fixparser-plugin-mcp 9.1.7-bfcb9d6f → 9.1.7-c415bb75
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 +1126 -999
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1262 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1561 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1116 -999
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1252 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1523 -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 +15 -0
- package/types/schemas/marketData.d.ts +48 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -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/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -25,897 +35,643 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser = require("fixparser");
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var import_zod = require("zod");
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]),
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side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
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symbol: import_zod.z.string(),
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timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
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});
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var marketDataRequestSchema = import_zod.z.object({
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mdUpdateType: import_zod.z.enum(["0", "1"]),
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symbols: import_zod.z.array(import_zod.z.string()),
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mdReqID: import_zod.z.string(),
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subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]),
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mdEntryTypes: import_zod.z.array(
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import_zod.z.enum([
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])
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)
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});
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var MCPLocal = class {
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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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* @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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* @protected
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*/
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parser;
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},
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{
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capabilities: {
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tools: {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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parameters: {
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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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parameters: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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required: ["fixString"]
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}
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verifyOrder: {
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description: "Verifies order parameters before execution",
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parameters: {
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properties: {
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clOrdID: { type: "string" },
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handlInst: { type: "string", enum: ["1", "2", "3"] },
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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enum: [
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symbol: { type: "string" },
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timeInForce: {
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
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}
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required: [
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executeOrder: {
