fixparser-plugin-mcp 9.1.7-bfafe1e3 → 9.1.7-c213f7c6

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@@ -5,38 +5,1198 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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  import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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  import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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  import { z } from "zod";
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- import {
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- Field,
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- Fields,
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- HandlInst,
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- MDEntryType,
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- Messages,
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- OrdType,
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- SubscriptionRequestType,
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- TimeInForce
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- } from "fixparser";
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- var transports = {};
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- var MCPRemote = class {
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- /**
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- * Port number the server will listen on.
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- * @private
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- */
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- port;
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+
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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  /**
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  * Optional logger instance for diagnostics and output.
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- * @private
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+ * @protected
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  */
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  logger;
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  /**
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  * FIXParser instance, set during plugin register().
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- * @private
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+ * @protected
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  */
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  parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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+ };
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+
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+ // src/schemas/schemas.ts
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+ var toolSchemas = {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: {
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+ type: "string",
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+ enum: ["0", "1"],
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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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+ },
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ }
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+ },
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+ getStockGraph: {
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+ description: "Generates a price chart for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ getStockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ }
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+ };
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+
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+ // src/tools/marketData.ts
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+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
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+ import QuickChart from "quickchart-js";
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+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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+ return async (args) => {
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+ try {
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+ const response = new Promise((resolve) => {
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+ pendingRequests.set(args.mdReqID, resolve);
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+ });
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+ const entryTypes = args.mdEntryTypes || [
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+ MDEntryType.Bid,
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+ MDEntryType.Offer,
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+ MDEntryType.Trade,
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+ MDEntryType.IndexValue,
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+ MDEntryType.OpeningPrice,
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+ MDEntryType.ClosingPrice,
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+ MDEntryType.SettlementPrice,
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+ MDEntryType.TradingSessionHighPrice,
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+ MDEntryType.TradingSessionLowPrice,
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+ MDEntryType.VWAP,
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+ MDEntryType.Imbalance,
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+ MDEntryType.TradeVolume,
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+ MDEntryType.OpenInterest,
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+ MDEntryType.CompositeUnderlyingPrice,
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+ MDEntryType.SimulatedSellPrice,
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+ MDEntryType.SimulatedBuyPrice,
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+ MDEntryType.MarginRate,
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+ MDEntryType.MidPrice,
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+ MDEntryType.EmptyBook,
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+ MDEntryType.SettleHighPrice,
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+ MDEntryType.SettleLowPrice,
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+ MDEntryType.PriorSettlePrice,
