fixparser-plugin-mcp 9.1.7-bfcb9d6f → 9.1.7-c213f7c6
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 +1198 -997
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1284 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1583 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1188 -997
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1274 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1545 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +8 -43
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +8 -43
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +8 -7
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +25 -9
- package/types/MCPRemote.d.ts +25 -27
- package/types/schemas/index.d.ts +16 -0
- package/types/schemas/marketData.d.ts +48 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +8 -0
- package/types/tools/marketData.d.ts +19 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +12 -0
package/build/esm/MCPLocal.mjs
CHANGED
|
@@ -1,897 +1,711 @@
|
|
|
1
1
|
// src/MCPLocal.ts
|
|
2
2
|
import { Server } from "@modelcontextprotocol/sdk/server/index.js";
|
|
3
3
|
import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
|
|
4
|
-
import { Field, Fields, Messages } from "fixparser";
|
|
5
4
|
import { z } from "zod";
|
|
6
|
-
|
|
7
|
-
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
"4",
|
|
19
|
-
"5",
|
|
20
|
-
"6",
|
|
21
|
-
"7",
|
|
22
|
-
"8",
|
|
23
|
-
"9",
|
|
24
|
-
"A",
|
|
25
|
-
"B",
|
|
26
|
-
"C",
|
|
27
|
-
"D",
|
|
28
|
-
"E",
|
|
29
|
-
"F",
|
|
30
|
-
"G",
|
|
31
|
-
"H",
|
|
32
|
-
"I",
|
|
33
|
-
"J",
|
|
34
|
-
"K",
|
|
35
|
-
"L",
|
|
36
|
-
"M",
|
|
37
|
-
"P",
|
|
38
|
-
"Q",
|
|
39
|
-
"R",
|
|
40
|
-
"S"
|
|
41
|
-
]),
|
|
42
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
43
|
-
symbol: z.string(),
|
|
44
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
|
|
45
|
-
});
|
|
46
|
-
var marketDataRequestSchema = z.object({
|
|
47
|
-
mdUpdateType: z.enum(["0", "1"]),
|
|
48
|
-
symbols: z.array(z.string()),
|
|
49
|
-
mdReqID: z.string(),
|
|
50
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]),
|
|
51
|
-
mdEntryTypes: z.array(
|
|
52
|
-
z.enum([
|
|
53
|
-
"0",
|
|
54
|
-
"1",
|
|
55
|
-
"2",
|
|
56
|
-
"3",
|
|
57
|
-
"4",
|
|
58
|
-
"5",
|
|
59
|
-
"6",
|
|
60
|
-
"7",
|
|
61
|
-
"8",
|
|
62
|
-
"9",
|
|
63
|
-
"A",
|
|
64
|
-
"B",
|
|
65
|
-
"C",
|
|
66
|
-
"D",
|
|
67
|
-
"E",
|
|
68
|
-
"F",
|
|
69
|
-
"G",
|
|
70
|
-
"H",
|
|
71
|
-
"J",
|
|
72
|
-
"K",
|
|
73
|
-
"L",
|
|
74
|
-
"M",
|
|
75
|
-
"N",
|
|
76
|
-
"O",
|
|
77
|
-
"P",
|
|
78
|
-
"Q",
|
|
79
|
-
"R",
|
|
80
|
-
"S",
|
|
81
|
-
"T",
|
|
82
|
-
"U",
|
|
83
|
-
"V",
|
|
84
|
-
"W",
|
|
85
|
-
"X",
|
|
86
|
-
"Y",
|
|
87
|
-
"Z",
|
|
88
|
-
"a",
|
|
89
|
-
"b",
|
|
90
|
-
"c",
|
|
91
|
-
"d",
|
|
92
|
-
"e",
|
|
93
|
-
"g",
|
|
94
|
-
"h",
|
|
95
|
-
"i",
|
|
96
|
-
"t"
|
|
97
|
-
])
|
|
98
|
-
)
|
|
99
|
-
});
|
|
100
|
-
var MCPLocal = class {
|
|
5
|
+
|
|
6
|
+
// src/MCPBase.ts
|
|
7
|
+
var MCPBase = class {
|
|
8
|
+
/**
|
|
9
|
+
* Optional logger instance for diagnostics and output.
|
|
10
|
+
* @protected
|
|
11
|
+
*/
|
|
12
|
+
logger;
|
|
13
|
+
/**
|
|
14
|
+
* FIXParser instance, set during plugin register().
|
|
15
|
+
* @protected
|
|
16
|
+
*/
|
|
101
17
|
parser;
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
},
|
|
107
|
-
{
|
|
108
|
-
capabilities: {
|
|
109
|
-
tools: {
|
|
110
|
-
parse: {
|
|
111
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
112
|
-
parameters: {
|
|
113
|
-
type: "object",
|
|
114
|
-
properties: {
|
|
115
|
-
fixString: { type: "string" }
|
|
116
|
-
},
|
|
117
|
-
required: ["fixString"]
|
|
118
|
-
}
|
|
119
|
-
},
|
|
120
|
-
parseToJSON: {
|
|
121
|
-
description: "Parses a FIX message into JSON",
|
|
122
|
-
parameters: {
|
|
123
|
-
type: "object",
|
|
124
|
-
properties: {
|
|
125
|
-
fixString: { type: "string" }
|
|
126
|
-
},
|
|
127
|
-
required: ["fixString"]
|
|
128
|
-
}
|
|
129
|
-
},
|
|
130
|
-
verifyOrder: {
|
|
131
|
-
description: "Verifies order parameters before execution",
|
|
132
|
-
parameters: {
|
|
133
|
-
type: "object",
|
|
134
|
-
properties: {
|
|
135
|
-
clOrdID: { type: "string" },
|
|
136
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
137
|
-
quantity: { type: "string" },
|
|
138
|
-
price: { type: "string" },
|
|
139
|
-
ordType: {
|
|
140
|
-
type: "string",
|
|
141
|
-
enum: [
|
|
142
|
-
"1",
|
|
143
|
-
"2",
|
|
144
|
-
"3",
|
|
145
|
-
"4",
|
|
146
|
-
"5",
|
|
147
|
-
"6",
|
|
148
|
-
"7",
|
|
149
|
-
"8",
|
|
150
|
-
"9",
|
|
151
|
-
"A",
|
|
152
|
-
"B",
|
|
153
|
-
"C",
|
|
154
|
-
"D",
|
|
155
|
-
"E",
|
|
156
|
-
"F",
|
|
157
|
-
"G",
|
|
158
|
-
"H",
|
|
159
|
-
"I",
|
|
160
|
-
"J",
|
|
161
|
-
"K",
|
|
162
|
-
"L",
|
|
163
|
-
"M",
|
|
164
|
-
"P",
|
|
165
|
-
"Q",
|
|
166
|
-
"R",
|
|
167
|
-
"S"
|
|
168
|
-
]
|
|
169
|
-
},
|
|
170
|
-
side: {
|
|
171
|
-
type: "string",
|
|
172
|
-
enum: [
|
|
173
|
-
"1",
|
|
174
|
-
"2",
|
|
175
|
-
"3",
|
|
176
|
-
"4",
|
|
177
|
-
"5",
|
|
178
|
-
"6",
|
|
179
|
-
"7",
|
|
180
|
-
"8",
|
|
181
|
-
"9",
|
|
182
|
-
"A",
|
|
183
|
-
"B",
|
|
184
|
-
"C",
|
|
185
|
-
"D",
|
|
186
|
-
"E",
|
|
187
|
-
"F",
|
|
188
|
-
"G",
|
|
189
|
-
"H"
|
|
190
|
-
]
|
|
191
|
-
},
|
|
192
|
-
symbol: { type: "string" },
|
|
193
|
-
timeInForce: {
|
|
194
|
-
type: "string",
|
|
195
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
196
|
-
}
|
|
197
|
-
},
|
|
198
|
-
required: [
|
|
199
|
-
"clOrdID",
|
|
200
|
-
"handlInst",
|
|
201
|
-
"quantity",
|
|
202
|
-
"price",
|
|
203
|
-
"ordType",
|
|
204
|
-
"side",
|
|
205
|
-
"symbol",
|
|
206
|
-
"timeInForce"
|
|
207
|
-
]
|
|
208
|
-
}
|
|
209
|
-
},
|
|
210
|
-
executeOrder: {
|
|
211
|
-
description: "Executes a verified order",
|
|
212
|
-
parameters: {
|
|
213
|
-
type: "object",
|
|
214
|
-
properties: {
|
|
215
|
-
clOrdID: { type: "string" },
|
|
216
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
217
|
-
quantity: { type: "string" },
|
|
218
|
-
price: { type: "string" },
|
|
219
|
-
ordType: { type: "string" },
|
|
220
|
-
side: { type: "string" },
|
|
221
|
-
symbol: { type: "string" },
|
|
222
|
-
timeInForce: { type: "string" }
|
|
223
|
-
},
|
|
224
|
-
required: [
|
|
225
|
-
"clOrdID",
|
|
226
|
-
"handlInst",
|
|
227
|
-
"quantity",
|
|
228
|
-
"price",
|
|
229
|
-
"ordType",
|
|
230
|
-
"side",
|
|
231
|
-
"symbol",
|
|
232
|
-
"timeInForce"
|
|
233
|
-
]
|
|
234
|
-
}
|
|
235
|
-
},
|
|
236
|
-
marketDataRequest: {
|
|
237
|
-
description: "Requests market data for specified symbols",
|
|
238
|
-
parameters: {
|
|
239
|
-
type: "object",
|
|
240
|
-
properties: {
|
|
241
|
-
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
242
|
-
symbols: { type: "array", items: { type: "string" } },
|
|
243
|
-
mdReqID: { type: "string" },
|
|
244
|
-
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
245
|
-
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
246
|
-
},
|
|
247
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
248
|
-
}
|
|
249
|
-
}
|
|
250
|
-
},
|
|
251
|
-
resources: {
|
|
252
|
-
greeting: {
|
|
253
|
-
description: "A simple greeting resource",
|
|
254
|
-
uri: "greeting-resource"
|
|
255
|
-
},
|
|
256
|
-
stockGraph: {
|
|
257
|
-
description: "Generates a price chart for a given symbol",
|
|
258
|
-
uri: "stockGraph/{symbol}"
|
|
259
|
-
},
|
|
260
|
-
stockPriceHistory: {
|
|
261
|
-
description: "Returns price history for a given symbol",
|
|
262
|
-
uri: "stockPriceHistory/{symbol}"
|
|
263
|
-
}
|
|
264
|
-
}
|
|
265
|
-
}
|
|
266
|
-
}
|
|
267
|
-
);
|
|
268
|
-
transport = new StdioServerTransport();
|
|
18
|
+
/**
|
|
19
|
+
* Called when server is setup and listening.
