates a price chart for a given symbol",
|
|
401
|
+
uriTemplate: "stockGraph/{symbol}",
|
|
402
|
+
parameters: {
|
|
403
|
+
type: "object",
|
|
404
|
+
properties: {
|
|
405
|
+
symbol: { type: "string" }
|
|
406
|
+
},
|
|
407
|
+
required: ["symbol"]
|
|
408
|
+
}
|
|
409
|
+
},
|
|
410
|
+
{
|
|
411
|
+
name: "stockPriceHistory",
|
|
412
|
+
description: "Returns price history for a given symbol",
|
|
413
|
+
uriTemplate: "stockPriceHistory/{symbol}",
|
|
414
|
+
parameters: {
|
|
415
|
+
type: "object",
|
|
416
|
+
properties: {
|
|
417
|
+
symbol: { type: "string" }
|
|
418
|
+
},
|
|
419
|
+
required: ["symbol"]
|
|
420
|
+
}
|
|
421
|
+
}
|
|
422
|
+
]
|
|
423
|
+
};
|
|
424
|
+
}
|
|
425
|
+
);
|
|
944
426
|
this.server.setRequestHandler(
|
|
945
427
|
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
946
428
|
async (request, extra) => {
|
|
947
429
|
return {
|
|
948
|
-
tools:
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
|
|
952
|
-
|
|
430
|
+
tools: [
|
|
431
|
+
{
|
|
432
|
+
name: "parse",
|
|
433
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
434
|
+
inputSchema: {
|
|
435
|
+
type: "object",
|
|
436
|
+
properties: {
|
|
437
|
+
fixString: { type: "string" }
|
|
438
|
+
},
|
|
439
|
+
required: ["fixString"]
|
|
440
|
+
}
|
|
441
|
+
},
|
|
442
|
+
{
|
|
443
|
+
name: "parseToJSON",
|
|
444
|
+
description: "Parses a FIX message into JSON",
|
|
445
|
+
inputSchema: {
|
|
446
|
+
type: "object",
|
|
447
|
+
properties: {
|
|
448
|
+
fixString: { type: "string" }
|
|
449
|
+
},
|
|
450
|
+
required: ["fixString"]
|
|
451
|
+
}
|
|
452
|
+
},
|
|
453
|
+
{
|
|
454
|
+
name: "verifyOrder",
|
|
455
|
+
description: "Verifies order parameters before execution",
|
|
456
|
+
inputSchema: {
|
|
457
|
+
type: "object",
|
|
458
|
+
properties: {
|
|
459
|
+
clOrdID: { type: "string" },
|
|
460
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
461
|
+
quantity: { type: "string" },
|
|
462
|
+
price: { type: "string" },
|
|
463
|
+
ordType: {
|
|
464
|
+
type: "string",
|
|
465
|
+
enum: [
|
|
466
|
+
"1",
|
|
467
|
+
"2",
|
|
468
|
+
"3",
|
|
469
|
+
"4",
|
|
470
|
+
"5",
|
|
471
|
+
"6",
|
|
472
|
+
"7",
|
|
473
|
+
"8",
|
|
474
|
+
"9",
|
|
475
|
+
"A",
|
|
476
|
+
"B",
|
|
477
|
+
"C",
|
|
478
|
+
"D",
|
|
479
|
+
"E",
|
|
480
|
+
"F",
|
|
481
|
+
"G",
|
|
482
|
+
"H",
|
|
483
|
+
"I",
|
|
484
|
+
"J",
|
|
485
|
+
"K",
|
|
486
|
+
"L",
|
|
487
|
+
"M",
|
|
488
|
+
"P",
|
|
489
|
+
"Q",
|
|
490
|
+
"R",
|
|
491
|
+
"S"
|
|
492
|
+
]
|
|
493
|
+
},
|
|
494
|
+
side: {
|
|
495
|
+
type: "string",
|
|
496
|
+
enum: [
|
|
497
|
+
"1",
|
|
498
|
+
"2",
|
|
499
|
+
"3",
|
|
500
|
+
"4",
|
|
501
|
+
"5",
|
|
502
|
+
"6",
|
|
503
|
+
"7",
|
|
504
|
+
"8",
|
|
505
|
+
"9",
|
|
506
|
+
"A",
|
|
507
|
+
"B",
|
|
508
|
+
"C",
|
|
509
|
+
"D",
|
|
510
|
+
"E",
|
|
511
|
+
"F",
|
|
512
|
+
"G",
|
|
513
|
+
"H"
|
|
514
|
+
]
|
|
515
|
+
},
|
|
516
|
+
symbol: { type: "string" },
|
|
517
|
+
timeInForce: {
|
|
518
|
+
type: "string",
|
|
519
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
520
|
+
}
|
|
521
|