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+ MDEntryType.SessionHighBid,
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+ MDEntryType.SessionLowOffer,
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+ MDEntryType.EarlyPrices,
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+ MDEntryType.AuctionClearingPrice,
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+ MDEntryType.SwapValueFactor,
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+ MDEntryType.DailyValueAdjustmentForLongPositions,
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+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
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+ MDEntryType.DailyValueAdjustmentForShortPositions,
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+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
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+ MDEntryType.FixingPrice,
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+ MDEntryType.CashRate,
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+ MDEntryType.RecoveryRate,
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+ MDEntryType.RecoveryRateForLong,
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+ MDEntryType.RecoveryRateForShort,
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+ MDEntryType.MarketBid,
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+ MDEntryType.MarketOffer,
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+ MDEntryType.ShortSaleMinPrice,
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+ MDEntryType.PreviousClosingPrice,
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+ MDEntryType.ThresholdLimitPriceBanding,
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+ MDEntryType.DailyFinancingValue,
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+ MDEntryType.AccruedFinancingValue,
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+ MDEntryType.TWAP
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+ ];
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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));
351
+ });
352
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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+ entryTypes.forEach((entryType) => {
354
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
355
+ });
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+ const mdr = parser.createMessage(...messageFields);
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+ if (!parser.connected) {
358
+ return {
359
+ content: [
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+ {
361
+ type: "text",
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+ text: "Error: Not connected. Ignoring message.",
363
+ uri: "marketDataRequest"
364
+ }
365
+ ],
366
+ isError: true
367
+ };
368
+ }
369
+ parser.send(mdr);
370
+ const fixData = await response;
371
+ return {
372
+ content: [
373
+ {
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+ type: "text",
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+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
376
+ uri: "marketDataRequest"
377
+ }
378
+ ]
379
+ };
380
+ } catch (error) {
381
+ return {
382
+ content: [
383
+ {
384
+ type: "text",
385
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
386
+ uri: "marketDataRequest"
387
+ }
388
+ ],
389
+ isError: true
390
+ };
391
+ }
392
+ };
393
+ };
394
+ var createGetStockGraphHandler = (marketDataPrices) => {
395
+ return async (args) => {
396
+ try {
397
+ const symbol = args.symbol;
398
+ const priceHistory = marketDataPrices.get(symbol) || [];
399
+ if (priceHistory.length === 0) {
400
+ return {
401
+ content: [
402
+ {
403
+ type: "text",
404
+ text: `No price data available for ${symbol}`,
405
+ uri: "getStockGraph"
406
+ }
407
+ ]
408
+ };
409
+ }
410
+ const chart = new QuickChart();
411
+ chart.setWidth(1200);
412
+ chart.setHeight(600);
413
+ chart.setBackgroundColor("transparent");
414
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
415
+ const bidData = priceHistory.map((point) => point.bid);
416
+ const offerData = priceHistory.map((point) => point.offer);
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+ const spreadData = priceHistory.map((point) => point.spread);
418
+ const volumeData = priceHistory.map((point) => point.volume);
419
+ const tradeData = priceHistory.map((point) => point.trade);
420
+ const vwapData = priceHistory.map((point) => point.vwap);
421
+ const twapData = priceHistory.map((point) => point.twap);
422
+ const config = {
423
+ type: "line",
424
+ data: {
425
+ labels,
426
+ datasets: [
427
+ {
428
+ label: "Bid",
429
+ data: bidData,
430
+ borderColor: "#28a745",
431
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
432
+ fill: false,
433
+ tension: 0.4
434
+ },
435
+ {
436
+ label: "Offer",
437
+ data: offerData,
438
+ borderColor: "#dc3545",
439
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
440
+ fill: false,
441
+ tension: 0.4
442
+ },
443
+ {
444
+ label: "Spread",
445
+ data: spreadData,
446
+ borderColor: "#6c757d",
447
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
448
+ fill: false,
449
+ tension: 0.4
450
+ },
451
+ {
452
+ label: "Trade",
453
+ data: tradeData,
454
+ borderColor: "#ffc107",
455
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
456
+ fill: false,
457
+ tension: 0.4
458
+ },
459
+ {
460
+ label: "VWAP",
461
+ data: vwapData,
462
+ borderColor: "#17a2b8",
463
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
464
+ fill: false,
465
+ tension: 0.4
466
+ },
467
+ {
468
+ label: "TWAP",
469
+ data: twapData,
470
+ borderColor: "#6610f2",
471
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
472
+ fill: false,
473
+ tension: 0.4
474
+ },
475
+ {
476
+ label: "Volume",
477
+ data: volumeData,
478
+ borderColor: "#007bff",
479
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
480
+ fill: true,
481
+ tension: 0.4
482
+ }
483
+ ]
484
+ },
485
+ options: {
486
+ responsive: true,
487
+ plugins: {
488
+ title: {
489
+ display: true,
490
+ text: `${symbol} Market Data`
491
+ }
492
+ },
493
+ scales: {
494
+ y: {
495
+ beginAtZero: false
496
+ }
497
+ }
498
+ }
499
+ };
500
+ chart.setConfig(config);
501
+ const imageBuffer = await chart.toBinary();
502
+ const base64 = imageBuffer.toString("base64");
503
+ return {
504
+ content: [
505
+ {
506
+ type: "resource",
507
+ resource: {
508
+ uri: "resource://graph",
509