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description: "Executes a verified order",
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parameters: {
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: { type: "string" },
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symbol: { type: "string" },
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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parameters: {
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properties: {
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mdUpdateType: { type: "string", enum: ["0", "1"] },
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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mdEntryTypes: { type: "array", items: { type: "string" } }
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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resources: {
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greeting: {
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description: "A simple greeting resource",
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uri: "greeting-resource"
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description: "Generates a price chart for a given symbol",
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uri: "stockGraph/{symbol}"
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stockPriceHistory: {
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description: "Returns price history for a given symbol",
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uri: "stockPriceHistory/{symbol}"
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transport = new import_stdio.StdioServerTransport();
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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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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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schema: {
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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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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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],
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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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|
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"I",
|
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|
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"J",
|
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"K",
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|
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"L",
|
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|
+
"M",
|
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|
+
"P",
|
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|
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"Q",
|
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|
+
"R",
|
|
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|
+
"S"
|
|
207
|
+
],
|
|
208
|
+
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"
|
|
209
|
+
},
|
|
210
|
+
side: {
|
|
211
|
+
type: "string",
|
|
212
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
213
|
+
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"
|
|
214
|
+
},
|
|
215
|
+
symbol: { type: "string" },
|
|
216
|
+
timeInForce: {
|
|
217
|
+
type: "string",
|
|
218
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
219
|
+
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"
|
|
356
220
|
}
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
|
|
221
|
+
},
|
|
222
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
223
|
+
}
|
|
224
|
+
},
|
|
225
|
+
marketDataRequest: {
|
|
226
|
+
description: "Requests market data for specified symbols",
|
|
227
|
+
schema: {
|
|
228
|
+
type: "object",
|
|
229
|
+
properties: {
|
|
230
|
+
mdUpdateType: {
|
|
231
|
+
type: "string",
|
|
232
|
+
enum: ["0", "1"],
|
|
233
|
+
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
234
|
+
},
|
|
235
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
236
|
+
mdReqID: { type: "string" },
|
|
237
|
+
subscriptionRequestType: {
|
|
238
|
+
type: "string",
|
|
239
|
+
enum: ["0", "1", "2"],
|