+
},
|
|
522
|
+
required: [
|
|
523
|
+
"clOrdID",
|
|
524
|
+
"handlInst",
|
|
525
|
+
"quantity",
|
|
526
|
+
"price",
|
|
527
|
+
"ordType",
|
|
528
|
+
"side",
|
|
529
|
+
"symbol",
|
|
530
|
+
"timeInForce"
|
|
531
|
+
]
|
|
532
|
+
}
|
|
533
|
+
},
|
|
534
|
+
{
|
|
535
|
+
name: "executeOrder",
|
|
536
|
+
description: "Executes a verified order",
|
|
537
|
+
inputSchema: {
|
|
538
|
+
type: "object",
|
|
539
|
+
properties: {
|
|
540
|
+
clOrdID: { type: "string" },
|
|
541
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
542
|
+
quantity: { type: "string" },
|
|
543
|
+
price: { type: "string" },
|
|
544
|
+
ordType: { type: "string" },
|
|
545
|
+
side: { type: "string" },
|
|
546
|
+
symbol: { type: "string" },
|
|
547
|
+
timeInForce: { type: "string" }
|
|
548
|
+
},
|
|
549
|
+
required: [
|
|
550
|
+
"clOrdID",
|
|
551
|
+
"handlInst",
|
|
552
|
+
"quantity",
|
|
553
|
+
"price",
|
|
554
|
+
"ordType",
|
|
555
|
+
"side",
|
|
556
|
+
"symbol",
|
|
557
|
+
"timeInForce"
|
|
558
|
+
]
|
|
559
|
+
}
|
|
560
|
+
},
|
|
561
|
+
{
|
|
562
|
+
name: "marketDataRequest",
|
|
563
|
+
description: "Requests market data for specified symbols",
|
|
564
|
+
inputSchema: {
|
|
565
|
+
type: "object",
|
|
566
|
+
properties: {
|
|
567
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
568
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
569
|
+
mdReqID: { type: "string" },
|
|
570
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
571
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
572
|
+
},
|
|
573
|
+
required: [
|
|
574
|
+
"mdUpdateType",
|
|
575
|
+
"symbols",
|
|
576
|
+
"mdReqID",
|
|
577
|
+
"subscriptionRequestType",
|
|
578
|
+
"mdEntryTypes"
|
|
579
|
+
]
|
|
580
|
+
}
|
|
581
|
+
}
|
|
582
|
+
]
|
|
953
583
|
};
|
|
954
584
|
}
|
|
955
585
|
);
|
|
956
586
|
this.server.setRequestHandler(
|
|
957
587
|
import_zod.z.object({
|
|
958
|
-
method: import_zod.z.literal("
|
|
588
|
+
method: import_zod.z.literal("resources/read"),
|
|
959
589
|
params: import_zod.z.object({
|
|
960
|
-
|
|
961
|
-
arguments: import_zod.z.any(),
|
|
962
|
-
_meta: import_zod.z.object({
|
|
963
|
-
progressToken: import_zod.z.number()
|
|
964
|
-
}).optional()
|
|
590
|
+
uri: import_zod.z.string()
|
|
965
591
|
})
|
|
966
592
|
}),
|
|
967
593
|
async (request, extra) => {
|
|
968
|
-
const {
|
|
969
|
-
|
|
970
|
-
|
|
971
|
-
|
|
972
|
-
|
|
973
|
-
|
|
974
|
-
|
|
975
|
-
|
|
976
|
-
|
|
594
|
+
const { uri } = request.params;
|
|
595
|
+
switch (uri) {
|
|
596
|
+
case "greeting-resource":
|
|
597
|
+
return {
|
|
598
|
+
contents: [
|
|
599
|
+
{
|
|
600
|
+
type: "text",
|
|
601
|
+
text: "Hello, world!",
|
|
602
|
+
uri: "greeting-resource"
|
|
603
|
+
}
|
|
604
|
+
]
|
|
605
|
+
};
|
|
606
|
+
case "stockGraph":
|
|
607
|
+
return {
|
|
608
|
+
contents: [
|
|
609
|
+
{
|
|
610
|
+
type: "text",
|
|
611
|
+
text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
|
|
612
|
+
uri: "stockGraph"
|
|
613
|
+
}
|
|
614
|
+
]
|
|
615
|
+
};
|
|
616
|
+
case "stockPriceHistory":
|
|
617
|
+
return {
|
|
618
|
+
contents: [