+ mimeType: "image/png",
510
+ blob: base64
511
+ }
512
+ }
513
+ ]
514
+ };
515
+ } catch (error) {
516
+ return {
517
+ content: [
518
+ {
519
+ type: "text",
520
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
521
+ uri: "getStockGraph"
522
+ }
523
+ ],
524
+ isError: true
525
+ };
526
+ }
527
+ };
528
+ };
529
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
530
+ return async (args) => {
531
+ try {
532
+ const symbol = args.symbol;
533
+ const priceHistory = marketDataPrices.get(symbol) || [];
534
+ if (priceHistory.length === 0) {
535
+ return {
536
+ content: [
537
+ {
538
+ type: "text",
539
+ text: `No price data available for ${symbol}`,
540
+ uri: "getStockPriceHistory"
541
+ }
542
+ ]
543
+ };
544
+ }
545
+ return {
546
+ content: [
547
+ {
548
+ type: "text",
549
+ text: JSON.stringify(
550
+ {
551
+ symbol,
552
+ count: priceHistory.length,
553
+ data: priceHistory.map((point) => ({
554
+ timestamp: new Date(point.timestamp).toISOString(),
555
+ bid: point.bid,
556
+ offer: point.offer,
557
+ spread: point.spread,
558
+ volume: point.volume,
559
+ trade: point.trade,
560
+ indexValue: point.indexValue,
561
+ openingPrice: point.openingPrice,
562
+ closingPrice: point.closingPrice,
563
+ settlementPrice: point.settlementPrice,
564
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
565
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
566
+ vwap: point.vwap,
567
+ imbalance: point.imbalance,
568
+ openInterest: point.openInterest,
569
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
570
+ simulatedSellPrice: point.simulatedSellPrice,
571
+ simulatedBuyPrice: point.simulatedBuyPrice,
572
+ marginRate: point.marginRate,
573
+ midPrice: point.midPrice,
574
+ emptyBook: point.emptyBook,
575
+ settleHighPrice: point.settleHighPrice,
576
+ settleLowPrice: point.settleLowPrice,
577
+ priorSettlePrice: point.priorSettlePrice,
578
+ sessionHighBid: point.sessionHighBid,
579
+ sessionLowOffer: point.sessionLowOffer,
580
+ earlyPrices: point.earlyPrices,
581
+ auctionClearingPrice: point.auctionClearingPrice,
582
+ swapValueFactor: point.swapValueFactor,
583
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
584
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
585
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
586
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
587
+ fixingPrice: point.fixingPrice,
588
+ cashRate: point.cashRate,
589
+ recoveryRate: point.recoveryRate,
590
+ recoveryRateForLong: point.recoveryRateForLong,
591
+ recoveryRateForShort: point.recoveryRateForShort,
592
+ marketBid: point.marketBid,
593
+ marketOffer: point.marketOffer,
594
+ shortSaleMinPrice: point.shortSaleMinPrice,
595
+ previousClosingPrice: point.previousClosingPrice,
596
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
597
+ dailyFinancingValue: point.dailyFinancingValue,
598
+ accruedFinancingValue: point.accruedFinancingValue,
599
+ twap: point.twap
600
+ }))
601
+ },
602
+ null,
603
+ 2
604
+ ),
605
+ uri: "getStockPriceHistory"
606
+ }
607
+ ]
608
+ };
609
+ } catch (error) {
610
+ return {
611
+ content: [
612
+ {
613
+ type: "text",
614
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
615
+ uri: "getStockPriceHistory"
616
+ }
617
+ ],
618
+ isError: true
619
+ };
620
+ }
621
+ };
622
+ };
623
+
624
+ // src/tools/order.ts
625
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
626
+ var ordTypeNames = {
627
+ "1": "Market",
628
+ "2": "Limit",
629
+ "3": "Stop",
630
+ "4": "StopLimit",
631
+ "5": "MarketOnClose",
632
+ "6": "WithOrWithout",
633
+ "7": "LimitOrBetter",
634
+ "8": "LimitWithOrWithout",
635
+ "9": "OnBasis",
636
+ A: "OnClose",
637
+ B: "LimitOnClose",
638
+ C: "ForexMarket",
639
+ D: "PreviouslyQuoted",
640
+ E: "PreviouslyIndicated",
641
+ F: "ForexLimit",
642
+ G: "ForexSwap",
643
+ H: "ForexPreviouslyQuoted",
644
+ I: "Funari",
645
+ J: "MarketIfTouched",
646
+ K: "MarketWithLeftOverAsLimit",
647
+ L: "PreviousFundValuationPoint",
648
+ M: "NextFundValuationPoint",
649
+ P: "Pegged",
650
+ Q: "CounterOrderSelection",
651
+ R: "StopOnBidOrOffer",
652
+ S: "StopLimitOnBidOrOffer"
653
+ };
654
+ var sideNames = {
655
+ "1": "Buy",
656
+ "2": "Sell",
657
+ "3": "BuyMinus",
658
+ "4": "SellPlus",
659
+ "5": "SellShort",
660
+ "6": "SellShortExempt",
661
+ "7": "Undisclosed",
662
+ "8": "Cross",
663
+ "9": "CrossShort",
664
+ A: "CrossShortExempt",
665
+ B: "AsDefined",
666
+ C: "Opposite",
667
+ D: "Subscribe",
668
+ E: "Redeem",
669
+ F: "Lend",
670
+ G: "Borrow",
671
+ H: "SellUndisclosed"
672
+ };
673
+ var timeInForceNames = {
674
+ "0": "Day",
675
+ "1": "GoodTillCancel",
676
+ "2": "AtTheOpening",
677
+ "3": "ImmediateOrCancel",
678
+ "4": "FillOrKill",
679
+ "5": "GoodTillCrossing",
680
+ "6": "GoodTillDate",
681
+ "7": "AtTheClose",
682
+ "8": "GoodThroughCrossing",
683
+ "9": "AtCrossing",
684
+ A: "GoodForTime",
685
+ B: "GoodForAuction",
686
+ C: "GoodForMonth"
687
+ };
688
+ var handlInstNames = {
689
+ "1": "AutomatedExecutionNoIntervention",
690
+ "2": "AutomatedExecutionInterventionOK",
691
+ "3": "ManualOrder"
692
+ };
693
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
694
+ return async (args) => {
695
+ try {
696
+ verifiedOrders.set(args.clOrdID, {
697
+ clOrdID: args.clOrdID,
698
+ handlInst: args.handlInst,
699
+ quantity: Number.parseFloat(String(args.quantity)),
700
+ price: Number.parseFloat(String(args.price)),
701
+ ordType: args.ordType,
702
+ side: args.side,
703
+ symbol: args.symbol,
704
+ timeInForce: args.timeInForce
705
+ });
706
+ return {
707
+ content: [
708
+ {
709
+ type: "text",
710
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
711
+
712
+ Parameters verified:
713
+ - ClOrdID: ${args.clOrdID}
714
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
715
+ - Quantity: ${args.quantity}
716
+ - Price: ${args.price}
717
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
718
+ - Side: ${args.side} (${sideNames[args.side]})
719
+ - Symbol: ${args.symbol}
720
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
721
+
722
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
723
+ uri: "verifyOrder"
724
+ }
725
+ ]
726
+ };
727
+ } catch (error) {
728
+ return {
729
+ content: [
730
+ {
731
+ type: "text",
732
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
733
+ uri: "verifyOrder"
734
+ }
735
+ ],
736
+ isError: true
737
+ };
738
+ }
739
+ };
740
+ };
741
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
742