|
240
|
+
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
241
|
+
},
|
|
242
|
+
mdEntryTypes: {
|
|
243
|
+
type: "array",
|
|
244
|
+
items: {
|
|
245
|
+
type: "string",
|
|
246
|
+
enum: [
|
|
247
|
+
"0",
|
|
248
|
+
"1",
|
|
249
|
+
"2",
|
|
250
|
+
"3",
|
|
251
|
+
"4",
|
|
252
|
+
"5",
|
|
253
|
+
"6",
|
|
254
|
+
"7",
|
|
255
|
+
"8",
|
|
256
|
+
"9",
|
|
257
|
+
"A",
|
|
258
|
+
"B",
|
|
259
|
+
"C",
|
|
260
|
+
"D",
|
|
261
|
+
"E",
|
|
262
|
+
"F",
|
|
263
|
+
"G",
|
|
264
|
+
"H",
|
|
265
|
+
"I",
|
|
266
|
+
"J",
|
|
267
|
+
"K",
|
|
268
|
+
"L",
|
|
269
|
+
"M",
|
|
270
|
+
"N",
|
|
271
|
+
"O",
|
|
272
|
+
"P",
|
|
273
|
+
"Q",
|
|
274
|
+
"R",
|
|
275
|
+
"S",
|
|
276
|
+
"T",
|
|
277
|
+
"U",
|
|
278
|
+
"V",
|
|
279
|
+
"W",
|
|
280
|
+
"X",
|
|
281
|
+
"Y",
|
|
282
|
+
"Z"
|
|
283
|
+
]
|
|
284
|
+
},
|
|
285
|
+
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"
|
|
363
286
|
}
|
|
364
|
-
}
|
|
365
|
-
|
|
366
|
-
this.addWorkflows();
|
|
367
|
-
await this.server.connect(this.transport);
|
|
368
|
-
if (this.onReady) {
|
|
369
|
-
this.onReady();
|
|
287
|
+
},
|
|
288
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
370
289
|
}
|
|
371
|
-
}
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
290
|
+
},
|
|
291
|
+
getStockGraph: {
|
|
292
|
+
description: "Generates a price chart for a given symbol",
|
|
293
|
+
schema: {
|
|
294
|
+
type: "object",
|
|
295
|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
297
|
+
},
|
|
298
|
+
required: ["symbol"]
|
|
375
299
|
}
|
|
376
|
-
|
|
377
|
-
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
302
|
+
description: "Returns price history for a given symbol",
|
|
303
|
+
schema: {
|
|
304
|
+
type: "object",
|
|
305
|
+
properties: {
|
|
306
|
+
symbol: { type: "string" }
|
|
307
|
+
},
|
|
308
|
+
required: ["symbol"]
|
|
378
309
|
}
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
310
|
+
}
|
|
311
|
+
};
|
|
312
|
+
|
|
313
|
+
// src/tools/marketData.ts
|
|
314
|
+
var import_fixparser = require("fixparser");
|
|
315
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
316
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
317
|
+
return async (args) => {
|
|
318
|
+
try {
|
|
319
|
+
const response = new Promise((resolve) => {
|
|
320
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
321
|
+
});
|
|
322
|
+
const entryTypes = args.mdEntryTypes || [
|
|
323
|
+
import_fixparser.MDEntryType.Bid,
|
|
324
|
+
import_fixparser.MDEntryType.Offer,
|
|
325
|
+
import_fixparser.MDEntryType.Trade,
|
|
326
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
327
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
328
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
329
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
330
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
331
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
332
|
+
import_fixparser.MDEntryType.VWAP,
|
|
333
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
334
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
335
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
336
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
337
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
338
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
339
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
340
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
341
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
342
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
343
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
344
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
345
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
346
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
347
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
348
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
349
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
350
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
351
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
352
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
353
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
354
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
355
|
+
import_fixparser.MDEntryType.CashRate,
|
|
356
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
357