|
|
619
|
+
{
|
|
620
|
+
type: "text",
|
|
621
|
+
text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
|
|
622
|
+
uri: "stockPriceHistory"
|
|
623
|
+
}
|
|
624
|
+
]
|
|
625
|
+
};
|
|
626
|
+
default:
|
|
627
|
+
if (uri.startsWith("stockGraph/")) {
|
|
628
|
+
const symbol = uri.split("/")[1];
|
|
629
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
630
|
+
if (priceHistory.length === 0) {
|
|
631
|
+
return {
|
|
632
|
+
contents: [
|
|
633
|
+
{
|
|
634
|
+
type: "text",
|
|
635
|
+
text: `No price data available for ${symbol}`
|
|
636
|
+
}
|
|
637
|
+
]
|
|
638
|
+
};
|
|
639
|
+
}
|
|
640
|
+
const width = 600;
|
|
641
|
+
const height = 300;
|
|
642
|
+
const padding = 40;
|
|
643
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
644
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
645
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
646
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
647
|
+
const points = priceHistory.map((d, i) => {
|
|
648
|
+
const x = padding + i * xScale;
|
|
649
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
650
|
+
return `${x},${y}`;
|
|
651
|
+
}).join(" L ");
|
|
652
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
653
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
654
|
+
<!-- Background -->
|
|
655
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
656
|
+
|
|
657
|
+
<!-- Grid lines -->
|
|
658
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
659
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
660
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
661
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
662
|
+
}).join("\n")}
|
|
663
|
+
</g>
|
|
664
|
+
|
|
665
|
+
<!-- Price line -->
|
|
666
|
+
<path d="M ${points}"
|
|
667
|
+
fill="none"
|
|
668
|
+
stroke="#007bff"
|
|
669
|
+
stroke-width="2"/>
|
|
670
|
+
|
|
671
|
+
<!-- Data points -->
|
|
672
|
+
${priceHistory.map((d, i) => {
|
|
673
|
+
const x = padding + i * xScale;
|
|
674
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
675
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
676
|
+
}).join("\n")}
|
|
677
|
+
|
|
678
|
+
<!-- Labels -->
|
|
679
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
680
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
681
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
682
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
683
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
684
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
685
|
+
}).join("\n")}
|
|
686
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
687
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
688
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
689
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
690
|
+
}).join("\n")}
|
|
691
|
+
</g>
|
|
692
|
+
|
|
693
|
+
<!-- Title -->
|
|
694
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
695
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
696
|
+
text-anchor="middle" fill="#212529">
|
|
697
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
698
|
+