+ return async (args) => {
743
+ try {
744
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
745
+ if (!verifiedOrder) {
746
+ return {
747
+ content: [
748
+ {
749
+ type: "text",
750
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
751
+ uri: "executeOrder"
752
+ }
753
+ ],
754
+ isError: true
755
+ };
756
+ }
757
+ 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) {
758
+ return {
759
+ content: [
760
+ {
761
+ type: "text",
762
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
763
+ uri: "executeOrder"
764
+ }
765
+ ],
766
+ isError: true
767
+ };
768
+ }
769
+ const response = new Promise((resolve) => {
770
+ pendingRequests.set(args.clOrdID, resolve);
771
+ });
772
+ const order = parser.createMessage(
773
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
774
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
775
+ new Field2(Fields2.SenderCompID, parser.sender),
776
+ new Field2(Fields2.TargetCompID, parser.target),
777
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
778
+ new Field2(Fields2.ClOrdID, args.clOrdID),
779
+ new Field2(Fields2.Side, args.side),
780
+ new Field2(Fields2.Symbol, args.symbol),
781
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
782
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
783
+ new Field2(Fields2.OrdType, args.ordType),
784
+ new Field2(Fields2.HandlInst, args.handlInst),
785
+ new Field2(Fields2.TimeInForce, args.timeInForce),
786
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
787
+ );
788
+ if (!parser.connected) {
789
+ return {
790
+ content: [
791
+ {
792
+ type: "text",
793
+ text: "Error: Not connected. Ignoring message.",
794
+ uri: "executeOrder"
795
+ }
796
+ ],
797
+ isError: true
798
+ };
799
+ }
800
+ parser.send(order);
801
+ const fixData = await response;
802
+ verifiedOrders.delete(args.clOrdID);
803
+ return {
804
+ content: [
805
+ {
806
+ type: "text",
807
+ 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())}`,
808
+ uri: "executeOrder"
809
+ }
810
+ ]
811
+ };
812
+ } catch (error) {
813
+ return {
814
+ content: [
815
+ {
816
+ type: "text",
817
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
818
+ uri: "executeOrder"
819
+ }
820
+ ],
821
+ isError: true
822
+ };
823
+ }
824
+ };
825
+ };
826
+
827
+ // src/tools/parse.ts
828
+ var createParseHandler = (parser) => {
829
+ return async (args) => {
830
+ try {
831
+ const parsedMessage = parser.parse(args.fixString);
832
+ if (!parsedMessage || parsedMessage.length === 0) {
833
+ return {
834
+ content: [
835
+ {
836
+ type: "text",
837
+ text: "Error: Failed to parse FIX string",
838
+ uri: "parse"
839
+ }
840
+ ],
841
+ isError: true
842
+ };
843
+ }
844
+ return {
845
+ content: [
846
+ {
847
+ type: "text",
848
+ text: `${parsedMessage[0].description}
849
+ ${parsedMessage[0].messageTypeDescription}`,
850
+ uri: "parse"
851
+ }
852
+ ]
853
+ };
854
+ } catch (error) {
855
+ return {
856
+ content: [
857
+ {
858
+ type: "text",
859
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
860
+ uri: "parse"
861
+ }
862
+ ],
863
+ isError: true
864
+ };
865
+ }
866
+ };
867
+ };
868
+
869
+ // src/tools/parseToJSON.ts
870
+ var createParseToJSONHandler = (parser) => {
871
+ return async (args) => {
872
+ try {
873
+ const parsedMessage = parser.parse(args.fixString);
874
+ if (!parsedMessage || parsedMessage.length === 0) {
875
+ return {
876
+ content: [
877
+ {
878
+ type: "text",
879
+ text: "Error: Failed to parse FIX string",
880
+ uri: "parseToJSON"
881
+ }
882
+ ],
883
+ isError: true
884
+ };
885
+ }
886
+ return {
887
+ content: [
888
+ {
889
+ type: "text",
890
+ text: `${parsedMessage[0].toFIXJSON()}`,
891
+ uri: "parseToJSON"
892
+ }
893
+ ]
894
+ };
895
+ } catch (error) {
896
+ return {
897
+ content: [
898
+ {
899
+ type: "text",
900
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
901
+ uri: "parseToJSON"
902
+ }
903
+ ],
904
+ isError: true
905
+ };
906
+ }
907
+ };
908
+ };
909
+
910
+ // src/tools/index.ts
911
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
912
+ parse: createParseHandler(parser),
913
+ parseToJSON: createParseToJSONHandler(parser),
914
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
915
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
916
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
917
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
918
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
919
+ });
920
+
921
+ // src/utils/messageHandler.ts
922
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
923
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
924
+ parser.logger.log({
925
+ level: "info",
926
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
927
+ });
928
+ const msgType = message.messageType;
929
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
930
+ const symbol = message.getField(Fields3.Symbol)?.value;
931
+ const fixJson = message.toFIXJSON();
932
+ const entries = fixJson.Body?.NoMDEntries || [];
933
+ const data = {
934
+ timestamp: Date.now(),
935
+ bid: 0,
936
+ offer: 0,
937
+ spread: 0,
938
+ volume: 0,
939
+ trade: 0,
940
+ indexValue: 0,
941
+ openingPrice: 0,
942
+ closingPrice: 0,
943
+ settlementPrice: 0,
944
+ tradingSessionHighPrice: 0,
945
+ tradingSessionLowPrice: 0,
946
+ vwap: 0,
947
+ imbalance: 0,
948
+ openInterest: 0,
949
+ compositeUnderlyingPrice: 0,
950
+ simulatedSellPrice: 0,
951
+ simulatedBuyPrice: 0,
952
+ marginRate: 0,
953
+ midPrice: 0,
954
+ emptyBook: 0,
955
+ settleHighPrice: 0,
956
+ settleLowPrice: 0,
957
+ priorSettlePrice: 0,
958
+ sessionHighBid: 0,
959
+ sessionLowOffer: 0,
960
+ earlyPrices: 0,
961
+ auctionClearingPrice: 0,
962
+ swapValueFactor: 0,
963
+ dailyValueAdjustmentForLongPositions: 0,
964
+ cumulativeValueAdjustmentForLongPositions: 0,
965
+ dailyValueAdjustmentForShortPositions: 0,
966
+ cumulativeValueAdjustmentForShortPositions: 0,
967
+ fixingPrice: 0,
968
+ cashRate: 0,
969
+ recoveryRate: 0,
970
+ recoveryRateForLong: 0,
971
+ recoveryRateForShort: 0,
972
+ marketBid: 0,
973
+ marketOffer: 0,
974
+ shortSaleMinPrice: 0,
975
+ previousClosingPrice: 0,
976
+ thresholdLimitPriceBanding: 0,
977
+ dailyFinancingValue: 0,
978
+ accruedFinancingValue: 0,
979
+ twap: 0
980
+ };
981
+ for (const entry of entries) {
982
+ const entryType = entry.MDEntryType;
983
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
984
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
985
+ if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