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
358
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
359
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
360
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
361
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
362
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
363
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
364
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
365
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
366
|
+
import_fixparser.MDEntryType.TWAP
|
|
367
|
+
];
|
|
368
|
+
const messageFields = [
|
|
369
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
370
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
371
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
372
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
373
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
374
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
375
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
376
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
377
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
378
|
+
];
|
|
379
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
380
|
+
args.symbols.forEach((symbol) => {
|
|
381
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
382
|
+
});
|
|
383
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
384
|
+
entryTypes.forEach((entryType) => {
|
|
385
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
386
|
+
});
|
|
387
|
+
const mdr = parser.createMessage(...messageFields);
|
|
388
|
+
if (!parser.connected) {
|
|
382
389
|
return {
|
|
383
|
-
|
|
390
|
+
content: [
|
|
384
391
|
{
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
uri: "
|
|
392
|
+
type: "text",
|
|
393
|
+
text: "Error: Not connected. Ignoring message.",
|
|
394
|
+
uri: "marketDataRequest"
|
|
388
395
|
}
|
|
389
|
-
]
|
|
396
|
+
],
|
|
397
|
+
isError: true
|
|
390
398
|
};
|
|
391
399
|
}
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
400
|
+
parser.send(mdr);
|
|
401
|
+
const fixData = await response;
|
|
402
|
+
return {
|
|
403
|
+
content: [
|
|
404
|
+
{
|
|
405
|
+
type: "text",
|
|
406
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
407
|
+
uri: "marketDataRequest"
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
} catch (error) {
|
|
412
|
+
return {
|
|
413
|
+
content: [
|
|
414
|
+
{
|
|
415
|
+
type: "text",
|
|
416
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
417
|
+
uri: "marketDataRequest"
|
|
418
|
+
}
|
|
419
|
+
],
|
|
420
|
+
isError: true
|
|
421
|
+
};
|
|
422
|
+
}
|
|
423
|
+
};
|
|
424
|
+
};
|
|
425
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
426
|
+
return async (args) => {
|
|
427
|
+
try {
|
|
428
|
+
const symbol = args.symbol;
|
|
429
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
430
|
+
if (priceHistory.length === 0) {
|
|
396
431
|
return {
|
|
397
|
-
|
|
398
|
-
{
|
|
399
|
-
name: "stockGraph",
|
|
400
|
-
description: "Generates a price chart for a given symbol",
|
|
401
|
-
uriTemplate: "stockGraph/{symbol}",
|
|
402
|
-
parameters: {
|
|
403
|
-
type: "object",
|
|
404
|
-
properties: {
|
|
405
|
-
symbol: { type: "string" }
|
|
406
|
-
},
|
|
407
|
-
required: ["symbol"]
|
|
408
|
-
}
|
|
409
|
-
},
|
|
432
|
+
content: [
|
|
410
433
|
{
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
parameters: {
|
|
415
|
-
type: "object",
|
|
416
|
-
properties: {
|
|
417
|
-
symbol: { type: "string" }
|
|
418
|
-
},
|
|
419
|
-
required: ["symbol"]
|
|
420
|
-
}
|
|
434
|
+
type: "text",
|
|
435
|
+
text: `No price data available for ${symbol}`,
|
|
436
|
+
uri: "getStockGraph"
|
|
421
437
|
}
|
|
422
438
|
]
|
|
423
439
|
};
|
|
424
440
|
}
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
required: ["fixString"]
|
|
440
|
-
}
|
|
441
|
-
},
|
|
441
|
+
const chart = new import_quickchart_js.default();
|
|
442
|
+
chart.setWidth(1200);
|
|
443
|
+
chart.setHeight(600);
|
|
444
|
+
chart.setBackgroundColor("transparent");
|
|
445
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
446
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
447
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
448
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
449
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
450
|
+