</text>
|
|
699
|
+
</svg>`;
|
|
700
|
+
return {
|
|
701
|
+
contents: [
|
|
702
|
+
{
|
|
703
|
+
type: "text",
|
|
704
|
+
text: svg
|
|
705
|
+
}
|
|
706
|
+
]
|
|
707
|
+
};
|
|
708
|
+
}
|
|
709
|
+
if (uri.startsWith("stockPriceHistory/")) {
|
|
710
|
+
const symbol = uri.split("/")[1];
|
|
711
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
712
|
+
if (priceHistory.length === 0) {
|
|
713
|
+
return {
|
|
714
|
+
contents: [
|
|
715
|
+
{
|
|
716
|
+
type: "text",
|
|
717
|
+
text: `No price data available for ${symbol}`
|
|
718
|
+
}
|
|
719
|
+
]
|
|
720
|
+
};
|
|
721
|
+
}
|
|
722
|
+
return {
|
|
723
|
+
contents: [
|
|
724
|
+
{
|
|
725
|
+
type: "text",
|
|
726
|
+
text: JSON.stringify(
|
|
727
|
+
{
|
|
728
|
+
symbol,
|
|
729
|
+
count: priceHistory.length,
|
|
730
|
+
prices: priceHistory.map((point) => ({
|
|
731
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
732
|
+
price: point.price
|
|
733
|
+
}))
|
|
734
|
+
},
|
|
735
|
+
null,
|
|
736
|
+
2
|
|
737
|
+
)
|
|
738
|
+
}
|
|
739
|
+
]
|
|
740
|
+
};
|
|
741
|
+
}
|
|
742
|
+
return {
|
|
743
|
+
contents: [
|
|
744
|
+
{
|
|
745
|
+
type: "text",
|
|
746
|
+
text: `Resource not found: ${uri}`,
|
|
747
|
+
uri
|
|
748
|
+
}
|
|
749
|
+
],
|
|
750
|
+
isError: true
|
|
751
|
+
};
|
|
752
|
+
}
|
|
753
|
+
}
|
|
754
|
+
);
|
|
755
|
+
this.server.setRequestHandler(
|
|
756
|
+
import_zod.z.object({
|
|
757
|
+
method: import_zod.z.literal("parse"),
|
|
758
|
+
params: fixStringSchema
|
|
759
|
+
}),
|
|
760
|
+
async (request, extra) => {
|
|
761
|
+
try {
|
|
762
|
+
const args = request.params;
|
|
763
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
764
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
765
|
+
return {
|
|
766
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
767
|
+
isError: true
|
|
768
|
+
};
|
|
769
|
+
}
|
|
770
|
+
return {
|
|
771
|
+
contents: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].description}
|
|
775
|
+
${parsedMessage[0].messageTypeDescription}`
|
|
776
|
+
}
|
|
777
|
+
]
|
|
778
|
+
};
|
|
779
|
+
} catch (error) {
|
|
977
780
|
return {
|
|
978
|
-
|
|
781
|
+
contents: [
|
|
979
782
|
{
|
|
980
783
|
type: "text",
|
|
981
|
-
text: `
|
|
982
|
-
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
785
|
+
}
|
|
786
|
+
],
|
|
787
|
+
isError: true
|
|
788
|
+
};
|
|
789
|
+
}
|
|
790
|
+
}
|
|
791
|
+
);
|
|
792
|
+
this.server.setRequestHandler(
|
|
793
|
+
import_zod.z.object({
|
|
794
|
+
method: import_zod.z.literal("parseToJSON"),
|
|
795
|
+
params: fixStringSchema
|
|
796
|
+
}),
|
|
797
|
+
async (request, extra) => {
|
|
798
|
+
try {
|
|
799
|
+
const args = request.params;
|
|
800
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
801
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
802
|
+
return {
|
|
803
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
804
|
+
isError: true
|
|
805
|
+
};
|
|
806
|
+
}
|
|
807
|
+
return {
|
|
808
|
+
contents: [
|
|
809
|
+
{
|
|
810
|
+
type: "text",
|
|
811
|
+
text: `${parsedMessage[0].toFIXJSON()}`
|
|
812
|
+
}
|
|
813