986
+ parser.logger.log({
987
+ level: "info",
988
+ message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
989
+ });
990
+ }
991
+ switch (entryType) {
992
+ case MDEntryType2.Bid:
993
+ data.bid = price;
994
+ break;
995
+ case MDEntryType2.Offer:
996
+ data.offer = price;
997
+ break;
998
+ case MDEntryType2.Trade:
999
+ data.trade = price;
1000
+ break;
1001
+ case MDEntryType2.IndexValue:
1002
+ data.indexValue = price;
1003
+ break;
1004
+ case MDEntryType2.OpeningPrice:
1005
+ data.openingPrice = price;
1006
+ break;
1007
+ case MDEntryType2.ClosingPrice:
1008
+ data.closingPrice = price;
1009
+ break;
1010
+ case MDEntryType2.SettlementPrice:
1011
+ data.settlementPrice = price;
1012
+ break;
1013
+ case MDEntryType2.TradingSessionHighPrice:
1014
+ data.tradingSessionHighPrice = price;
1015
+ break;
1016
+ case MDEntryType2.TradingSessionLowPrice:
1017
+ data.tradingSessionLowPrice = price;
1018
+ break;
1019
+ case MDEntryType2.VWAP:
1020
+ data.vwap = price;
1021
+ break;
1022
+ case MDEntryType2.Imbalance:
1023
+ data.imbalance = size;
1024
+ break;
1025
+ case MDEntryType2.TradeVolume:
1026
+ data.volume = size;
1027
+ break;
1028
+ case MDEntryType2.OpenInterest:
1029
+ data.openInterest = size;
1030
+ break;
1031
+ case MDEntryType2.CompositeUnderlyingPrice:
1032
+ data.compositeUnderlyingPrice = price;
1033
+ break;
1034
+ case MDEntryType2.SimulatedSellPrice:
1035
+ data.simulatedSellPrice = price;
1036
+ break;
1037
+ case MDEntryType2.SimulatedBuyPrice:
1038
+ data.simulatedBuyPrice = price;
1039
+ break;
1040
+ case MDEntryType2.MarginRate:
1041
+ data.marginRate = price;
1042
+ break;
1043
+ case MDEntryType2.MidPrice:
1044
+ data.midPrice = price;
1045
+ break;
1046
+ case MDEntryType2.EmptyBook:
1047
+ data.emptyBook = 1;
1048
+ break;
1049
+ case MDEntryType2.SettleHighPrice:
1050
+ data.settleHighPrice = price;
1051
+ break;
1052
+ case MDEntryType2.SettleLowPrice:
1053
+ data.settleLowPrice = price;
1054
+ break;
1055
+ case MDEntryType2.PriorSettlePrice:
1056
+ data.priorSettlePrice = price;
1057
+ break;
1058
+ case MDEntryType2.SessionHighBid:
1059
+ data.sessionHighBid = price;
1060
+ break;
1061
+ case MDEntryType2.SessionLowOffer:
1062
+ data.sessionLowOffer = price;
1063
+ break;
1064
+ case MDEntryType2.EarlyPrices:
1065
+ data.earlyPrices = price;
1066
+ break;
1067
+ case MDEntryType2.AuctionClearingPrice:
1068
+ data.auctionClearingPrice = price;
1069
+ break;
1070
+ case MDEntryType2.SwapValueFactor:
1071
+ data.swapValueFactor = price;
1072
+ break;
1073
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
1074
+ data.dailyValueAdjustmentForLongPositions = price;
1075
+ break;
1076
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1077
+ data.cumulativeValueAdjustmentForLongPositions = price;
1078
+ break;
1079
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
1080
+ data.dailyValueAdjustmentForShortPositions = price;
1081
+ break;
1082
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1083
+ data.cumulativeValueAdjustmentForShortPositions = price;
1084
+ break;
1085
+ case MDEntryType2.FixingPrice:
1086
+ data.fixingPrice = price;
1087
+ break;
1088
+ case MDEntryType2.CashRate:
1089
+ data.cashRate = price;
1090
+ break;
1091
+ case MDEntryType2.RecoveryRate:
1092
+ data.recoveryRate = price;
1093
+ break;
1094
+ case MDEntryType2.RecoveryRateForLong:
1095
+ data.recoveryRateForLong = price;
1096
+ break;
1097
+ case MDEntryType2.RecoveryRateForShort:
1098
+ data.recoveryRateForShort = price;
1099
+ break;
1100
+ case MDEntryType2.MarketBid:
1101
+ data.marketBid = price;
1102
+ break;
1103
+ case MDEntryType2.MarketOffer:
1104
+ data.marketOffer = price;
1105
+ break;
1106
+ case MDEntryType2.ShortSaleMinPrice:
1107
+ data.shortSaleMinPrice = price;
1108
+ break;
1109
+ case MDEntryType2.PreviousClosingPrice:
1110
+ data.previousClosingPrice = price;
1111
+ break;
1112
+ case MDEntryType2.ThresholdLimitPriceBanding:
1113
+ data.thresholdLimitPriceBanding = price;
1114
+ break;
1115
+ case MDEntryType2.DailyFinancingValue:
1116
+ data.dailyFinancingValue = price;
1117
+ break;
1118
+ case MDEntryType2.AccruedFinancingValue:
1119
+ data.accruedFinancingValue = price;
1120
+ break;
1121
+ case MDEntryType2.TWAP:
1122
+ data.twap = price;
1123
+ break;
1124
+ }
1125
+ }
1126
+ data.spread = data.offer - data.bid;
1127
+ if (!marketDataPrices.has(symbol)) {
1128
+ marketDataPrices.set(symbol, []);
1129
+ }
1130
+ const prices = marketDataPrices.get(symbol);
1131
+ prices.push(data);
1132
+ if (prices.length > maxPriceHistory) {
1133
+ prices.splice(0, prices.length - maxPriceHistory);
1134
+ }
1135
+ onPriceUpdate?.(symbol, data);
1136
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
1137
+ if (mdReqID) {
1138
+ const callback = pendingRequests.get(mdReqID);
1139
+ if (callback) {
1140
+ callback(message);
1141
+ pendingRequests.delete(mdReqID);
1142
+ }
1143
+ }
1144
+ } else if (msgType === Messages3.ExecutionReport) {
1145
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
1146
+ const callback = pendingRequests.get(reqId);
1147
+ if (callback) {
1148
+ callback(message);
1149
+ pendingRequests.delete(reqId);
1150
+ }
1151
+ }
1152
+ }
1153
+
1154
+ // src/MCPRemote.ts
1155
+ var transports = {};
1156
+ function jsonSchemaToZod(schema) {
1157
+ if (schema.type === "object") {
1158
+ const shape = {};
1159
+ for (const [key, prop] of Object.entries(schema.properties || {})) {
1160
+ const propSchema = prop;
1161
+ if (propSchema.type === "string") {
1162
+ if (propSchema.enum) {
1163
+ shape[key] = z.enum(propSchema.enum);
1164
+ } else {
1165
+ shape[key] = z.string();
1166
+ }
1167
+ } else if (propSchema.type === "number") {
1168
+ shape[key] = z.number();
1169
+ } else if (propSchema.type === "boolean") {
1170
+ shape[key] = z.boolean();
1171
+ } else if (propSchema.type === "array") {
1172
+ if (propSchema.items.type === "string") {
1173
+ shape[key] = z.array(z.string());
1174
+ } else if (propSchema.items.type === "number") {
1175
+ shape[key] = z.array(z.number());
1176
+ } else if (propSchema.items.type === "boolean") {
1177
+ shape[key] = z.array(z.boolean());
1178
+ } else {
1179
+ shape[key] = z.array(z.any());
1180
+ }
1181
+ } else {
1182
+ shape[key] = z.any();
1183
+ }
1184
+ }
1185
+ return shape;
1186
+ }
1187
+ return {};
1188
+ }
1189
+ var MCPRemote = class extends MCPBase {
1190
+ /**
1191
+ * Port number the server will listen on.