|
|
20
|
+
* @protected
|
|
21
|
+
*/
|
|
269
22
|
onReady = void 0;
|
|
270
|
-
|
|
23
|
+
/**
|
|
24
|
+
* Map to store verified orders before execution
|
|
25
|
+
* @protected
|
|
26
|
+
*/
|
|
271
27
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
272
|
-
|
|
28
|
+
/**
|
|
29
|
+
* Map to store pending market data requests
|
|
30
|
+
* @protected
|
|
31
|
+
*/
|
|
32
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
33
|
+
/**
|
|
34
|
+
* Map to store market data prices
|
|
35
|
+
* @protected
|
|
36
|
+
*/
|
|
273
37
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
38
|
+
/**
|
|
39
|
+
* Maximum number of price history entries to keep per symbol
|
|
40
|
+
* @protected
|
|
41
|
+
*/
|
|
274
42
|
MAX_PRICE_HISTORY = 1e5;
|
|
275
|
-
// Maximum number of price points to store per symbol
|
|
276
43
|
constructor({ logger, onReady }) {
|
|
277
|
-
|
|
44
|
+
this.logger = logger;
|
|
45
|
+
this.onReady = onReady;
|
|
278
46
|
}
|
|
279
|
-
|
|
280
|
-
|
|
281
|
-
|
|
282
|
-
|
|
283
|
-
|
|
284
|
-
|
|
285
|
-
|
|
286
|
-
|
|
287
|
-
|
|
288
|
-
|
|
289
|
-
|
|
290
|
-
|
|
291
|
-
|
|
292
|
-
|
|
293
|
-
|
|
294
|
-
|
|
295
|
-
|
|
296
|
-
|
|
297
|
-
|
|
298
|
-
|
|
299
|
-
|
|
300
|
-
|
|
301
|
-
|
|
302
|
-
|
|
303
|
-
|
|
304
|
-
|
|
305
|
-
|
|
306
|
-
|
|
307
|
-
|
|
308
|
-
|
|
309
|
-
|
|
310
|
-
|
|
311
|
-
|
|
312
|
-
|
|
313
|
-
|
|
314
|
-
|
|
315
|
-
|
|
316
|
-
|
|
317
|
-
|
|
318
|
-
|
|
319
|
-
|
|
320
|
-
|
|
321
|
-
|
|
47
|
+
};
|
|
48
|
+
|
|
49
|
+
// src/schemas/schemas.ts
|
|
50
|
+
var toolSchemas = {
|
|
51
|
+
parse: {
|
|
52
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
53
|
+
schema: {
|
|
54
|
+
type: "object",
|
|
55
|
+
properties: {
|
|
56
|
+
fixString: { type: "string" }
|
|
57
|
+
},
|
|
58
|
+
required: ["fixString"]
|
|
59
|
+
}
|
|
60
|
+
},
|
|
61
|
+
parseToJSON: {
|
|
62
|
+
description: "Parses a FIX message into JSON",
|
|
63
|
+
schema: {
|
|
64
|
+
type: "object",
|
|
65
|
+
properties: {
|
|
66
|
+
fixString: { type: "string" }
|
|
67
|
+
},
|
|
68
|
+
required: ["fixString"]
|
|
69
|
+
}
|
|
70
|
+
},
|
|
71
|
+
verifyOrder: {
|
|
72
|
+
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
73
|
+
schema: {
|
|
74
|
+
type: "object",
|
|
75
|
+
properties: {
|
|
76
|
+
clOrdID: { type: "string" },
|
|
77
|
+
handlInst: {
|
|
78
|
+
type: "string",
|
|
79
|
+
enum: ["1", "2", "3"],
|
|
80
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
81
|
+
},
|
|
82
|
+
quantity: { type: "string" },
|
|
83
|
+
price: { type: "string" },
|
|
84
|
+
ordType: {
|
|
85
|
+
type: "string",
|
|
86
|
+
enum: [
|
|
87
|
+
"1",
|
|
88
|
+
"2",
|
|
89
|
+
"3",
|
|
90
|
+
"4",
|
|
91
|
+
"5",
|
|
92
|
+
"6",
|
|
93
|
+
"7",
|
|
94
|
+
"8",
|
|
95
|
+
"9",
|
|
96
|
+
"A",
|
|
97
|
+
"B",
|
|
98
|
+
"C",
|
|
99
|
+
"D",
|
|
100
|
+
"E",
|
|
101
|
+
"F",
|
|
102
|
+
"G",
|
|
103
|
+
"H",
|
|
104
|
+
"I",
|
|
105
|
+
"J",
|
|
106
|
+
"K",
|
|
107
|
+
"L",
|
|
108
|
+
"M",
|
|
109
|
+
"P",
|
|
110
|
+
"Q",
|
|
111
|
+
"R",
|
|
112
|
+
"S"
|
|
113
|
+
],
|
|
114
|
+
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"
|
|
115
|
+
},
|
|
116
|
+
side: {
|
|
117
|
+
type: "string",
|
|
118
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
119
|
+
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"
|
|
120
|
+
},
|
|
121
|
+
symbol: { type: "string" },
|
|
122
|
+
timeInForce: {
|
|
123
|
+
type: "string",
|
|
124
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
125
|
+
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"
|
|
322
126
|
}
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
|
|
127
|
+
},
|
|
128
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
129
|
+
}
|
|
130
|
+
},
|
|
131
|
+
executeOrder: {
|
|
132
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
133
|
+
schema: {
|
|
134
|
+
type: "object",
|
|
135
|
+
properties: {
|
|
136
|
+
clOrdID: { type: "string" },
|
|
137
|
+
handlInst: {
|
|
138
|
+
type: "string",
|
|
139
|
+
enum: ["1", "2", "3"],
|
|
140
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
141
|
+
},
|
|
142
|
+
quantity: { type: "string" },
|
|
143
|
+
price: { type: "string" },
|
|
144
|
+
ordType: {
|
|
145
|
+
type: "string",
|
|
146
|
+
enum: [
|
|
147
|
+
"1",
|
|
148
|
+
"2",
|
|
149
|
+
"3",
|
|
150
|
+
"4",
|
|
151
|
+
"5",
|
|
152
|
+
"6",
|
|
153
|
+
"7",
|
|
154
|
+
"8",
|
|
155
|
+
"9",
|
|
156
|
+
"A",
|
|
157
|
+
"B",
|
|
158
|
+
"C",
|
|
159
|
+
"D",
|
|
160
|
+
"E",
|
|
161
|
+
"F",
|
|
162
|
+
"G",
|
|
163
|
+
"H",
|
|
164
|
+
"I",
|
|
165
|
+
"J",
|
|
166
|
+
"K",
|
|
167
|
+
"L",
|
|
168
|
+
"M",
|
|
169
|
+
"P",
|
|
170
|
+
"Q",
|
|
171
|
+
"R",
|
|
172
|
+
"S"
|
|
173
|
+
],
|
|
174
|
+
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"
|
|
175
|
+
},
|
|
176
|
+
side: {
|
|
177
|
+
type: "string",
|
|
178
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
179
|
+
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"
|
|
180
|
+
},
|
|
181
|
+
symbol: { type: "string" },
|
|
182
|
+
timeInForce: {
|
|
183
|
+
type: "string",
|
|
184
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
185
|
+
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"
|
|
332
186
|
}
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
187
|
+
},
|
|
188
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
189
|
+
}
|
|
190
|
+
},
|
|
191
|
+
marketDataRequest: {
|
|
192
|
+
description: "Requests market data for specified symbols",
|
|
193
|
+
schema: {
|
|
194
|
+
type: "object",
|
|
195
|
+
properties: {
|
|
196
|
+
mdUpdateType: {
|
|
197
|
+
type: "string",
|
|
198
|
+
enum: ["0", "1"],
|
|
199
|
+
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
200
|
+
},
|
|
201
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
202
|
+
mdReqID: { type: "string" },
|
|
203
|
+
subscriptionRequestType: {
|
|
204
|
+
type: "string",
|
|
205
|
+
enum: ["0", "1", "2"],
|
|
206
|
+
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
207
|
+
},
|
|
208
|
+
mdEntryTypes: {
|
|
209
|
+
type: "array",
|
|
210
|
+
items: {
|
|
211
|
+
type: "string",
|
|
212
|
+
enum: [
|
|
213
|
+
"0",
|
|
214
|
+
"1",
|
|
215
|
+
"2",
|
|
216
|
+
"3",
|
|
217
|
+
"4",
|
|
218
|
+
"5",
|
|
219
|
+
"6",
|
|
220
|
+
"7",
|
|
221
|
+
"8",
|
|
222
|
+
"9",
|
|
223
|
+
"A",
|
|
224
|
+
"B",
|
|
225
|
+
"C",
|
|
226
|
+
"D",
|
|
227
|
+
"E",
|
|
228
|
+
"F",
|
|
229
|
+
"G",
|
|
230
|
+
"H",
|
|
231
|
+
"I",
|
|
232
|
+
"J",
|
|
233
|
+
"K",
|
|
234
|
+
"L",
|
|
235
|
+
"M",
|
|
236
|
+
"N",
|
|
237
|
+
"O",
|
|
238
|
+
"P",
|
|
239
|
+
"Q",
|
|
240
|
+
"R",
|
|
241
|
+
"S",
|
|
242
|
+
"T",
|
|
243
|
+
"U",
|
|
244
|
+
"V",
|
|
245
|
+
"W",
|
|
246
|
+
"X",
|
|
247
|
+
"Y",
|
|
248
|
+
"Z"
|
|
249
|
+
]
|
|
250
|
+
},
|
|
251
|
+
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"
|
|
339
252
|
}
|
|
340
|
-
}
|
|
341
|
-
|
|
342
|
-
this.addWorkflows();
|
|
343
|
-
await this.server.connect(this.transport);
|
|
344
|
-
if (this.onReady) {
|
|
345
|
-
this.onReady();
|
|
253
|
+
},
|
|
254
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
346
255
|
}
|
|
347
|
-
}
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
256
|
+
},
|
|
257
|
+
getStockGraph: {
|
|
258
|
+
description: "Generates a price chart for a given symbol",
|
|
259
|
+
schema: {
|
|
260
|
+
type: "object",
|
|
261
|
+
properties: {
|
|
262
|
+
symbol: { type: "string" }
|
|
263
|
+
},
|
|
264
|
+
required: ["symbol"]
|
|
351
265
|
}
|
|
352
|
-
|
|
353
|
-
|
|
266
|
+
},
|
|
267
|
+
getStockPriceHistory: {
|
|
268
|
+
description: "Returns price history for a given symbol",
|
|
269
|
+
schema: {
|
|
270
|
+
type: "object",
|
|
271
|
+
properties: {
|
|
272
|
+
symbol: { type: "string" }
|
|
273
|
+
},
|
|
274
|
+
required: ["symbol"]
|
|
354
275
|
}
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
|
|
276
|
+
}
|
|
277
|
+
};
|
|
278
|
+
|
|
279
|
+
// src/tools/marketData.ts
|
|
280
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
281
|
+
import QuickChart from "quickchart-js";
|
|
282