|
+
]
|
|
814
|
+
};
|
|
815
|
+
} catch (error) {
|
|
816
|
+
return {
|
|
817
|
+
contents: [
|
|
818
|
+
{
|
|
819
|
+
type: "text",
|
|
820
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
821
|
+
}
|
|
822
|
+
],
|
|
823
|
+
isError: true
|
|
824
|
+
};
|
|
825
|
+
}
|
|
826
|
+
}
|
|
827
|
+
);
|
|
828
|
+
this.server.setRequestHandler(
|
|
829
|
+
import_zod.z.object({
|
|
830
|
+
method: import_zod.z.literal("verifyOrder"),
|
|
831
|
+
params: orderSchema
|
|
832
|
+
}),
|
|
833
|
+
async (request, extra) => {
|
|
834
|
+
try {
|
|
835
|
+
const args = request.params;
|
|
836
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
837
|
+
clOrdID: args.clOrdID,
|
|
838
|
+
handlInst: args.handlInst,
|
|
839
|
+
quantity: Number.parseFloat(args.quantity),
|
|
840
|
+
price: Number.parseFloat(args.price),
|
|
841
|
+
ordType: args.ordType,
|
|
842
|
+
side: args.side,
|
|
843
|
+
symbol: args.symbol,
|
|
844
|
+
timeInForce: args.timeInForce
|
|
845
|
+
});
|
|
846
|
+
const ordTypeNames = {
|
|
847
|
+
"1": "Market",
|
|
848
|
+
"2": "Limit",
|
|
849
|
+
"3": "Stop",
|
|
850
|
+
"4": "StopLimit",
|
|
851
|
+
"5": "MarketOnClose",
|
|
852
|
+
"6": "WithOrWithout",
|
|
853
|
+
"7": "LimitOrBetter",
|
|
854
|
+
"8": "LimitWithOrWithout",
|
|
855
|
+
"9": "OnBasis",
|
|
856
|
+
A: "OnClose",
|
|
857
|
+
B: "LimitOnClose",
|
|
858
|
+
C: "ForexMarket",
|
|
859
|
+
D: "PreviouslyQuoted",
|
|
860
|
+
E: "PreviouslyIndicated",
|
|
861
|
+
F: "ForexLimit",
|
|
862
|
+
G: "ForexSwap",
|
|
863
|
+
H: "ForexPreviouslyQuoted",
|
|
864
|
+
I: "Funari",
|
|
865
|
+
J: "MarketIfTouched",
|
|
866
|
+
K: "MarketWithLeftOverAsLimit",
|
|
867
|
+
L: "PreviousFundValuationPoint",
|
|
868
|
+
M: "NextFundValuationPoint",
|
|
869
|
+
P: "Pegged",
|
|
870
|
+
Q: "CounterOrderSelection",
|
|
871
|
+
R: "StopOnBidOrOffer",
|
|
872
|
+
S: "StopLimitOnBidOrOffer"
|
|
873
|
+
};
|
|
874
|
+
const sideNames = {
|
|
875
|
+
"1": "Buy",
|
|
876
|
+
"2": "Sell",
|
|
877
|
+
"3": "BuyMinus",
|
|
878
|
+
"4": "SellPlus",
|
|
879
|
+
"5": "SellShort",
|
|
880
|
+
"6": "SellShortExempt",
|
|
881
|
+
"7": "Undisclosed",
|
|
882
|
+
"8": "Cross",
|
|
883
|
+
"9": "CrossShort",
|
|
884
|
+
A: "CrossShortExempt",
|
|
885
|
+
B: "AsDefined",
|
|
886
|
+
C: "Opposite",
|
|
887
|
+
D: "Subscribe",
|
|
888
|
+
E: "Redeem",
|
|
889
|
+
F: "Lend",
|
|
890
|
+
G: "Borrow",
|
|
891
|
+
H: "SellUndisclosed"
|
|
892
|
+
};
|
|
893
|
+
const timeInForceNames = {
|
|
894
|
+
"0": "Day",
|
|
895
|
+
"1": "GoodTillCancel",
|
|
896
|
+
"2": "AtTheOpening",
|
|
897
|
+
"3": "ImmediateOrCancel",
|
|
898
|
+
"4": "FillOrKill",
|
|
899
|
+
"5": "GoodTillCrossing",
|
|
900
|
+
"6": "GoodTillDate",
|
|
901
|
+
"7": "AtTheClose",
|
|
902
|
+
"8": "GoodThroughCrossing",
|
|
903
|
+
"9": "AtCrossing",
|
|
904
|
+
A: "GoodForTime",
|
|
905
|
+
B: "GoodForAuction",
|
|
906
|
+
C: "GoodForMonth"
|
|
907
|
+
};
|
|
908
|
+
const handlInstNames = {
|
|
909
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
910
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
911
|
+
"3": "ManualOrder"