1192
+ * @private
1193
+ */
1194
+ port;
35
1195
  /**
36
1196
  * Node.js HTTP server instance created internally.
37
1197
  * @private
38
1198
  */
39
- server;
1199
+ httpServer;
40
1200
  /**
41
1201
  * MCP server instance handling MCP protocol logic.
42
1202
  * @private
@@ -46,89 +1206,65 @@ var MCPRemote = class {
46
1206
  * Optional name of the plugin/server instance.
47
1207
  * @private
48
1208
  */
49
- name;
1209
+ serverName;
50
1210
  /**
51
1211
  * Optional version string of the plugin/server.
52
1212
  * @private
53
1213
  */
54
- version;
1214
+ serverVersion;
55
1215
  /**
56
- * Called when server is setup and listening.
1216
+ * Map to store verified orders before execution
57
1217
  * @private
58
1218
  */
59
- onReady = void 0;
1219
+ verifiedOrders = /* @__PURE__ */ new Map();
60
1220
  /**
61
- * A map of pending market data requests, keyed by MDReqID.
62
- * Each entry contains a resolver function that is called when the corresponding
63
- * FIX Message is received.
1221
+ * Map to store pending requests and their callbacks
64
1222
  * @private
65
- * @type {Map<string, (data: Message) => void>}
66
1223
  */
67
1224
  pendingRequests = /* @__PURE__ */ new Map();
1225
+ /**
1226
+ * Map to store market data prices for each symbol
1227
+ * @private
1228
+ */
1229
+ marketDataPrices = /* @__PURE__ */ new Map();
1230
+ /**
1231
+ * Maximum number of price history entries to keep per symbol
1232
+ * @private
1233
+ */
1234
+ MAX_PRICE_HISTORY = 1e5;
68
1235
  constructor({ port, logger, onReady }) {
1236
+ super({ logger, onReady });
69
1237
  this.port = port;
70
- if (logger) this.logger = logger;
71
- if (onReady) this.onReady = onReady;
72
1238
  }
73
1239
  async register(parser) {
74
1240
  this.parser = parser;
75
- this.parser.addOnMessageCallback((message) => {
76
- this.logger?.log({
77
- level: "info",
78
- message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
79
- });
80
- const msgType = message.messageType;
81
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
82
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
83
- if (idField) {
84
- const id = idField.value;
85
- if (typeof id === "string" || typeof id === "number") {
86
- const callback = this.pendingRequests.get(String(id));
87
- if (callback) {
88
- callback(message);
89
- this.pendingRequests.delete(String(id));
90
- }
91
- }
92
- }
93
- }
94
- });
95
1241
  this.logger = parser.logger;
96
1242
  this.logger?.log({
97
1243
  level: "info",
98
1244
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
99
1245
  });
100
- this.server = createServer(async (req, res) => {
1246
+ this.parser.addOnMessageCallback((message) => {
1247
+ if (this.parser) {
1248
+ handleMessage(
1249
+ message,
1250
+ this.parser,
1251
+ this.pendingRequests,
1252
+ this.marketDataPrices,
1253
+ this.MAX_PRICE_HISTORY
1254
+ );
1255
+ this.logger?.log({
1256
+ level: "info",
1257
+ message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
1258
+ });
1259
+ }
1260
+ });
1261
+ this.httpServer = createServer(async (req, res) => {
101
1262
  if (!req.url || !req.method) {
102
1263
  res.writeHead(400);
103
1264
  res.end("Bad Request");
104
1265
  return;
105
1266
  }
106
- const url = new URL(req.url, `http://${req.headers.host}`);
107
- if (url.pathname === "/.well-known/oauth-authorization-server") {
108
- const config = {
109
- issuer: "https://accounts.google.com",
110
- authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
111
- token_endpoint: "https://oauth2.googleapis.com/token",
112
- jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
113
- response_types_supported: [
114
- "code",
115
- "token",
116
- "id_token",
117
- "code token",
118
- "code id_token",
119
- "token id_token",
120
- "code token id_token"
121
- ],
122
- subject_types_supported: ["public"],
123
- id_token_signing_alg_values_supported: ["RS256"],
124
- scopes_supported: ["openid", "email", "profile"],
125
- token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
126
- };
127
- res.writeHead(200, { "Content-Type": "application/json" });
128
- res.end(JSON.stringify(config));
129
- return;
130
- }
131
- if (url.pathname === "/") {
1267
+ if (req.url === "/mcp") {
132
1268
  const sessionId = req.headers["mcp-session-id"];
133
1269
  if (req.method === "POST") {
134
1270
  const bodyChunks = [];
@@ -161,10 +1297,10 @@ var MCPRemote = class {
161
1297
  }
162
1298
  };
163
1299
  this.mcpServer = new McpServer({
164
- name: this.name || "FIXParser",
165
- version: this.version || "1.0.0"
1300
+ name: this.serverName || "FIXParser",
1301
+ version: this.serverVersion || "1.0.0"
166
1302
  });
167
- this.addWorkflows();
1303
+ this.setupTools();
168
1304
  await this.mcpServer.connect(transport);
169
1305
  } else {
170
1306
  res.writeHead(400, { "Content-Type": "application/json" });
@@ -180,7 +1316,15 @@ var MCPRemote = class {
180
1316
  );
181
1317
  return;
182
1318
  }
183
- await transport.handleRequest(req, res, parsed);
1319
+ try {
1320
+ await transport.handleRequest(req, res, parsed);
1321
+ } catch (error) {
1322
+ this.logger?.log({
1323
+ level: "error",
1324
+ message: `Error handling request: ${error}`
1325
+ });
1326
+ throw error;
1327
+ }
184
1328
  });
185
1329
  } else if (req.method === "GET" || req.method === "DELETE") {
186
1330
  if (!sessionId || !transports[sessionId]) {
@@ -189,17 +1333,29 @@ var MCPRemote = class {
189
1333
  return;
190
1334
  }
191
1335
  const transport = transports[sessionId];
192
- await transport.handleRequest(req, res);
1336
+ try {
1337
+ await transport.handleRequest(req, res);
1338
+ } catch (error) {
1339
+ this.logger?.log({
1340
+ level: "error",