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
283
|
+
return async (args) => {
|
|
284
|
+
try {
|
|
285
|
+
const response = new Promise((resolve) => {
|
|
286
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
287
|
+
});
|
|
288
|
+
const entryTypes = args.mdEntryTypes || [
|
|
289
|
+
MDEntryType.Bid,
|
|
290
|
+
MDEntryType.Offer,
|
|
291
|
+
MDEntryType.Trade,
|
|
292
|
+
MDEntryType.IndexValue,
|
|
293
|
+
MDEntryType.OpeningPrice,
|
|
294
|
+
MDEntryType.ClosingPrice,
|
|
295
|
+
MDEntryType.SettlementPrice,
|
|
296
|
+
MDEntryType.TradingSessionHighPrice,
|
|
297
|
+
MDEntryType.TradingSessionLowPrice,
|
|
298
|
+
MDEntryType.VWAP,
|
|
299
|
+
MDEntryType.Imbalance,
|
|
300
|
+
MDEntryType.TradeVolume,
|
|
301
|
+
MDEntryType.OpenInterest,
|
|
302
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
303
|
+
MDEntryType.SimulatedSellPrice,
|
|
304
|
+
MDEntryType.SimulatedBuyPrice,
|
|
305
|
+
MDEntryType.MarginRate,
|
|
306
|
+
MDEntryType.MidPrice,
|
|
307
|
+
MDEntryType.EmptyBook,
|
|
308
|
+
MDEntryType.SettleHighPrice,
|
|
309
|
+
MDEntryType.SettleLowPrice,
|
|
310
|
+
MDEntryType.PriorSettlePrice,
|
|
311
|
+
MDEntryType.SessionHighBid,
|
|
312
|
+
MDEntryType.SessionLowOffer,
|
|
313
|
+
MDEntryType.EarlyPrices,
|
|
314
|
+
MDEntryType.AuctionClearingPrice,
|
|
315
|
+
MDEntryType.SwapValueFactor,
|
|
316
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
317
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
318
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
319
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
320
|
+
MDEntryType.FixingPrice,
|
|
321
|
+
MDEntryType.CashRate,
|
|
322
|
+
MDEntryType.RecoveryRate,
|
|
323
|
+
MDEntryType.RecoveryRateForLong,
|
|
324
|
+
MDEntryType.RecoveryRateForShort,
|
|
325
|
+
MDEntryType.MarketBid,
|
|
326
|
+
MDEntryType.MarketOffer,
|
|
327
|
+
MDEntryType.ShortSaleMinPrice,
|
|
328
|
+
MDEntryType.PreviousClosingPrice,
|
|
329
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
330
|
+
MDEntryType.DailyFinancingValue,
|
|
331
|
+
MDEntryType.AccruedFinancingValue,
|
|
332
|
+
MDEntryType.TWAP
|
|
333
|
+
];
|
|
334
|
+
const messageFields = [
|
|
335
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
336
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
337
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
338
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
339
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
340
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
341
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
342
|
+
new Field(Fields.MarketDepth, 0),
|
|
343
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
344
|
+
];
|
|
345
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
346
|
+
args.symbols.forEach((symbol) => {
|
|
347
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
348
|
+
});
|
|
349
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
350
|
+
entryTypes.forEach((entryType) => {
|
|
351
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
352
|
+
});
|
|
353
|
+
const mdr = parser.createMessage(...messageFields);
|
|
354
|
+
if (!parser.connected) {
|
|
358
355
|
return {
|
|
359
|
-
|
|
356
|
+
content: [
|
|
360
357
|
{
|
|
361
|
-
|
|
362
|
-
|
|
363
|
-
uri: "
|
|
358
|
+
type: "text",
|
|
359
|
+
text: "Error: Not connected. Ignoring message.",
|
|
360
|
+
uri: "marketDataRequest"
|
|
364
361
|
}
|
|
365
|
-
]
|
|
362
|
+
],
|
|
363
|
+
isError: true
|
|
366
364
|
};
|
|
367
365
|
}
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
366
|
+
parser.send(mdr);
|
|
367
|
+
const fixData = await response;
|
|
368
|
+
return {
|
|
369
|
+
content: [
|
|
370
|
+
{
|
|
371
|
+
type: "text",
|
|
372
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
373
|
+
uri: "marketDataRequest"
|
|
374
|
+
}
|
|
375
|
+
]
|
|
376
|
+
};
|
|
377
|
+
} catch (error) {
|
|
378
|
+
return {
|
|
379
|
+
content: [
|
|
380
|
+
{
|
|
381
|
+
type: "text",
|
|
382
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
383
|
+
uri: "marketDataRequest"
|
|
384
|
+
}
|
|
385
|
+
],
|
|
386
|
+
isError: true
|
|
387
|
+
};
|
|
388
|
+
}
|
|
389
|
+
};
|
|
390
|
+
};
|
|
391
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
392
|
+
return async (args) => {
|
|
393
|
+
try {
|
|
394
|
+
const symbol = args.symbol;
|
|
395
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
396
|
+
if (priceHistory.length === 0) {
|
|
372
397
|
return {
|
|
373
|
-
|
|
398
|
+
content: [
|
|
374
399
|
{
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
parameters: {
|
|
379
|
-
type: "object",
|
|
380
|
-
properties: {
|
|
381
|
-
symbol: { type: "string" }
|
|
382
|
-
},
|
|
383
|
-
required: ["symbol"]
|
|
384
|
-
}
|
|
385
|
-
},
|
|
386
|
-
{
|
|
387
|
-
name: "stockPriceHistory",
|
|
388
|
-
description: "Returns price history for a given symbol",
|
|
389
|
-
uriTemplate: "stockPriceHistory/{symbol}",
|
|
390
|
-
parameters: {
|
|
391
|
-
type: "object",
|
|
392
|
-
properties: {
|
|
393
|
-
symbol: { type: "string" }
|
|
394
|
-
},
|
|
395
|
-
required: ["symbol"]
|
|
396
|
-
}
|
|
400
|
+
type: "text",
|
|
401
|
+
text: `No price data available for ${symbol}`,
|
|
402
|
+
uri: "getStockGraph"
|
|
397
403
|
}
|
|
398
404
|
]
|
|
399
405
|
};
|
|
400
406
|
}
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
+
const chart = new QuickChart();
|
|
408
|
+
chart.setWidth(1200);
|
|
409
|
+
chart.setHeight(600);
|
|
410
|
+
chart.setBackgroundColor("transparent");
|
|
411
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
412
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
413
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
414
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
415
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
416
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
417
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
418
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
419
|
+
const config = {
|
|
420
|
+
type: "line",
|
|
421
|
+
data: {
|
|
422
|
+
labels,
|
|
423
|
+
datasets: [
|
|
407
424
|
{
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
},
|
|
415
|
-
required: ["fixString"]
|
|
416
|
-
}
|
|
425
|
+
label: "Bid",
|
|
426
|
+
data: bidData,
|
|
427
|
+
borderColor: "#28a745",
|
|
428
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
429
|
+
fill: false,
|
|
430
|
+
tension: 0.4
|
|
417
431
|
},
|
|
418
432
|
{
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
},
|
|
426
|
-
required: ["fixString"]
|
|
427
|
-
}
|
|
433
|
+
label: "Offer",
|
|
434
|
+
data: offerData,
|
|
435
|
+
borderColor: "#dc3545",
|
|
436
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
437
|
+
fill: false,
|
|
438
|
+
tension: 0.4
|
|
428
439
|
},
|
|
429
440
|
{
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
437
|
-
quantity: { type: "string" },
|
|
438
|
-
price: { type: "string" },
|
|
439
|
-
ordType: {
|
|
440
|
-
type: "string",
|
|
441
|
-
enum: [
|
|
442
|
-
"1",
|
|
443
|
-
"2",
|
|
444
|
-
"3",
|
|
445
|
-
"4",
|
|
446
|
-
"5",
|
|
447
|
-
"6",
|
|
448
|
-
"7",
|
|
449
|
-
"8",
|
|
450
|
-
"9",
|
|
451
|
-
"A",
|
|
452
|
-
"B",
|
|
453
|
-
"C",
|
|
454
|
-
"D",
|
|
455
|
-
"E",
|
|
456
|
-
"F",
|
|
457
|
-
"G",
|
|
458
|
-
"H",
|
|
459
|
-
"I",
|
|
460
|
-
"J",
|
|
461
|
-
"K",
|
|
462
|
-
"L",
|
|
463
|
-
"M",
|
|
464
|
-
"P",
|
|
465
|
-
"Q",
|
|
466
|
-
"R",
|
|
467
|
-
"S"
|
|
468
|
-
]
|
|
469
|
-
},
|
|
470
|
-
side: {
|
|
471
|
-
type: "string",
|
|
472
|
-
enum: [
|
|
473
|
-
"1",
|
|
474
|
-
"2",
|
|
475
|
-
"3",
|
|
476
|
-
"4",
|
|
477
|
-
"5",
|
|
478
|
-
"6",
|
|
479
|
-
"7",
|
|
480
|
-
"8",
|
|
481
|
-
"9",
|
|
482
|
-
"A",
|
|
483
|
-
"B",
|
|
484
|
-
"C",
|
|
485
|
-
"D",
|
|
486
|
-
"E",
|
|
487
|
-
"F",
|
|
488
|
-
"G",
|
|
489
|
-
"H"
|
|
490
|
-
]
|
|
491
|
-
},
|
|
492
|
-
symbol: { type: "string" },
|
|
493
|
-
timeInForce: {
|
|
494
|
-
type: "string",
|
|
495
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
496
|
-
}
|
|
497
|
-
},
|
|
498
|
-
required: [
|
|
499
|
-
"clOrdID",
|
|