|
|
912
|
+
};
|
|
913
|
+
return {
|
|
914
|
+
contents: [
|
|
915
|
+
{
|
|
916
|
+
type: "text",
|
|
917
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
918
|
+
|
|
919
|
+
Parameters verified:
|
|
920
|
+
- ClOrdID: ${args.clOrdID}
|
|
921
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
922
|
+
- Quantity: ${args.quantity}
|
|
923
|
+
- Price: ${args.price}
|
|
924
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
925
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
926
|
+
- Symbol: ${args.symbol}
|
|
927
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
928
|
+
|
|
929
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
930
|
+
}
|
|
931
|
+
]
|
|
932
|
+
};
|
|
933
|
+
} catch (error) {
|
|
934
|
+
return {
|
|
935
|
+
contents: [
|
|
936
|
+
{
|
|
937
|
+
type: "text",
|
|
938
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
939
|
+
}
|
|
940
|
+
],
|
|
941
|
+
isError: true
|
|
942
|
+
};
|
|
943
|
+
}
|
|
944
|
+
}
|
|
945
|
+
);
|
|
946
|
+
this.server.setRequestHandler(
|
|
947
|
+
import_zod.z.object({
|
|
948
|
+
method: import_zod.z.literal("executeOrder"),
|
|
949
|
+
params: orderSchema
|
|
950
|
+
}),
|
|
951
|
+
async (request, extra) => {
|
|
952
|
+
try {
|
|
953
|
+
const args = request.params;
|
|
954
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
955
|
+
if (!verifiedOrder) {
|
|
956
|
+
return {
|
|
957
|
+
contents: [
|
|
958
|
+
{
|
|
959
|
+
type: "text",
|
|
960
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
961
|
+
}
|
|
962
|
+
],
|
|
963
|
+
isError: true
|
|
964
|
+
};
|
|
965
|
+
}
|
|
966
|
+
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) {
|
|
967
|
+
return {
|
|
968
|
+
contents: [
|
|
969
|
+
{
|
|
970
|
+
type: "text",
|
|
971
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
972
|
+
}
|
|
973
|
+
],
|
|
974
|
+
isError: true
|
|
975
|
+
};
|
|
976
|
+
}
|
|
977
|
+
const response = new Promise((resolve) => {
|
|
978
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
979
|
+
});
|
|
980
|
+
const order = this.parser?.createMessage(
|
|
981
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
982
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
983
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
984
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
985
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
986
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
987
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
988
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
989
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
990
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
991
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
992
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
993
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
994
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
995
|
+
);
|
|
996
|
+
if (!this.parser?.connected) {
|
|
997
|
+
return {
|
|
998
|
+
contents: [
|
|
999
|
+
{
|
|
1000
|
+
type: "text",
|
|
1001
|
+
text: "Error: Not connected. Ignoring message."