const config = {
|
|
451
|
+
type: "line",
|
|
452
|
+
data: {
|
|
453
|
+
labels,
|
|
454
|
+
datasets: [
|
|
442
455
|
{
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
},
|
|
450
|
-
required: ["fixString"]
|
|
451
|
-
}
|
|
456
|
+
label: "Bid",
|
|
457
|
+
data: bidData,
|
|
458
|
+
borderColor: "#28a745",
|
|
459
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
460
|
+
fill: false,
|
|
461
|
+
tension: 0.4
|
|
452
462
|
},
|
|
453
463
|
{
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
461
|
-
quantity: { type: "string" },
|
|
462
|
-
price: { type: "string" },
|
|
463
|
-
ordType: {
|
|
464
|
-
type: "string",
|
|
465
|
-
enum: [
|
|
466
|
-
"1",
|
|
467
|
-
"2",
|
|
468
|
-
"3",
|
|
469
|
-
"4",
|
|
470
|
-
"5",
|
|
471
|
-
"6",
|
|
472
|
-
"7",
|
|
473
|
-
"8",
|
|
474
|
-
"9",
|
|
475
|
-
"A",
|
|
476
|
-
"B",
|
|
477
|
-
"C",
|
|
478
|
-
"D",
|
|
479
|
-
"E",
|
|
480
|
-
"F",
|
|
481
|
-
"G",
|
|
482
|
-
"H",
|
|
483
|
-
"I",
|
|
484
|
-
"J",
|
|
485
|
-
"K",
|
|
486
|
-
"L",
|
|
487
|
-
"M",
|
|
488
|
-
"P",
|
|
489
|
-
"Q",
|
|
490
|
-
"R",
|
|
491
|
-
"S"
|
|
492
|
-
]
|
|
493
|
-
},
|
|
494
|
-
side: {
|
|
495
|
-
type: "string",
|
|
496
|
-
enum: [
|
|
497
|
-
"1",
|
|
498
|
-
"2",
|
|
499
|
-
"3",
|
|
500
|
-
"4",
|
|
501
|
-
"5",
|
|
502
|
-
"6",
|
|
503
|
-
"7",
|
|
504
|
-
"8",
|
|
505
|
-
"9",
|
|
506
|
-
"A",
|
|
507
|
-
"B",
|
|
508
|
-
"C",
|
|
509
|
-
"D",
|
|
510
|
-
"E",
|
|
511
|
-
"F",
|
|
512
|
-
"G",
|
|
513
|
-
"H"
|
|
514
|
-
]
|
|
515
|
-
},
|
|
516
|
-
symbol: { type: "string" },
|
|
517
|
-
timeInForce: {
|
|
518
|
-
type: "string",
|
|
519
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
520
|
-
}
|
|
521
|
-
},
|
|
522
|
-
required: [
|
|
523
|
-
"clOrdID",
|
|
524
|
-
"handlInst",
|
|
525
|
-
"quantity",
|
|
526
|
-
"price",
|
|
527
|
-
"ordType",
|
|
528
|
-
"side",
|
|
529
|
-
"symbol",
|
|
530
|
-
"timeInForce"
|
|
531
|
-
]
|
|
532
|
-
}
|
|
464
|
+
label: "Offer",
|
|
465
|
+
data: offerData,
|
|
466
|
+
borderColor: "#dc3545",
|
|
467
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
468
|
+
fill: false,
|
|
469
|
+
tension: 0.4
|
|
533
470
|
},
|
|
534
471
|
{
|
|
535
|
-
|
|
536
|
-
|
|
537
|
-
|
|
538
|
-
|
|
539
|
-
|
|
540
|
-
|
|
541
|
-
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
542
|
-
quantity: { type: "string" },
|
|
543
|
-
price: { type: "string" },
|
|
544
|
-
ordType: { type: "string" },
|
|
545
|
-
side: { type: "string" },
|
|
546
|
-
symbol: { type: "string" },
|
|
547
|
-
timeInForce: { type: "string" }
|
|
548
|
-
},
|
|
549
|
-
required: [
|
|
550
|
-
"clOrdID",
|
|
551
|
-
"handlInst",
|
|
552
|
-
"quantity",
|
|
553
|
-
"price",
|
|
554
|
-
"ordType",
|
|
555
|
-
"side",
|
|
556
|
-
"symbol",
|
|
557
|
-
"timeInForce"
|
|
558
|
-
]
|
|
559
|
-
}
|
|
472
|
+
label: "Spread",
|
|
473
|
+
data: spreadData,
|
|
474
|
+
borderColor: "#6c757d",
|
|
475
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
476
|
+
fill: false,
|
|
477
|
+
tension: 0.4
|
|
560
478
|
},
|
|
561
479
|
{
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
symbols: { type: "array", items: { type: "string" } },
|
|
569
|
-
mdReqID: { type: "string" },
|
|
570
|
-
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
571
|
-
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
572
|
-
},
|
|
573
|
-
required: [
|
|
574
|
-
"mdUpdateType",
|
|
575
|
-
"symbols",
|
|
576
|
-
"mdReqID",
|
|
577
|
-
"subscriptionRequestType",
|
|
578
|
-
"mdEntryTypes"
|
|
579
|
-
]
|
|
580
|
-
}
|
|
480
|
+
label: "Volume",
|
|
481
|
+
data: volumeData,
|
|
482
|
+
borderColor: "#007bff",
|
|
483
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
484
|
+
fill: true,
|
|
485
|
+
tension: 0.4
|
|
581
486
|
}
|
|
582
487
|
]
|
|
583
|
-
}
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
uri: import_zod.z.string()
|
|
591
|
-
})
|
|
592
|
-
}),
|
|
593
|
-
async (request, extra) => {
|
|
594
|
-
const { uri } = request.params;
|
|
595
|
-
switch (uri) {
|
|
596
|
-
case "greeting-resource":
|
|
597
|
-
return {
|
|
598
|
-
contents: [
|
|
599
|
-
{
|
|
600
|
-
type: "text",
|
|
601
|
-
text: "Hello, world!",
|
|
602
|
-
uri: "greeting-resource"
|
|
603
|
-
}
|
|
604
|
-
]
|
|
605
|
-
};
|
|
606
|
-
case "stockGraph":
|
|
607
|
-
return {
|
|
608
|
-
contents: [
|
|
609
|
-
{
|
|
610
|
-