500
|
-
"handlInst",
|
|
501
|
-
"quantity",
|
|
502
|
-
"price",
|
|
503
|
-
"ordType",
|
|
504
|
-
"side",
|
|
505
|
-
"symbol",
|
|
506
|
-
"timeInForce"
|
|
507
|
-
]
|
|
508
|
-
}
|
|
441
|
+
label: "Spread",
|
|
442
|
+
data: spreadData,
|
|
443
|
+
borderColor: "#6c757d",
|
|
444
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
445
|
+
fill: false,
|
|
446
|
+
tension: 0.4
|
|
509
447
|
},
|
|
510
448
|
{
|
|
511
|
-
|
|
512
|
-
|
|
513
|
-
|
|
514
|
-
|
|
515
|
-
|
|
516
|
-
|
|
517
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
518
|
-
quantity: { type: "string" },
|
|
519
|
-
price: { type: "string" },
|
|
520
|
-
ordType: { type: "string" },
|
|
521
|
-
side: { type: "string" },
|
|
522
|
-
symbol: { type: "string" },
|
|
523
|
-
timeInForce: { type: "string" }
|
|
524
|
-
},
|
|
525
|
-
required: [
|
|
526
|
-
"clOrdID",
|
|
527
|
-
"handlInst",
|
|
528
|
-
"quantity",
|
|
529
|
-
"price",
|
|
530
|
-
"ordType",
|
|
531
|
-
"side",
|
|
532
|
-
"symbol",
|
|
533
|
-
"timeInForce"
|
|
534
|
-
]
|
|
535
|
-
}
|
|
449
|
+
label: "Trade",
|
|
450
|
+
data: tradeData,
|
|
451
|
+
borderColor: "#ffc107",
|
|
452
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
453
|
+
fill: false,
|
|
454
|
+
tension: 0.4
|
|
536
455
|
},
|
|
537
456
|
{
|
|
538
|
-
|
|
539
|
-
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
545
|
-
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
|
|
549
|
-
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
|
|
554
|
-
|
|
555
|
-
|
|
556
|
-
|
|
457
|
+
label: "VWAP",
|
|
458
|
+
data: vwapData,
|
|
459
|
+
borderColor: "#17a2b8",
|
|
460
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
461
|
+
fill: false,
|
|
462
|
+
tension: 0.4
|
|
463
|
+
},
|
|
464
|
+
{
|
|
465
|
+
label: "TWAP",
|
|
466
|
+
data: twapData,
|
|
467
|
+
borderColor: "#6610f2",
|
|
468
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
469
|
+
fill: false,
|
|
470
|
+
tension: 0.4
|
|
471
|
+
},
|
|
472
|
+
{
|
|
473
|
+
label: "Volume",
|
|
474
|
+
data: volumeData,
|
|
475
|
+
borderColor: "#007bff",
|
|
476
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
477
|
+
fill: true,
|
|
478
|
+
tension: 0.4
|
|
557
479
|
}
|
|
558
480
|
]
|
|
559
|
-
}
|
|
560
|
-
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
uri: z.string()
|
|
567
|
-
})
|
|
568
|
-
}),
|
|
569
|
-
async (request, extra) => {
|
|
570
|
-
const { uri } = request.params;
|
|
571
|
-
switch (uri) {
|
|
572
|
-
case "greeting-resource":
|
|
573
|
-
return {
|
|
574
|
-
contents: [
|
|
575
|
-
{
|
|
576
|
-
type: "text",
|
|
577
|
-
text: "Hello, world!",
|
|
578
|
-
uri: "greeting-resource"
|
|
579
|
-
}
|
|
580
|
-
]
|
|
581
|
-
};
|
|
582
|
-
case "stockGraph":
|
|
583
|
-
return {
|
|
584
|
-
contents: [
|
|
585
|
-
{
|
|
586
|
-
type: "text",
|
|
587
|
-
text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
|
|
588
|
-
uri: "stockGraph"
|
|
589
|
-
}
|
|
590
|
-
]
|
|
591
|
-
};
|
|
592
|
-
case "stockPriceHistory":
|
|
593
|
-
return {
|
|
594
|
-
contents: [
|
|
595
|
-
{
|
|
596
|
-
type: "text",
|
|
597
|
-
text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
|
|
598
|
-
uri: "stockPriceHistory"
|
|
599
|
-
}
|
|
600
|
-
]
|
|
601
|
-
};
|
|
602
|
-
default:
|
|
603
|
-
if (uri.startsWith("stockGraph/")) {
|
|
604
|
-
const symbol = uri.split("/")[1];
|
|
605
|
-
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
606
|
-
if (priceHistory.length === 0) {
|
|
607
|
-
return {
|
|
608
|
-
contents: [
|
|
609
|
-
{
|
|
610
|
-
type: "text",
|
|
611
|
-
text: `No price data available for ${symbol}`
|
|
612
|
-
}
|
|
613
|
-
]
|
|
614
|
-
};
|
|
615
|
-
}
|
|
616
|
-
const width = 600;
|
|
617
|
-
const height = 300;
|
|
618
|
-
const padding = 40;
|
|
619
|
-
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
620
|
-
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
621
|
-
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
622
|
-
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
623
|
-
const points = priceHistory.map((d, i) => {
|
|
624
|
-
const x = padding + i * xScale;
|
|
625
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
626
|
-
return `${x},${y}`;
|
|
627
|
-
}).join(" L ");
|
|
628
|
-
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
629
|
-
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
630
|
-
<!-- Background -->
|
|
631
|
-
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
632
|
-
|
|
633
|
-
<!-- Grid lines -->
|
|
634
|
-
<g stroke="#e9ecef" stroke-width="1">
|
|
635
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
636
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
637
|
-
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
638
|
-
}).join("\n")}
|
|
639
|
-
</g>
|
|
640
|
-
|
|
641
|
-
<!-- Price line -->
|
|
642
|
-
<path d="M ${points}"
|
|
643
|
-
fill="none"
|
|
644
|
-
stroke="#007bff"
|
|
645
|
-
stroke-width="2"/>
|
|
646
|
-
|
|
647
|
-
<!-- Data points -->
|
|
648
|
-
${priceHistory.map((d, i) => {
|
|
649
|
-
const x = padding + i * xScale;
|
|
650
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
651
|
-
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
652
|
-
}).join("\n")}
|
|
653
|
-
|
|
654
|
-
<!-- Labels -->
|
|
655
|
-
<g font-family="Arial" font-size="12" fill="#495057">
|
|
656
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
657
|
-
const x = padding + (width - 2 * padding) * i / 4;
|
|
658
|
-
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
659
|
-
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
660
|
-
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
661
|
-
}).join("\n")}
|
|
662
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
663
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
664
|
-
const price = yMax - (yMax - yMin) * i / 4;
|
|
665
|
-
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
666
|
-
}).join("\n")}
|
|
667
|
-
</g>
|
|
668
|
-
|
|
669
|
-
<!-- Title -->
|
|
670
|
-
<text x="${width / 2}" y="${padding / 2}"
|
|
671
|
-
font-family="Arial" font-size="16" font-weight="bold"
|
|
672
|
-
text-anchor="middle" fill="#212529">
|
|
673
|
-
${symbol} - Price Chart (${priceHistory.length} points)
|
|
674
|
-
</text>
|
|
675
|
-
</svg>`;
|
|
676
|
-
return {
|
|
677
|
-
contents: [
|
|
678
|
-
{
|
|
679
|
-
type: "text",
|
|
680
|
-
text: svg
|
|
681
|
-
}
|
|
682
|
-
]
|
|
683
|
-
};
|
|
481
|
+
},
|
|
482
|
+
options: {
|
|
483
|
+
responsive: true,
|
|
484
|
+
plugins: {
|
|
485
|
+
title: {
|
|
486
|
+
display: true,
|
|
487
|
+
text: `${symbol} Market Data`
|
|
684
488
|
}
|
|
685
|
-
|
|
686
|
-
|
|
687
|
-
|
|
688
|
-
|
|
689
|
-
return {
|
|
690
|
-
contents: [
|
|
691
|
-
{
|
|
692
|
-
type: "text",
|
|
693
|
-
text: `No price data available for ${symbol}`
|
|
694
|
-
}
|
|
695
|
-
]
|
|
696
|
-
};
|
|
697
|
-
}
|
|
698
|
-
return {
|
|
699
|
-
contents: [
|
|
700
|
-
{
|
|
701
|
-
type: "text",
|
|
702
|
-
text: JSON.stringify(
|
|
703
|
-
{
|
|
704
|
-
symbol,
|
|
705
|
-
count: priceHistory.length,
|
|
706
|
-
prices: priceHistory.map((point) => ({
|
|
707
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
708
|
-
price: point.price
|
|
709
|
-
}))
|
|
710
|
-
},
|
|
711
|
-
null,
|
|
712
|
-
2
|
|
713
|
-
)
|
|
714
|
-
}
|
|
715
|
-
]
|
|
716
|
-
};
|
|
489
|
+
},
|
|
490
|
+
scales: {
|
|
491
|
+
y: {
|
|
492
|
+
beginAtZero: false
|
|
717
493
|
}
|
|
718
|
-
return {
|
|
719
|
-
contents: [
|
|
720
|
-
{
|
|
721
|
-
type: "text",
|
|
722
|
-
text: `Resource not found: ${uri}`,
|
|
723
|
-
uri
|
|
724
|
-
}
|
|
725
|
-
],
|
|
726
|
-
isError: true
|
|
727
|
-
};
|
|
728
|
-
}
|
|
729
|
-
}
|
|
730
|
-
);
|
|
731
|
-
this.server.setRequestHandler(
|
|
732
|
-
z.object({
|
|
733
|
-
method: z.literal("parse"),
|
|
734
|
-
params: fixStringSchema
|
|
735
|
-
}),
|
|
736
|
-
async (request, extra) => {
|
|
737
|
-
try {
|
|
738
|
-
const args = request.params;
|
|
739
|
-
const parsedMessage = this.parser?.parse(args.fixString);
|
|
740
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
741
|
-
return {
|
|