|
|
1002
|
+
}
|
|
1003
|
+
],
|
|
1004
|
+
isError: true
|
|
1005
|
+
};
|
|
1006
|
+
}
|
|
1007
|
+
this.parser?.send(order);
|
|
1008
|
+
const fixData = await response;
|
|
1009
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
1010
|
+
return {
|
|
1011
|
+
contents: [
|
|
1012
|
+
{
|
|
1013
|
+
type: "text",
|
|
1014
|
+
text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1015
|
+
}
|
|
1016
|
+
]
|
|
1017
|
+
};
|
|
1018
|
+
} catch (error) {
|
|
1019
|
+
return {
|
|
1020
|
+
contents: [
|
|
1021
|
+
{
|
|
1022
|
+
type: "text",
|
|
1023
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
1024
|
+
}
|
|
1025
|
+
],
|
|
1026
|
+
isError: true
|
|
1027
|
+
};
|
|
1028
|
+
}
|
|
1029
|
+
}
|
|
1030
|
+
);
|
|
1031
|
+
this.server.setRequestHandler(
|
|
1032
|
+
import_zod.z.object({
|
|
1033
|
+
method: import_zod.z.literal("marketDataRequest"),
|
|
1034
|
+
params: marketDataRequestSchema
|
|
1035
|
+
}),
|
|
1036
|
+
async (request, extra) => {
|
|
1037
|
+
try {
|
|
1038
|
+
const args = request.params;
|
|
1039
|
+
const response = new Promise((resolve) => {
|
|
1040
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
1041
|
+
});
|
|
1042
|
+
const messageFields = [
|
|
1043
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
1044
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
1045
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1046
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1047
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1048
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
1049
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1050
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
1051
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
1052
|
+
];
|
|
1053
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
1054
|
+
args.symbols.forEach((symbol) => {
|
|
1055
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
1056
|
+
});
|
|
1057
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
1058
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
1059
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
1060
|
+
});
|
|
1061
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
1062
|
+
if (!this.parser?.connected) {
|
|
1063
|
+
return {
|
|
1064
|
+
contents: [
|
|
1065
|
+
{
|
|
1066
|
+
type: "text",
|
|
1067
|
+
text: "Error: Not connected. Ignoring message."
|
|
1068
|
+
}
|
|
1069
|
+
],
|
|
1070
|
+
isError: true
|
|
1071
|
+
};
|
|
1072
|
+
}
|
|
1073
|
+
this.parser?.send(mdr);
|
|
1074
|
+
const fixData = await response;
|
|
1075
|
+
return {
|
|
1076
|
+
contents: [
|
|
1077
|
+
{
|
|
1078
|
+
type: "text",
|
|
1079
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1080
|
+
}
|
|
1081
|
+
]
|
|
1082
|
+
};
|
|
1083
|
+
} catch (error) {
|
|
1084
|
+
return {
|
|
1085
|
+
contents: [
|
|
1086
|
+
{
|
|
1087
|
+
type: "text",
|
|
1088
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
983
1089
|
}
|
|
984
1090
|
],
|
|
985
1091
|
isError: true
|
|
986
1092
|
};
|
|
987
1093
|
}
|
|
988
|
-
const result = await handler(args);
|
|
989
|
-
return {
|
|
990
|
-
content: result.content,
|
|
991
|
-
isError: result.isError
|
|
992
|
-
};
|
|
993
1094
|
}
|
|
994
1095
|
);
|
|
995
1096
|
process.on("SIGINT", async () => {
|