type: "text",
|
|
611
|
-
text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
|
|
612
|
-
uri: "stockGraph"
|
|
613
|
-
}
|
|
614
|
-
]
|
|
615
|
-
};
|
|
616
|
-
case "stockPriceHistory":
|
|
617
|
-
return {
|
|
618
|
-
contents: [
|
|
619
|
-
{
|
|
620
|
-
type: "text",
|
|
621
|
-
text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
|
|
622
|
-
uri: "stockPriceHistory"
|
|
623
|
-
}
|
|
624
|
-
]
|
|
625
|
-
};
|
|
626
|
-
default:
|
|
627
|
-
if (uri.startsWith("stockGraph/")) {
|
|
628
|
-
const symbol = uri.split("/")[1];
|
|
629
|
-
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
630
|
-
if (priceHistory.length === 0) {
|
|
631
|
-
return {
|
|
632
|
-
contents: [
|
|
633
|
-
{
|
|
634
|
-
type: "text",
|
|
635
|
-
text: `No price data available for ${symbol}`
|
|
636
|
-
}
|
|
637
|
-
]
|
|
638
|
-
};
|
|
639
|
-
}
|
|
640
|
-
const width = 600;
|
|
641
|
-
const height = 300;
|
|
642
|
-
const padding = 40;
|
|
643
|
-
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
644
|
-
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
645
|
-
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
646
|
-
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
647
|
-
const points = priceHistory.map((d, i) => {
|
|
648
|
-
const x = padding + i * xScale;
|
|
649
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
650
|
-
return `${x},${y}`;
|
|
651
|
-
}).join(" L ");
|
|
652
|
-
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
653
|
-
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
654
|
-
<!-- Background -->
|
|
655
|
-
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
656
|
-
|
|
657
|
-
<!-- Grid lines -->
|
|
658
|
-
<g stroke="#e9ecef" stroke-width="1">
|
|
659
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
660
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
661
|
-
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
662
|
-
}).join("\n")}
|
|
663
|
-
</g>
|
|
664
|
-
|
|
665
|
-
<!-- Price line -->
|
|
666
|
-
<path d="M ${points}"
|
|
667
|
-
fill="none"
|
|
668
|
-
stroke="#007bff"
|
|
669
|
-
stroke-width="2"/>
|
|
670
|
-
|
|
671
|
-
<!-- Data points -->
|
|
672
|
-
${priceHistory.map((d, i) => {
|
|
673
|
-
const x = padding + i * xScale;
|
|
674
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
675
|
-
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
676
|
-
}).join("\n")}
|
|
677
|
-
|
|
678
|
-
<!-- Labels -->
|
|
679
|
-
<g font-family="Arial" font-size="12" fill="#495057">
|
|
680
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
681
|
-
const x = padding + (width - 2 * padding) * i / 4;
|
|
682
|
-
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
683
|
-
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
684
|
-
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
685
|
-
}).join("\n")}
|
|
686
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
687
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
688
|
-
const price = yMax - (yMax - yMin) * i / 4;
|
|
689
|
-
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
690
|
-
}).join("\n")}
|
|
691
|
-
</g>
|
|
692
|
-
|
|
693
|
-
<!-- Title -->
|
|
694
|
-
<text x="${width / 2}" y="${padding / 2}"
|
|
695
|
-
font-family="Arial" font-size="16" font-weight="bold"
|
|
696
|
-
text-anchor="middle" fill="#212529">
|
|
697
|
-
${symbol} - Price Chart (${priceHistory.length} points)
|
|
698
|
-
</text>
|
|
699
|
-
</svg>`;
|
|
700
|
-
return {
|
|
701
|
-
contents: [
|
|
702
|
-
{
|
|
703
|
-
type: "text",
|
|
704
|
-
text: svg
|
|
705
|
-
}
|
|
706
|
-
]
|
|
707
|
-
};
|
|
488
|
+
},
|
|
489
|
+
options: {
|
|
490
|
+
responsive: true,
|
|
491
|
+
plugins: {
|
|
492
|
+
title: {
|
|
493
|
+
display: true,
|
|
494
|
+
text: `${symbol} Market Data`
|
|
708
495
|
}
|
|
709
|
-
|
|
710
|
-
|
|
711
|
-
|
|
712
|
-
|
|
713
|
-
return {
|
|
714
|
-
contents: [
|
|
715
|
-
{
|
|
716
|
-
type: "text",
|
|
717
|
-
text: `No price data available for ${symbol}`
|
|
718
|
-
}
|
|
719
|
-
]
|
|
720
|
-
};
|
|
721
|
-
}
|
|
722
|
-
return {
|
|
723
|
-
contents: [
|
|
724
|
-
{
|
|
725
|
-
type: "text",
|
|
726
|
-
text: JSON.stringify(
|
|
727
|
-
{
|
|
728
|
-
symbol,
|
|
729
|
-
count: priceHistory.length,
|
|
730
|
-
prices: priceHistory.map((point) => ({
|
|
731
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
732
|
-