742
|
-
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
743
|
-
isError: true
|
|
744
|
-
};
|
|
745
494
|
}
|
|
746
|
-
return {
|
|
747
|
-
contents: [
|
|
748
|
-
{
|
|
749
|
-
type: "text",
|
|
750
|
-
text: `${parsedMessage[0].description}
|
|
751
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
752
|
-
}
|
|
753
|
-
]
|
|
754
|
-
};
|
|
755
|
-
} catch (error) {
|
|
756
|
-
return {
|
|
757
|
-
contents: [
|
|
758
|
-
{
|
|
759
|
-
type: "text",
|
|
760
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
761
|
-
}
|
|
762
|
-
],
|
|
763
|
-
isError: true
|
|
764
|
-
};
|
|
765
495
|
}
|
|
766
|
-
}
|
|
767
|
-
|
|
768
|
-
|
|
769
|
-
|
|
770
|
-
|
|
771
|
-
|
|
772
|
-
|
|
773
|
-
|
|
774
|
-
|
|
775
|
-
|
|
776
|
-
|
|
777
|
-
|
|
778
|
-
|
|
779
|
-
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
780
|
-
isError: true
|
|
781
|
-
};
|
|
496
|
+
};
|
|
497
|
+
chart.setConfig(config);
|
|
498
|
+
const imageBuffer = await chart.toBinary();
|
|
499
|
+
const base64 = imageBuffer.toString("base64");
|
|
500
|
+
return {
|
|
501
|
+
content: [
|
|
502
|
+
{
|
|
503
|
+
type: "resource",
|
|
504
|
+
resource: {
|
|
505
|
+
uri: "resource://graph",
|
|
506
|
+
mimeType: "image/png",
|
|
507
|
+
blob: base64
|
|
508
|
+
}
|
|
782
509
|
}
|
|
783
|
-
|
|
784
|
-
|
|
785
|
-
|
|
786
|
-
|
|
787
|
-
|
|
788
|
-
|
|
789
|
-
|
|
790
|
-
|
|
791
|
-
|
|
792
|
-
|
|
793
|
-
|
|
794
|
-
|
|
795
|
-
|
|
796
|
-
|
|
797
|
-
|
|
798
|
-
|
|
799
|
-
|
|
800
|
-
|
|
801
|
-
|
|
510
|
+
]
|
|
511
|
+
};
|
|
512
|
+
} catch (error) {
|
|
513
|
+
return {
|
|
514
|
+
content: [
|
|
515
|
+
{
|
|
516
|
+
type: "text",
|
|
517
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
518
|
+
uri: "getStockGraph"
|
|
519
|
+
}
|
|
520
|
+
],
|
|
521
|
+
isError: true
|
|
522
|
+
};
|
|
523
|
+
}
|
|
524
|
+
};
|
|
525
|
+
};
|
|
526
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
527
|
+
return async (args) => {
|
|
528
|
+
try {
|
|
529
|
+
const symbol = args.symbol;
|
|
530
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
531
|
+
if (priceHistory.length === 0) {
|
|
532
|
+
return {
|
|
533
|
+
content: [
|
|
534
|
+
{
|
|
535
|
+
type: "text",
|
|
536
|
+
text: `No price data available for ${symbol}`,
|
|
537
|
+
uri: "getStockPriceHistory"
|
|
538
|
+
}
|
|
539
|
+
]
|
|
540
|
+
};
|
|
802
541
|
}
|
|
803
|
-
|
|
804
|
-
|
|
805
|
-
|
|
806
|
-
|
|
807
|
-
|
|
808
|
-
}),
|
|
809
|
-
async (request, extra) => {
|
|
810
|
-
try {
|
|
811
|
-
const args = request.params;
|
|
812
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
813
|
-
clOrdID: args.clOrdID,
|
|
814
|
-
handlInst: args.handlInst,
|
|
815
|
-
quantity: Number.parseFloat(args.quantity),
|
|
816
|
-
price: Number.parseFloat(args.price),
|
|
817
|
-
ordType: args.ordType,
|
|
818
|
-
side: args.side,
|
|
819
|
-
symbol: args.symbol,
|
|
820
|
-
timeInForce: args.timeInForce
|
|
821
|
-
});
|
|
822
|
-
const ordTypeNames = {
|
|
823
|
-
"1": "Market",
|
|
824
|
-
"2": "Limit",
|
|
825
|
-
"3": "Stop",
|
|
826
|
-
"4": "StopLimit",
|
|
827
|
-
"5": "MarketOnClose",
|
|
828
|
-
"6": "WithOrWithout",
|
|
829
|
-
"7": "LimitOrBetter",
|
|
830
|
-
"8": "LimitWithOrWithout",
|
|
831
|
-
"9": "OnBasis",
|
|
832
|
-
A: "OnClose",
|
|
833
|
-
B: "LimitOnClose",
|
|
834
|
-
C: "ForexMarket",
|
|
835
|
-
D: "PreviouslyQuoted",
|
|
836
|
-
E: "PreviouslyIndicated",
|
|
837
|
-
F: "ForexLimit",
|
|
838
|
-
G: "ForexSwap",
|
|
839
|
-
H: "ForexPreviouslyQuoted",
|
|
840
|
-
I: "Funari",
|
|
841
|
-
J: "MarketIfTouched",
|
|
842
|
-
K: "MarketWithLeftOverAsLimit",
|
|
843
|
-
L: "PreviousFundValuationPoint",
|
|
844
|
-
M: "NextFundValuationPoint",
|
|
845
|
-
P: "Pegged",
|
|
846
|
-
Q: "CounterOrderSelection",
|
|
847
|
-
R: "StopOnBidOrOffer",
|
|
848
|
-
S: "StopLimitOnBidOrOffer"
|
|
849
|
-
};
|
|
850
|
-
const sideNames = {
|
|
851
|
-
"1": "Buy",
|
|
852
|
-
"2": "Sell",
|
|
853
|
-
"3": "BuyMinus",
|
|
854
|
-
"4": "SellPlus",
|
|
855
|
-
"5": "SellShort",
|
|
856
|
-
"6": "SellShortExempt",
|
|
857
|
-
"7": "Undisclosed",
|
|
858
|
-
"8": "Cross",
|
|
859
|
-
"9": "CrossShort",
|
|
860
|
-
A: "CrossShortExempt",
|
|
861
|
-
B: "AsDefined",
|
|
862
|
-
C: "Opposite",
|
|
863
|
-
D: "Subscribe",
|
|
864
|
-
E: "Redeem",
|
|
865
|
-
F: "Lend",
|
|
866
|
-
G: "Borrow",
|
|
867
|
-
H: "SellUndisclosed"
|
|
868
|
-
};
|
|
869
|
-
const timeInForceNames = {
|
|
870
|
-
"0": "Day",
|
|
871
|
-
"1": "GoodTillCancel",
|
|
872
|
-
"2": "AtTheOpening",
|
|
873
|
-
"3": "ImmediateOrCancel",
|
|
874
|
-
"4": "FillOrKill",
|
|
875
|
-
"5": "GoodTillCrossing",
|
|
876
|
-
"6": "GoodTillDate",
|
|
877
|
-
"7": "AtTheClose",
|
|
878
|
-
"8": "GoodThroughCrossing",
|
|
879
|
-
"9": "AtCrossing",
|
|
880
|
-
A: "GoodForTime",
|
|
881
|
-
B: "GoodForAuction",
|
|
882
|
-
C: "GoodForMonth"
|
|
883
|
-
};
|
|
884
|
-
const handlInstNames = {
|
|
885
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
886
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
887
|
-
"3": "ManualOrder"
|
|
888
|
-
};
|
|
889
|
-
return {
|
|
890
|
-
contents: [
|
|
542
|
+
return {
|
|
543
|
+
content: [
|
|
544
|
+
{
|
|
545
|
+
type: "text",
|
|
546
|
+
text: JSON.stringify(
|
|
891
547
|
{
|
|
892
|
-
|
|
893
|
-
|
|
894
|
-
|
|
548
|
+
symbol,
|
|
549
|
+
count: priceHistory.length,
|
|
550
|
+
data: priceHistory.map((point) => ({
|
|
551
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
552
|
+
bid: point.bid,
|
|
553
|
+
offer: point.offer,
|
|
554
|
+
spread: point.spread,
|
|
555
|
+
volume: point.volume,
|
|
556
|
+
trade: point.trade,
|
|
557
|
+
indexValue: point.indexValue,
|
|
558
|
+
openingPrice: point.openingPrice,
|
|
559
|
+
closingPrice: point.closingPrice,
|
|
560
|
+
settlementPrice: point.settlementPrice,
|
|
561
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
562
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
563
|
+
vwap: point.vwap,
|
|
564
|
+
imbalance: point.imbalance,
|
|
565
|
+
openInterest: point.openInterest,
|
|
566
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
567
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
568
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
569
|
+
marginRate: point.marginRate,
|
|
570
|
+
midPrice: point.midPrice,
|
|
571
|
+
emptyBook: point.emptyBook,
|
|
572
|
+
settleHighPrice: point.settleHighPrice,
|
|
573
|
+
settleLowPrice: point.settleLowPrice,
|
|
574
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
575
|
+
sessionHighBid: point.sessionHighBid,
|
|
576
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
577
|
+
earlyPrices: point.earlyPrices,
|
|
578
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
579
|
+
swapValueFactor: point.swapValueFactor,
|
|
580
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
581
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
582
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
583
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
584
|
+
fixingPrice: point.fixingPrice,
|
|
585
|
+
cashRate: point.cashRate,
|
|
586
|
+
recoveryRate: point.recoveryRate,
|
|
587
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
588
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
589
|
+
marketBid: point.marketBid,
|
|
590
|
+
marketOffer: point.marketOffer,
|
|
591
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
592
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
593
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
594
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
595
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
596
|
+
twap: point.twap
|
|
597
|
+
}))
|
|
598
|
+
},
|
|
599
|
+
null,
|
|
600
|
+
2
|
|
601
|
+
),
|
|
602
|
+
uri: "getStockPriceHistory"
|
|
603
|
+
}
|
|
604
|
+
]
|
|
605
|
+
};
|
|
606
|
+
} catch (error) {
|
|
607
|
+
return {
|
|
608
|
+
content: [
|
|
609
|
+
{
|
|
610
|
+
type: "text",
|
|
611
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
612
|
+
uri: "getStockPriceHistory"
|
|
613
|
+
}
|
|
614
|
+
],
|
|
615
|
+
isError: true
|
|
616