1341
+ message: `Error handling ${req.method} request: ${error}`
1342
+ });
1343
+ throw error;
1344
+ }
193
1345
  } else {
1346
+ this.logger?.log({
1347
+ level: "error",
1348
+ message: `Method not allowed: ${req.method}`
1349
+ });
194
1350
  res.writeHead(405);
195
1351
  res.end("Method Not Allowed");
196
1352
  }
197
- return;
1353
+ } else {
1354
+ res.writeHead(404);
1355
+ res.end("Not Found");
198
1356
  }
199
- res.writeHead(404);
200
- res.end("Not Found");
201
1357
  });
202
- this.server.listen(this.port, () => {
1358
+ this.httpServer.listen(this.port, () => {
203
1359
  this.logger?.log({
204
1360
  level: "info",
205
1361
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -209,381 +1365,55 @@ var MCPRemote = class {
209
1365
  this.onReady();
210
1366
  }
211
1367
  }
212
- addWorkflows() {
1368
+ setupTools() {
213
1369
  if (!this.parser) {
214
1370
  this.logger?.log({
215
1371
  level: "error",
216
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
1372
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
217
1373
  });
218
1374
  return;
219
1375
  }
220
1376
  if (!this.mcpServer) {
221
1377
  this.logger?.log({
222
1378
  level: "error",
223
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1379
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
224
1380
  });
225
1381
  return;
226
1382
  }
227
- this.mcpServer.tool(
228
- "parse",
229
- "Parses a FIX message and describes it in plain language",
230
- { fixString: z.string() },
231
- async ({ fixString }) => {
232
- const parsedMessage = this.parser?.parse(fixString);
233
- if (!parsedMessage || parsedMessage.length === 0) {
234
- this.logger?.log({
235
- level: "error",
236
- message: "FIXParser (MCP): -- Failed to parse FIX string"
237
- });
238
- return {
239
- isError: true,
240
- content: [
241
- {
242
- type: "text",
243
- text: "Error: Failed to parse FIX string"
244
- }
245
- ]
246
- };
247
- }
248
- return {
249
- content: [
250
- {
251
- type: "text",
252
- text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
253
- }
254
- ]
255
- };
256
- }
1383
+ const toolHandlers = createToolHandlers(
1384
+ this.parser,
1385
+ this.verifiedOrders,
1386
+ this.pendingRequests,
1387
+ this.marketDataPrices
257
1388
  );
258
- this.mcpServer.prompt(
259
- "parse",
260
- "Parses a FIX message and describes it in plain language",
261
- { fixString: z.string() },
262
- ({ fixString }) => ({
263
- messages: [
264
- {
265
- role: "user",
266
- content: {
267
- type: "text",
268
- text: `Please parse and explain this FIX message: ${fixString}`
269
- }
270
- }
271
- ]
272
- })
273
- );
274
- this.mcpServer.tool(
275
- "parseToJSON",
276
- "Parses a FIX message into JSON",
277
- { fixString: z.string() },
278
- async ({ fixString }) => {
279
- const parsedMessage = this.parser?.parse(fixString);
280
- if (!parsedMessage || parsedMessage.length === 0) {
281
- this.logger?.log({
282
- level: "error",
283
- message: "FIXParser (MCP): -- Failed to parse FIX string"
284
- });
285
- return {
286
- isError: true,
287
- content: [
288
- {
289
- type: "text",
290
- text: "Error: Failed to parse FIX string"
291
- }
292
- ]
293
- };
294
- }
295
- return {
296
- content: [
297
- {
298
- type: "text",
299
- text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
300
- }
301
- ]
302
- };
303
- }
304
- );
305
- this.mcpServer.prompt(
306
- "parseToJSON",
307
- "Parses a FIX message into JSON",
308
- { fixString: z.string() },
309
- ({ fixString }) => ({
310
- messages: [
311
- {
312
- role: "user",
313
- content: {
314
- type: "text",
315
- text: `Please parse the FIX message to JSON: ${fixString}`
316
- }
317
- }
318
- ]
319
- })
320
- );
321
- this.mcpServer.tool(
322
- "newOrderSingle",
323
- "Creates and sends a New Order Single",
324
- {
325
- clOrdID: z.string(),
326
- handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
327
- quantity: z.number(),
328
- price: z.number(),
329
- ordType: z.enum([
330
- "1",
331
- "2",
332
- "3",
333
- "4",
334
- "5",
335
- "6",
336
- "7",
337
- "8",
338
- "9",
339
- "A",
340
- "B",
341
- "C",
342
- "D",
343
- "E",
344
- "F",
345
- "G",
346
- "H",
347
- "I",
348
- "J",
349
- "K",
350
- "L",
351
- "M",
352
- "P",
353
- "Q",
354
- "R",
355
- "S"
356
- ]).default(OrdType.Market).optional(),
357
- side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
358
- // 1 = Buy, 2 = Sell...
359
- symbol: z.string(),
360
- timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
361
- },
362
- async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
363
- const response = new Promise((resolve) => {
364
- this.pendingRequests.set(clOrdID, resolve);
365
- });
366
- const order = this.parser?.createMessage(
367
- new Field(Fields.MsgType, Messages.NewOrderSingle),
368
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
369
- new Field(Fields.SenderCompID, this.parser?.sender),
370
- new Field(Fields.TargetCompID, this.parser?.target),
371
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
372
- new Field(Fields.ClOrdID, clOrdID),
373
- new Field(Fields.Side, side),
374
- new Field(Fields.Symbol, symbol),
375
- new Field(Fields.OrderQty, quantity),
376
- new Field(Fields.Price, price),
377
- new Field(Fields.OrdType, ordType),
378
- new Field(Fields.HandlInst, handlInst),
379
- new Field(Fields.TimeInForce, timeInForce),
380
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
381
- );
382
- if (!this.parser?.connected) {
383
- this.logger?.log({
384
- level: "error",
385
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
386
- });
387
- return {
388
- isError: true,
389
- content: [
390
- {
391
- type: "text",
392
- text: "Error: Not connected. Ignoring message."