price: point.price
|
|
733
|
-
}))
|
|
734
|
-
},
|
|
735
|
-
null,
|
|
736
|
-
2
|
|
737
|
-
)
|
|
738
|
-
}
|
|
739
|
-
]
|
|
740
|
-
};
|
|
496
|
+
},
|
|
497
|
+
scales: {
|
|
498
|
+
y: {
|
|
499
|
+
beginAtZero: false
|
|
741
500
|
}
|
|
742
|
-
return {
|
|
743
|
-
contents: [
|
|
744
|
-
{
|
|
745
|
-
type: "text",
|
|
746
|
-
text: `Resource not found: ${uri}`,
|
|
747
|
-
uri
|
|
748
|
-
}
|
|
749
|
-
],
|
|
750
|
-
isError: true
|
|
751
|
-
};
|
|
752
|
-
}
|
|
753
|
-
}
|
|
754
|
-
);
|
|
755
|
-
this.server.setRequestHandler(
|
|
756
|
-
import_zod.z.object({
|
|
757
|
-
method: import_zod.z.literal("parse"),
|
|
758
|
-
params: fixStringSchema
|
|
759
|
-
}),
|
|
760
|
-
async (request, extra) => {
|
|
761
|
-
try {
|
|
762
|
-
const args = request.params;
|
|
763
|
-
const parsedMessage = this.parser?.parse(args.fixString);
|
|
764
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
765
|
-
return {
|
|
766
|
-
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
767
|
-
isError: true
|
|
768
|
-
};
|
|
769
501
|
}
|
|
770
|
-
return {
|
|
771
|
-
contents: [
|
|
772
|
-
{
|
|
773
|
-
type: "text",
|
|
774
|
-
text: `${parsedMessage[0].description}
|
|
775
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
776
|
-
}
|
|
777
|
-
]
|
|
778
|
-
};
|
|
779
|
-
} catch (error) {
|
|
780
|
-
return {
|
|
781
|
-
contents: [
|
|
782
|
-
{
|
|
783
|
-
type: "text",
|
|
784
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
785
|
-
}
|
|
786
|
-
],
|
|
787
|
-
isError: true
|
|
788
|
-
};
|
|
789
502
|
}
|
|
790
|
-
}
|
|
791
|
-
|
|
792
|
-
|
|
793
|
-
|
|
794
|
-
|
|
795
|
-
|
|
796
|
-
|
|
797
|
-
|
|
798
|
-
|
|
799
|
-
|
|
800
|
-
|
|
801
|
-
|
|
802
|
-
|
|
803
|
-
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
804
|
-
isError: true
|
|
805
|
-
};
|
|
503
|
+
};
|
|
504
|
+
chart.setConfig(config);
|
|
505
|
+
const imageBuffer = await chart.toBinary();
|
|
506
|
+
const base64 = imageBuffer.toString("base64");
|
|
507
|
+
return {
|
|
508
|
+
content: [
|
|
509
|
+
{
|
|
510
|
+
type: "resource",
|
|
511
|
+
resource: {
|
|
512
|
+
uri: "resource://graph",
|
|
513
|
+
mimeType: "image/png",
|
|
514
|
+
blob: base64
|
|
515
|
+
}
|
|
806
516
|
}
|
|
807
|
-
|
|
808
|
-
|
|
809
|
-
|
|
810
|
-
|
|
811
|
-
|
|
812
|
-
|
|
813
|
-
|
|
814
|
-
|
|
815
|
-
|
|
816
|
-
|
|
817
|
-
|
|
818
|
-
|
|
819
|
-
|
|
820
|
-
|
|
821
|
-
|
|
822
|
-
|
|
823
|
-
|
|
824
|
-
|
|
825
|
-
|
|
517
|
+
]
|
|
518
|
+
};
|
|
519
|
+
} catch (error) {
|
|
520
|
+
return {
|
|
521
|
+
content: [
|
|
522
|
+
{
|
|
523
|
+
type: "text",
|
|
524
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
525
|
+
uri: "getStockGraph"
|
|
526
|
+
}
|
|
527
|
+
],
|
|
528
|
+
isError: true
|
|
529
|
+
};
|
|
530
|
+
}
|
|
531
|
+
};
|
|
532
|
+
};
|
|
533
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
534
|
+
return async (args) => {
|
|
535
|
+
try {
|
|
536
|
+
const symbol = args.symbol;
|
|
537
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
538
|
+
if (priceHistory.length === 0) {
|
|
539
|
+
return {
|
|
540
|
+
content: [
|
|
541
|
+
{
|
|
542
|
+
type: "text",
|
|
543
|
+
text: `No price data available for ${symbol}`,
|
|
544
|
+
uri: "getStockPriceHistory"
|
|
545
|
+
}
|
|
546
|
+
]
|
|
547
|
+
};
|
|
826
548
|
}
|
|
827
|
-
|
|
828
|
-
|
|
829
|
-
|
|
830
|
-
|
|
831
|
-
|
|
832
|
-
}),
|
|
833
|
-
async (request, extra) => {
|
|
834
|
-
try {
|
|
835
|
-
const args = request.params;
|
|
836
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
837
|
-
clOrdID: args.clOrdID,
|
|
838
|
-
handlInst: args.handlInst,
|
|
839
|
-
quantity: Number.parseFloat(args.quantity),
|
|
840
|
-
price: Number.parseFloat(args.price),
|
|
841
|
-
ordType: args.ordType,
|
|
842
|
-
side: args.side,
|
|
843
|
-
symbol: args.symbol,
|
|
844
|
-
timeInForce: args.timeInForce
|
|
845
|
-
});
|
|
846
|
-
const ordTypeNames = {
|
|
847
|
-
"1": "Market",
|
|
848
|
-
"2": "Limit",
|
|
849
|
-
"3": "Stop",
|
|
850
|
-
"4": "StopLimit",
|
|
851
|
-
"5": "MarketOnClose",
|
|
852
|
-
"6": "WithOrWithout",
|
|
853
|
-
"7": "LimitOrBetter",
|
|
854
|
-
"8": "LimitWithOrWithout",
|
|
855
|
-
"9": "OnBasis",
|
|
856
|
-
A: "OnClose",
|
|
857
|
-
B: "LimitOnClose",
|
|
858
|
-
C: "ForexMarket",
|
|
859
|
-
D: "PreviouslyQuoted",
|
|
860
|
-
E: "PreviouslyIndicated",
|
|
861
|