|
+
};
|
|
617
|
+
}
|
|
618
|
+
};
|
|
619
|
+
};
|
|
620
|
+
|
|
621
|
+
// src/tools/order.ts
|
|
622
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
623
|
+
var ordTypeNames = {
|
|
624
|
+
"1": "Market",
|
|
625
|
+
"2": "Limit",
|
|
626
|
+
"3": "Stop",
|
|
627
|
+
"4": "StopLimit",
|
|
628
|
+
"5": "MarketOnClose",
|
|
629
|
+
"6": "WithOrWithout",
|
|
630
|
+
"7": "LimitOrBetter",
|
|
631
|
+
"8": "LimitWithOrWithout",
|
|
632
|
+
"9": "OnBasis",
|
|
633
|
+
A: "OnClose",
|
|
634
|
+
B: "LimitOnClose",
|
|
635
|
+
C: "ForexMarket",
|
|
636
|
+
D: "PreviouslyQuoted",
|
|
637
|
+
E: "PreviouslyIndicated",
|
|
638
|
+
F: "ForexLimit",
|
|
639
|
+
G: "ForexSwap",
|
|
640
|
+
H: "ForexPreviouslyQuoted",
|
|
641
|
+
I: "Funari",
|
|
642
|
+
J: "MarketIfTouched",
|
|
643
|
+
K: "MarketWithLeftOverAsLimit",
|
|
644
|
+
L: "PreviousFundValuationPoint",
|
|
645
|
+
M: "NextFundValuationPoint",
|
|
646
|
+
P: "Pegged",
|
|
647
|
+
Q: "CounterOrderSelection",
|
|
648
|
+
R: "StopOnBidOrOffer",
|
|
649
|
+
S: "StopLimitOnBidOrOffer"
|
|
650
|
+
};
|
|
651
|
+
var sideNames = {
|
|
652
|
+
"1": "Buy",
|
|
653
|
+
"2": "Sell",
|
|
654
|
+
"3": "BuyMinus",
|
|
655
|
+
"4": "SellPlus",
|
|
656
|
+
"5": "SellShort",
|
|
657
|
+
"6": "SellShortExempt",
|
|
658
|
+
"7": "Undisclosed",
|
|
659
|
+
"8": "Cross",
|
|
660
|
+
"9": "CrossShort",
|
|
661
|
+
A: "CrossShortExempt",
|
|
662
|
+
B: "AsDefined",
|
|
663
|
+
C: "Opposite",
|
|
664
|
+
D: "Subscribe",
|
|
665
|
+
E: "Redeem",
|
|
666
|
+
F: "Lend",
|
|
667
|
+
G: "Borrow",
|
|
668
|
+
H: "SellUndisclosed"
|
|
669
|
+
};
|
|
670
|
+
var timeInForceNames = {
|
|
671
|
+
"0": "Day",
|
|
672
|
+
"1": "GoodTillCancel",
|
|
673
|
+
"2": "AtTheOpening",
|
|
674
|
+
"3": "ImmediateOrCancel",
|
|
675
|
+
"4": "FillOrKill",
|
|
676
|
+
"5": "GoodTillCrossing",
|
|
677
|
+
"6": "GoodTillDate",
|
|
678
|
+
"7": "AtTheClose",
|
|
679
|
+
"8": "GoodThroughCrossing",
|
|
680
|
+
"9": "AtCrossing",
|
|
681
|
+
A: "GoodForTime",
|
|
682
|
+
B: "GoodForAuction",
|
|
683
|
+
C: "GoodForMonth"
|
|
684
|
+
};
|
|
685
|
+
var handlInstNames = {
|
|
686
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
687
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
688
|
+
"3": "ManualOrder"
|
|
689
|
+
};
|
|
690
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
691
|
+
return async (args) => {
|
|
692
|
+
try {
|
|
693
|
+
verifiedOrders.set(args.clOrdID, {
|
|
694
|
+
clOrdID: args.clOrdID,
|
|
695
|
+
handlInst: args.handlInst,
|
|
696
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
697
|
+
price: Number.parseFloat(String(args.price)),
|
|
698
|
+
ordType: args.ordType,
|
|
699
|
+
side: args.side,
|
|
700
|
+
symbol: args.symbol,
|
|
701
|
+
timeInForce: args.timeInForce
|
|
702
|
+
});
|
|
703
|
+
return {
|
|
704
|
+
content: [
|
|
705
|
+
{
|
|
706
|
+
type: "text",
|
|
707
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
708
|
+
|
|
895
709
|
Parameters verified:
|
|
896
710
|
- ClOrdID: ${args.clOrdID}
|
|
897
711
|
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
@@ -902,171 +716,548 @@ Parameters verified:
|
|
|
902
716
|
- Symbol: ${args.symbol}
|
|
903
717
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
904
718
|
|
|
905
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
906
|
-
|
|
907
|
-
|
|
908
|
-
|
|
909
|
-
|
|
910
|
-
|
|
911
|
-
|
|
912
|
-
|
|
913
|
-
|
|
914
|
-
|
|
915
|
-
|
|
916
|
-
|
|
917
|
-
|
|
918
|
-
|
|
919
|
-
|
|
719
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
720
|
+
uri: "verifyOrder"
|
|
721
|
+
}
|
|
722
|
+
]
|
|
723
|
+
};
|
|
724
|
+
} catch (error) {
|
|
725
|
+
return {
|
|
726
|
+
content: [
|
|
727
|
+
{
|
|
728
|
+
type: "text",
|
|
729
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
730
|
+
uri: "verifyOrder"
|
|
731
|
+
}
|
|
732
|
+
],
|
|
733
|
+
isError: true
|
|
734
|
+
};
|
|
735
|
+
}
|
|
736
|
+
};
|
|
737
|
+
};
|
|
738
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
739
|
+
return async (args) => {
|
|
740
|
+
try {
|
|
741
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
742
|
+
if (!verifiedOrder) {
|
|
743
|
+
return {
|
|
744
|
+
content: [
|
|
745
|
+
{
|
|
746
|
+
type: "text",
|
|
747
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
748
|
+
uri: "executeOrder"
|
|
749
|
+
}
|
|
750
|
+
],
|
|
751
|
+
isError: true
|
|
752
|
+
};
|
|
920
753
|
}
|
|
921
|
-
|
|
922
|
-
|
|
923
|
-
|
|
924
|
-
|
|
925
|
-
|
|
926
|
-
|
|
927
|
-
|
|
928
|
-
|
|
929
|
-
|
|
930
|
-
|
|
931
|
-
|
|
932
|
-
|
|
933
|
-
|
|
934
|
-
|
|
935
|
-
|
|
936
|
-
|
|
937
|
-
|
|
938
|
-
|
|
939
|
-
|
|
940
|
-
|
|
754
|
+
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) {
|
|
755
|
+
return {
|
|
756
|
+
content: [
|
|
757
|
+
{
|
|
758
|
+
type: "text",
|
|
759
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
760
|
+
uri: "executeOrder"
|
|
761
|
+
}
|
|
762
|
+
],
|
|
763
|
+
isError: true
|
|
764
|
+
};
|
|
765
|
+
}
|
|
766
|
+
const response = new Promise((resolve) => {
|
|
767
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
768
|
+
});
|
|
769
|
+
const order = parser.createMessage(
|
|
770
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
771
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
772
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
773
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
774
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
775
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
776
|
+
new Field2(Fields2.Side, args.side),
|
|
777
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
778
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
779
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
780
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
781
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
782
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
783
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
784
|
+
);
|
|
785
|
+
if (!parser.connected) {
|
|
786
|
+
return {
|
|
787
|
+
content: [
|
|
788
|
+
{
|
|
789
|
+
type: "text",
|
|
790
|
+
text: "Error: Not connected. Ignoring message.",
|
|
791
|
+
uri: "executeOrder"
|
|
792
|
+
}
|
|
793
|
+
],
|
|
794
|
+
isError: true
|
|
795
|
+
};
|
|
796
|
+
}
|
|
797
|
+
parser.send(order);
|
|
798
|
+
const fixData = await response;
|
|
799
|
+
verifiedOrders.delete(args.clOrdID);
|
|
800
|
+
return {
|
|
801
|
+
content: [
|
|
802
|
+
{
|
|
803
|
+
type: "text",
|
|
804
|
+
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())}`,
|
|
805
|
+
uri: "executeOrder"
|
|
941
806
|
}
|
|
942
|
-
|
|
943
|
-
|
|
944
|
-
|
|
945
|
-
|
|
946
|
-
|
|
947
|
-
|
|
948
|
-
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
};
|
|
807
|
+
]
|
|
808
|
+
};
|
|
809
|
+
} catch (error) {
|
|
810
|
+
return {
|
|
811
|
+
content: [
|
|
812
|
+
{
|
|
813
|
+
type: "text",
|
|
814
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
815
|
+
uri: "executeOrder"
|
|
952
816
|
}
|
|
953
|
-
|
|
954
|
-
|
|
955
|
-
|
|
956
|
-
|
|
957
|
-
|
|
958
|
-
|
|
959
|
-
|
|
960
|
-
|
|
961
|
-
|
|
962
|
-
|
|
963
|
-
|
|
964
|
-
|
|
965
|
-
|
|
966
|
-
|
|
967
|
-
|
|
968
|
-
|
|
969
|
-
|
|
970
|
-
|
|
971
|
-
|
|
972
|
-
|
|
973
|
-
|
|
974
|
-
|
|
975
|
-
|
|
976
|
-
|
|
977
|
-
|
|
978
|
-
|
|
979
|
-
|
|
980
|
-
|
|
981
|
-
}
|
|
817
|
+
],
|
|
818
|
+
isError: true
|
|
819
|
+
};
|
|
820
|
+
}
|
|
821
|
+
};
|
|
822
|
+
};
|
|
823
|
+
|
|
824
|
+
// src/tools/parse.ts
|
|
825
|
+
var createParseHandler = (parser) => {
|
|
826
|
+
return async (args) => {
|
|
827
|
+
try {
|
|
828
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
829
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
830
|
+
return {
|
|
831
|
+
content: [
|
|
832
|
+
{
|
|
833
|
+
type: "text",
|
|
834
|
+
text: "Error: Failed to parse FIX string",
|
|
835
|
+
uri: "parse"
|
|
836
|
+
}
|
|
837
|
+
],
|
|
838
|
+
isError: true
|
|
839
|
+
};
|
|
840
|
+
}
|
|
841
|
+
return {
|
|
842
|
+
content: [
|
|
843
|
+
{
|
|
844
|
+
type: "text",
|
|
845
|
+