393
- }
394
- ]
395
- };
396
- }
397
- this.parser?.send(order);
398
- this.logger?.log({
399
- level: "info",
400
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
401
- });
402
- const fixData = await response;
403
- return {
404
- content: [
405
- {
406
- type: "text",
407
- text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
408
- }
409
- ]
410
- };
411
- }
412
- );
413
- this.mcpServer.prompt(
414
- "newOrderSingle",
415
- "Creates and sends a New Order Single",
416
- {
417
- clOrdID: z.string(),
418
- handlInst: z.string(),
419
- quantity: z.string(),
420
- price: z.string(),
421
- ordType: z.string(),
422
- side: z.string(),
423
- symbol: z.string(),
424
- timeInForce: z.string()
425
- },
426
- ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
427
- messages: [
428
- {
429
- role: "user",
430
- content: {
431
- type: "text",
432
- text: [
433
- "Create a New Order Single FIX message with the following parameters:",
434
- `- ClOrdID: ${clOrdID}`,
435
- `- HandlInst: ${handlInst ?? "default"}`,
436
- `- Quantity: ${quantity}`,
437
- `- Price: ${price}`,
438
- `- OrdType: ${ordType ?? "default (Market)"}`,
439
- `- Side: ${side}`,
440
- `- Symbol: ${symbol}`,
441
- `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
442
- "",
443
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
444
- ].join("\n")
445
- }
1389
+ Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1390
+ this.mcpServer?.registerTool(
1391
+ name,
1392
+ {
1393
+ description,
1394
+ inputSchema: jsonSchemaToZod(schema)
1395
+ },
1396
+ async (args) => {
1397
+ const handler = toolHandlers[name];
1398
+ if (!handler) {
1399
+ return {
1400
+ content: [
1401
+ {
1402
+ type: "text",
1403
+ text: `Tool not found: ${name}`
1404
+ }
1405
+ ],
1406
+ isError: true
1407
+ };
446
1408
  }
447
- ]
448
- })
449
- );
450
- this.mcpServer.tool(
451
- "marketDataRequest",
452
- "Sends a request for Market Data with the given symbol",
453
- {
454
- mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
455
- // MDUpdateType.FullRefresh
456
- symbol: z.string(),
457
- mdReqID: z.string(),
458
- subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
459
- mdEntryType: z.enum([
460
- "0",
461
- "1",
462
- "2",
463
- "3",
464
- "4",
465
- "5",
466
- "6",
467
- "7",
468
- "8",
469
- "9",
470
- "A",
471
- "B",
472
- "C",
473
- "D",
474
- "E",
475
- "F",
476
- "G",
477
- "H",
478
- "J",
479
- "K",
480
- "L",
481
- "M",
482
- "N",
483
- "O",
484
- "P",
485
- "Q",
486
- "S",
487
- "R",
488
- "T",
489
- "U",
490
- "V",
491
- "W",
492
- "X",
493
- "Y",
494
- "Z",
495
- "a",
496
- "b",
497
- "c",
498
- "d",
499
- "e",
500
- "g",
501
- "h",
502
- "i",
503
- "t"
504
- ]).default(MDEntryType.Bid).optional()
505
- },
506
- async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
507
- const response = new Promise((resolve) => {
508
- this.pendingRequests.set(mdReqID, resolve);
509
- });
510
- const marketDataRequest = this.parser?.createMessage(
511
- new Field(Fields.MsgType, Messages.MarketDataRequest),
512
- new Field(Fields.SenderCompID, this.parser?.sender),
513
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
514
- new Field(Fields.TargetCompID, this.parser?.target),
515
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
516
- new Field(Fields.MarketDepth, 0),
517
- new Field(Fields.MDUpdateType, mdUpdateType),
518
- new Field(Fields.NoRelatedSym, 1),
519
- new Field(Fields.Symbol, symbol),
520
- new Field(Fields.MDReqID, mdReqID),
521
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
522
- new Field(Fields.NoMDEntryTypes, 1),
523
- new Field(Fields.MDEntryType, mdEntryType)
524
- );
525
- if (!this.parser?.connected) {
526
- this.logger?.log({
527
- level: "error",
528
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
529
- });
1409
+ const result = await handler(args);
530
1410
  return {
531
- isError: true,
532
- content: [
533
- {
534
- type: "text",
535
- text: "Error: Not connected. Ignoring message."
536
- }
537
- ]
1411
+ content: result.content,
1412
+ isError: result.isError
538
1413
  };
539
1414
  }
540
- this.parser?.send(marketDataRequest);
541
- this.logger?.log({
542
- level: "info",
543
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
544
- });
545
- const fixData = await response;
546
- return {
547
- content: [
548
- {
549
- type: "text",
550
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
551
- }
552
- ]
553
- };
554
- }
555
- );
556
- this.mcpServer.prompt(
557
- "marketDataRequest",
558
- "Sends a request for Market Data with the given symbol",
559
- {
560
- mdUpdateType: z.string(),
561
- symbol: z.string(),
562
- mdReqID: z.string(),
563
- subscriptionRequestType: z.string(),
564
- mdEntryType: z.string()
565
- },
566
- ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
567
- messages: [
568
- {
569
- role: "user",
570
- content: {
571
- type: "text",
572
- text: [
573
- "Create a Market Data Request FIX message with the following parameters:",
574
- `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
575
- `- Symbol: ${symbol}`,
576
- `- MDReqID: ${mdReqID}`,
577
- `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
578
- `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
579
- "",
580
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
581
- ].join("\n")
582
- }
583
- }
584
- ]
585
- })
586
- );
1415
+ );
1416
+ });
587
1417
  }
588
1418
  };
589
1419
  export {