text: `${parsedMessage[0].description}
|
|
846
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
847
|
+
uri: "parse"
|
|
982
848
|
}
|
|
983
|
-
|
|
984
|
-
|
|
985
|
-
|
|
986
|
-
|
|
987
|
-
|
|
988
|
-
|
|
989
|
-
|
|
990
|
-
|
|
991
|
-
|
|
992
|
-
|
|
993
|
-
|
|
994
|
-
|
|
995
|
-
|
|
996
|
-
|
|
997
|
-
|
|
998
|
-
|
|
999
|
-
|
|
1000
|
-
|
|
1001
|
-
|
|
1002
|
-
|
|
1003
|
-
|
|
1004
|
-
|
|
849
|
+
]
|
|
850
|
+
};
|
|
851
|
+
} catch (error) {
|
|
852
|
+
return {
|
|
853
|
+
content: [
|
|
854
|
+
{
|
|
855
|
+
type: "text",
|
|
856
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
857
|
+
uri: "parse"
|
|
858
|
+
}
|
|
859
|
+
],
|
|
860
|
+
isError: true
|
|
861
|
+
};
|
|
862
|
+
}
|
|
863
|
+
};
|
|
864
|
+
};
|
|
865
|
+
|
|
866
|
+
// src/tools/parseToJSON.ts
|
|
867
|
+
var createParseToJSONHandler = (parser) => {
|
|
868
|
+
return async (args) => {
|
|
869
|
+
try {
|
|
870
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
871
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
872
|
+
return {
|
|
873
|
+
content: [
|
|
874
|
+
{
|
|
875
|
+
type: "text",
|
|
876
|
+
text: "Error: Failed to parse FIX string",
|
|
877
|
+
uri: "parseToJSON"
|
|
878
|
+
}
|
|
879
|
+
],
|
|
880
|
+
isError: true
|
|
881
|
+
};
|
|
1005
882
|
}
|
|
1006
|
-
|
|
883
|
+
return {
|
|
884
|
+
content: [
|
|
885
|
+
{
|
|
886
|
+
type: "text",
|
|
887
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
888
|
+
uri: "parseToJSON"
|
|
889
|
+
}
|
|
890
|
+
]
|
|
891
|
+
};
|
|
892
|
+
} catch (error) {
|
|
893
|
+
return {
|
|
894
|
+
content: [
|
|
895
|
+
{
|
|
896
|
+
type: "text",
|
|
897
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
898
|
+
uri: "parseToJSON"
|
|
899
|
+
}
|
|
900
|
+
],
|
|
901
|
+
isError: true
|
|
902
|
+
};
|
|
903
|
+
}
|
|
904
|
+
};
|
|
905
|
+
};
|
|
906
|
+
|
|
907
|
+
// src/tools/index.ts
|
|
908
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
909
|
+
parse: createParseHandler(parser),
|
|
910
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
911
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
912
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
913
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
914
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
915
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
916
|
+
});
|
|
917
|
+
|
|
918
|
+
// src/utils/messageHandler.ts
|
|
919
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
920
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
921
|
+
parser.logger.log({
|
|
922
|
+
level: "info",
|
|
923
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
924
|
+
});
|
|
925
|
+
const msgType = message.messageType;
|
|
926
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
927
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
928
|
+
const fixJson = message.toFIXJSON();
|
|
929
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
930
|
+
const data = {
|
|
931
|
+
timestamp: Date.now(),
|
|
932
|
+
bid: 0,
|
|
933
|
+
offer: 0,
|
|
934
|
+
spread: 0,
|
|
935
|
+
volume: 0,
|
|
936
|
+
trade: 0,
|
|
937
|
+
indexValue: 0,
|
|
938
|
+
openingPrice: 0,
|
|
939
|
+
closingPrice: 0,
|
|
940
|
+
settlementPrice: 0,
|
|
941
|
+
tradingSessionHighPrice: 0,
|
|
942
|
+
tradingSessionLowPrice: 0,
|
|
943
|
+
vwap: 0,
|
|
944
|
+
imbalance: 0,
|
|
945
|
+
openInterest: 0,
|
|
946
|
+
compositeUnderlyingPrice: 0,
|
|
947
|
+
simulatedSellPrice: 0,
|
|
948
|
+
simulatedBuyPrice: 0,
|
|
949
|
+
marginRate: 0,
|
|
950
|
+
midPrice: 0,
|
|
951
|
+
emptyBook: 0,
|
|
952
|
+
settleHighPrice: 0,
|
|
953
|
+
settleLowPrice: 0,
|
|
954
|
+
priorSettlePrice: 0,
|
|
955
|
+
sessionHighBid: 0,
|
|
956
|
+
sessionLowOffer: 0,
|
|
957
|
+
earlyPrices: 0,
|
|
958
|
+
auctionClearingPrice: 0,
|
|
959
|
+
swapValueFactor: 0,
|
|
960
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
961
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
962
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
963
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
964
|
+
fixingPrice: 0,
|
|
965
|
+
cashRate: 0,
|
|
966
|
+
recoveryRate: 0,
|
|
967
|
+
recoveryRateForLong: 0,
|
|
968
|
+
recoveryRateForShort: 0,
|
|
969
|
+
marketBid: 0,
|
|
970
|
+
marketOffer: 0,
|
|
971
|
+
shortSaleMinPrice: 0,
|
|
972
|
+
previousClosingPrice: 0,
|
|
973
|
+
thresholdLimitPriceBanding: 0,
|
|
974
|
+
dailyFinancingValue: 0,
|
|
975
|
+
accruedFinancingValue: 0,
|
|
976
|
+
twap: 0
|
|
977
|
+
};
|
|
978
|
+
for (const entry of entries) {
|
|
979
|
+
const entryType = entry.MDEntryType;
|
|
980
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
981
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
982
|
+
if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
|
|
983
|
+
parser.logger.log({
|
|
984
|
+
level: "info",
|
|
985
|
+
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
986
|
+
});
|
|
987
|
+
}
|
|
988
|
+
switch (entryType) {
|
|
989
|
+
case MDEntryType2.Bid:
|
|
990
|
+
data.bid = price;
|
|
991
|
+
break;
|
|
992
|
+
case MDEntryType2.Offer:
|
|
993
|
+
data.offer = price;
|
|
994
|
+
break;
|
|
995
|
+
case MDEntryType2.Trade:
|
|
996
|
+
data.trade = price;
|
|
997
|
+
break;
|
|
998
|
+
case MDEntryType2.IndexValue:
|
|
999
|
+
data.indexValue = price;
|
|
1000
|
+
break;
|
|
1001
|
+
case MDEntryType2.OpeningPrice:
|
|
1002
|
+
data.openingPrice = price;
|
|
1003
|
+
break;
|
|
1004
|
+
case MDEntryType2.ClosingPrice:
|
|
1005
|
+
data.closingPrice = price;
|
|
1006
|
+
break;
|
|
1007
|
+
case MDEntryType2.SettlementPrice:
|
|
1008
|
+
data.settlementPrice = price;
|
|
1009
|
+
break;
|
|
1010
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
1011
|
+
data.tradingSessionHighPrice = price;
|
|
1012
|
+
break;
|
|
1013
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
1014
|
+
data.tradingSessionLowPrice = price;
|
|
1015
|
+
break;
|
|
1016
|
+
case MDEntryType2.VWAP:
|
|
1017
|
+
data.vwap = price;
|
|
1018
|
+
break;
|
|
1019
|
+
case MDEntryType2.Imbalance:
|
|
1020
|
+
data.imbalance = size;
|
|
1021
|
+
break;
|
|
1022
|
+
case MDEntryType2.TradeVolume:
|
|
1023
|
+
data.volume = size;
|
|
1024
|
+
break;
|
|
1025
|
+
case MDEntryType2.OpenInterest:
|
|
1026
|
+
data.openInterest = size;
|
|
1027
|
+
break;
|
|
1028
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1029
|
+
data.compositeUnderlyingPrice = price;
|
|
1030
|
+
break;
|
|
1031
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
1032
|
+
data.simulatedSellPrice = price;
|
|
1033
|
+
break;
|
|
1034
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
1035
|
+
data.simulatedBuyPrice = price;
|
|
1036
|
+
break;
|
|
1037
|
+
case MDEntryType2.MarginRate:
|
|
1038
|
+
data.marginRate = price;
|
|
1039
|
+
break;
|
|
1040
|
+
case MDEntryType2.MidPrice:
|
|
1041
|
+
data.midPrice = price;
|
|
1042
|
+
break;
|
|
1043
|
+
case MDEntryType2.EmptyBook:
|
|
1044
|
+
data.emptyBook = 1;
|
|
1045
|
+
break;
|
|
1046
|
+
case MDEntryType2.SettleHighPrice:
|
|
1047
|
+
data.settleHighPrice = price;
|
|
1048
|
+
break;
|
|
1049
|
+
case MDEntryType2.SettleLowPrice:
|
|
1050
|
+
data.settleLowPrice = price;
|
|
1051
|
+
break;
|
|
1052
|
+
case MDEntryType2.PriorSettlePrice:
|
|
1053
|
+
data.priorSettlePrice = price;
|
|
1054
|
+
break;
|
|
1055
|
+
case MDEntryType2.SessionHighBid:
|
|
1056
|
+
data.sessionHighBid = price;
|
|
1057
|
+
break;
|
|
1058
|
+
case MDEntryType2.SessionLowOffer:
|
|
1059
|
+
data.sessionLowOffer = price;
|
|
1060
|
+
break;
|
|
1061
|
+
case MDEntryType2.EarlyPrices:
|
|
1062
|
+
data.earlyPrices = price;
|
|
1063
|
+
break;
|
|
1064
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
1065
|
+
data.auctionClearingPrice = price;
|
|
1066
|
+
break;
|
|
1067
|
+
case MDEntryType2.SwapValueFactor:
|
|
1068
|
+
data.swapValueFactor = price;
|
|
1069
|
+
break;
|
|
1070
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1071
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1072
|
+
break;
|
|
1073
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1074
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1075
|
+
break;
|
|
1076
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1077
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1078
|
+
break;
|
|
1079
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1080
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1081
|
+
break;
|
|
1082
|
+
case MDEntryType2.FixingPrice:
|
|
1083
|
+
data.fixingPrice = price;
|
|
1084
|
+
break;
|
|
1085
|
+
case MDEntryType2.CashRate:
|
|
1086
|
+
data.cashRate = price;
|
|
1087
|
+
break;
|
|
1088
|
+
case MDEntryType2.RecoveryRate:
|
|
1089
|
+
data.recoveryRate = price;
|
|
1090
|
+
break;
|
|
1091
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1092
|
+
data.recoveryRateForLong = price;
|
|
1093
|
+
break;
|
|
1094
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1095
|
+
data.recoveryRateForShort = price;
|
|
1096
|
+
break;
|
|
1097
|
+
case MDEntryType2.MarketBid:
|
|
1098
|
+
data.marketBid = price;
|
|
1099
|
+
break;
|
|
1100
|
+
case MDEntryType2.MarketOffer:
|
|
1101
|
+
data.marketOffer = price;
|
|
1102
|
+
break;
|
|
1103
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1104
|
+
data.shortSaleMinPrice = price;
|
|
1105
|
+
break;
|
|
1106
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1107
|
+
data.previousClosingPrice = price;
|
|
1108
|
+
break;
|
|
1109
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1110
|
+
data.thresholdLimitPriceBanding = price;
|
|
1111
|
+
break;
|
|
1112
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1113
|
+
data.dailyFinancingValue = price;
|
|
1114
|
+
break;
|
|
1115
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1116
|
+
data.accruedFinancingValue = price;
|
|
1117
|
+
break;
|
|
1118
|
+
case MDEntryType2.TWAP:
|
|
1119
|
+
data.twap = price;
|
|
1120
|
+
break;
|
|
1121
|
+
}
|
|
1122
|
+
}
|
|
1123
|
+
data.spread = data.offer - data.bid;
|
|
1124
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1125
|
+
marketDataPrices.set(symbol, []);
|
|
1126
|
+
}
|
|
1127
|
+
const prices = marketDataPrices.get(symbol);
|
|
1128
|
+
prices.push(data);
|
|
1129
|
+
if (prices.length > maxPriceHistory) {
|
|
1130
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1131
|
+
}
|
|
1132
|
+
onPriceUpdate?.(symbol, data);
|
|
1133
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1134
|
+
if (mdReqID) {
|
|
1135
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1136
|
+
if (callback) {
|
|
1137
|
+
callback(message);
|
|
1138
|
+
pendingRequests.delete(mdReqID);
|
|
1139
|
+
}
|
|
1140
|
+
}
|
|
1141
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1142
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1143
|
+
const callback = pendingRequests.get(reqId);
|
|
1144
|
+
if (callback) {
|
|
1145
|
+
callback(message);
|
|
1146
|
+
pendingRequests.delete(reqId);
|
|
1147
|
+
}
|
|
1148
|
+
}
|
|
1149
|
+
}
|
|
1150
|
+
|
|
1151
|
+
// src/MCPLocal.ts
|
|
1152
|
+
var MCPLocal = class extends MCPBase {
|
|
1153
|
+
/**
|
|
1154
|
+
* Map to store verified orders before execution
|
|
1155
|
+
* @private
|
|
1156
|
+
*/
|
|
1157
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1158
|
+
/**
|
|
1159
|
+
* Map to store pending requests and their callbacks
|
|
1160
|
+
* @private
|
|
1161
|
+
*/
|
|
1162
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1163
|
+
/**
|
|
1164
|
+
* Map to store market data prices for each symbol
|
|
1165
|
+
* @private
|
|
1166
|
+
*/
|
|
1167
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1168
|
+
/**
|
|
1169
|
+
* Maximum number of price history entries to keep per symbol
|
|
1170
|
+
* @private
|
|
1171
|
+
*/
|
|
1172
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1173
|
+
server = new Server(
|
|
1174
|
+
{
|
|
1175
|
+
name: "fixparser",
|
|
1176
|
+
version: "1.0.0"
|
|
1177
|
+
},
|
|
1178
|
+
{
|
|
1179
|
+
capabilities: {
|
|
1180
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
1181
|
+
(acc, [name, { description, schema }]) => {
|
|
1182
|
+
acc[name] = {
|
|
1183
|
+
description,
|
|
1184
|
+
parameters: schema
|
|
1185
|
+
};
|
|
1186
|
+
return acc;
|
|
1187
|
+
},
|
|
1188
|
+
{}
|
|
1189
|
+
)
|
|
1190
|
+
}
|
|
1191
|
+
}
|
|
1192
|
+
);
|
|
1193
|
+
transport = new StdioServerTransport();
|
|
1194
|
+
constructor({ logger, onReady }) {
|
|
1195
|
+
super({ logger, onReady });
|
|
1196
|
+
}
|
|
1197
|
+
async register(parser) {
|
|
1198
|
+
this.parser = parser;
|
|
1199
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1200
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1201
|
+
});
|
|
1202
|
+
this.addWorkflows();
|
|
1203
|
+
await this.server.connect(this.transport);
|
|
1204
|
+
if (this.onReady) {
|
|
1205
|
+
this.onReady();
|
|
1206
|
+
}
|
|
1207
|
+
}
|
|
1208
|
+
addWorkflows() {
|
|
1209
|
+
if (!this.parser) {
|
|
1210
|
+
return;
|
|
1211
|
+
}
|
|
1212
|
+
if (!this.server) {
|
|
1213
|
+
return;
|
|
1214
|
+
}
|
|
1215
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
1216
|
+
return {
|
|
1217
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1218
|
+
name,
|
|
1219
|
+
description,
|
|
1220
|
+
inputSchema: schema
|
|
1221
|
+
}))
|
|
1222
|
+
};
|
|
1223
|
+
});
|
|
1007
1224
|
this.server.setRequestHandler(
|
|
1008
1225
|
z.object({
|
|
1009
|
-
method: z.literal("
|
|
1010
|
-
params:
|
|
1226
|
+
method: z.literal("tools/call"),
|
|
1227
|
+
params: z.object({
|
|
1228
|
+
name: z.string(),
|
|
1229
|
+
arguments: z.any(),
|
|
1230
|
+
_meta: z.object({
|
|
1231
|
+
progressToken: z.number()
|
|
1232
|
+
}).optional()
|
|
1233
|
+
})
|
|
1011
1234
|
}),
|
|
1012
|
-
async (request
|
|
1013
|
-
|
|
1014
|
-
|
|
1015
|
-
|
|
1016
|
-
|
|
1017
|
-
|
|
1018
|
-
|
|
1019
|
-
|
|
1020
|
-
|
|
1021
|
-
|
|
1022
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
1023
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1024
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
1025
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1026
|
-
new Field(Fields.MarketDepth, 0),
|
|
1027
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
1028
|
-
];
|
|
1029
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
1030
|
-
args.symbols.forEach((symbol) => {
|
|
1031
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
1032
|
-
});
|
|
1033
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
1034
|
-
args.mdEntryTypes.forEach((entryType) => {
|
|
1035
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
1036
|
-
});
|
|
1037
|
-
const mdr = this.parser?.createMessage(...messageFields);
|
|
1038
|
-
if (!this.parser?.connected) {
|
|
1039
|
-
return {
|
|
1040
|
-
contents: [
|
|
1041
|
-
{
|
|
1042
|
-
type: "text",
|
|
1043
|
-
text: "Error: Not connected. Ignoring message."
|
|
1044
|
-
}
|
|
1045
|
-
],
|
|
1046
|
-
isError: true
|
|
1047
|
-
};
|
|
1048
|
-
}
|
|
1049
|
-
this.parser?.send(mdr);
|
|
1050
|
-
const fixData = await response;
|
|
1051
|
-
return {
|
|
1052
|
-
contents: [
|
|
1053
|
-
{
|
|
1054
|
-
type: "text",
|
|
1055
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1056
|
-
}
|
|
1057
|
-
]
|
|
1058
|
-
};
|
|
1059
|
-
} catch (error) {
|
|
1235
|
+
async (request) => {
|
|
1236
|
+
const { name, arguments: args } = request.params;
|
|
1237
|
+
const toolHandlers = createToolHandlers(
|
|
1238
|
+
this.parser,
|
|
1239
|
+
this.verifiedOrders,
|
|
1240
|
+
this.pendingRequests,
|
|
1241
|
+
this.marketDataPrices
|
|
1242
|
+
);
|
|
1243
|
+
const handler = toolHandlers[name];
|
|
1244
|
+
if (!handler) {
|
|
1060
1245
|
return {
|
|
1061
|
-
|
|
1246
|
+
content: [
|
|
1062
1247
|
{
|
|
1063
1248
|
type: "text",
|
|
1064
|
-
text: `
|
|
1249
|
+
text: `Tool not found: ${name}`,
|
|
1250
|
+
uri: name
|
|
1065
1251
|
}
|
|
1066
1252
|
],
|
|
1067
1253
|
isError: true
|
|
1068
1254
|
};
|
|
1069
1255
|
}
|
|
1256
|
+
const result = await handler(args);
|
|
1257
|
+
return {
|
|
1258
|
+
content: result.content,
|
|
1259
|
+
isError: result.isError
|
|
1260
|
+
};
|
|
1070
1261
|
}
|
|
1071
1262
|
);
|
|
1072
1263
|
process.on("SIGINT", async () => {
|