-
F: "ForexLimit",
|
|
862
|
-
G: "ForexSwap",
|
|
863
|
-
H: "ForexPreviouslyQuoted",
|
|
864
|
-
I: "Funari",
|
|
865
|
-
J: "MarketIfTouched",
|
|
866
|
-
K: "MarketWithLeftOverAsLimit",
|
|
867
|
-
L: "PreviousFundValuationPoint",
|
|
868
|
-
M: "NextFundValuationPoint",
|
|
869
|
-
P: "Pegged",
|
|
870
|
-
Q: "CounterOrderSelection",
|
|
871
|
-
R: "StopOnBidOrOffer",
|
|
872
|
-
S: "StopLimitOnBidOrOffer"
|
|
873
|
-
};
|
|
874
|
-
const sideNames = {
|
|
875
|
-
"1": "Buy",
|
|
876
|
-
"2": "Sell",
|
|
877
|
-
"3": "BuyMinus",
|
|
878
|
-
"4": "SellPlus",
|
|
879
|
-
"5": "SellShort",
|
|
880
|
-
"6": "SellShortExempt",
|
|
881
|
-
"7": "Undisclosed",
|
|
882
|
-
"8": "Cross",
|
|
883
|
-
"9": "CrossShort",
|
|
884
|
-
A: "CrossShortExempt",
|
|
885
|
-
B: "AsDefined",
|
|
886
|
-
C: "Opposite",
|
|
887
|
-
D: "Subscribe",
|
|
888
|
-
E: "Redeem",
|
|
889
|
-
F: "Lend",
|
|
890
|
-
G: "Borrow",
|
|
891
|
-
H: "SellUndisclosed"
|
|
892
|
-
};
|
|
893
|
-
const timeInForceNames = {
|
|
894
|
-
"0": "Day",
|
|
895
|
-
"1": "GoodTillCancel",
|
|
896
|
-
"2": "AtTheOpening",
|
|
897
|
-
"3": "ImmediateOrCancel",
|
|
898
|
-
"4": "FillOrKill",
|
|
899
|
-
"5": "GoodTillCrossing",
|
|
900
|
-
"6": "GoodTillDate",
|
|
901
|
-
"7": "AtTheClose",
|
|
902
|
-
"8": "GoodThroughCrossing",
|
|
903
|
-
"9": "AtCrossing",
|
|
904
|
-
A: "GoodForTime",
|
|
905
|
-
B: "GoodForAuction",
|
|
906
|
-
C: "GoodForMonth"
|
|
907
|
-
};
|
|
908
|
-
const handlInstNames = {
|
|
909
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
910
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
911
|
-
"3": "ManualOrder"
|
|
912
|
-
};
|
|
913
|
-
return {
|
|
914
|
-
contents: [
|
|
549
|
+
return {
|
|
550
|
+
content: [
|
|
551
|
+
{
|
|
552
|
+
type: "text",
|
|
553
|
+
text: JSON.stringify(
|
|
915
554
|
{
|
|
916
|
-
|
|
917
|
-
|
|
918
|
-
|
|
555
|
+
symbol,
|
|
556
|
+
count: priceHistory.length,
|
|
557
|
+
data: priceHistory.map((point) => ({
|
|
558
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
559
|
+
bid: point.bid,
|
|
560
|
+
offer: point.offer,
|
|
561
|
+
spread: point.spread,
|
|
562
|
+
volume: point.volume
|
|
563
|
+
}))
|
|
564
|
+
},
|
|
565
|
+
null,
|
|
566
|
+
2
|
|
567
|
+
),
|
|
568
|
+
uri: "getStockPriceHistory"
|
|
569
|
+
}
|
|
570
|
+
]
|
|
571
|
+
};
|
|
572
|
+
} catch (error) {
|
|
573
|
+
return {
|
|
574
|
+
content: [
|
|
575
|
+
{
|
|
576
|
+
type: "text",
|
|
577
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
578
|
+
uri: "getStockPriceHistory"
|
|
579
|
+
}
|
|
580
|
+
],
|
|
581
|
+
isError: true
|
|
582
|
+
};
|
|
583
|
+
}
|
|
584
|
+
};
|
|
585
|
+
};
|
|
586
|
+
|
|
587
|
+
// src/tools/order.ts
|
|
588
|
+
var import_fixparser2 = require("fixparser");
|
|
589
|
+
var ordTypeNames = {
|
|
590
|
+
"1": "Market",
|
|
591
|
+
"2": "Limit",
|
|
592
|
+
"3": "Stop",
|
|
593
|
+
"4": "StopLimit",
|
|
594
|
+
"5": "MarketOnClose",
|
|
595
|
+
"6": "WithOrWithout",
|
|
596
|
+
"7": "LimitOrBetter",
|
|
597
|
+
"8": "LimitWithOrWithout",
|
|
598
|
+
"9": "OnBasis",
|
|
599
|
+
A: "OnClose",
|
|
600
|
+
B: "LimitOnClose",
|
|
601
|
+
C: "ForexMarket",
|
|
602
|
+
D: "PreviouslyQuoted",
|
|
603
|
+
E: "PreviouslyIndicated",
|
|
604
|
+
F: "ForexLimit",
|
|
605
|
+
G: "ForexSwap",
|
|
606
|
+
H: "ForexPreviouslyQuoted",
|
|
607
|
+
I: "Funari",
|
|
608
|
+
J: "MarketIfTouched",
|
|
609
|
+
K: "MarketWithLeftOverAsLimit",
|
|
610
|
+
L: "PreviousFundValuationPoint",
|
|
611
|
+
M: "NextFundValuationPoint",
|
|
612
|
+
P: "Pegged",
|
|
613
|
+
Q: "CounterOrderSelection",
|
|
614
|
+
R: "StopOnBidOrOffer",
|
|
615
|
+
S: "StopLimitOnBidOrOffer"
|
|
616
|
+
};
|
|
617
|
+
var sideNames = {
|
|
618
|
+
"1": "Buy",
|
|
619
|
+
"2": "Sell",
|
|
620
|
+
"3": "BuyMinus",
|
|
621
|
+
"4": "SellPlus",
|
|
622
|
+
"5": "SellShort",
|
|
623
|
+
"6": "SellShortExempt",
|
|
624
|
+
"7": "Undisclosed",
|
|
625
|
+
"8": "Cross",
|
|
626
|
+
"9": "CrossShort",
|
|
627
|
+
A: "CrossShortExempt",
|
|
628
|
+
B: "AsDefined",
|
|
629
|
+
C: "Opposite",
|
|
630
|
+
D: "Subscribe",
|
|
631
|
+
E: "Redeem",
|
|
632
|
+
F: "Lend",
|
|
633
|
+
G: "Borrow",
|
|
634
|
+
H: "SellUndisclosed"
|
|
635
|
+
};
|
|
636
|
+
var timeInForceNames = {
|
|
637
|
+
"0": "Day",
|
|
638
|
+
"1": "GoodTillCancel",
|
|
639
|
+
"2": "AtTheOpening",
|
|
640
|
+
"3": "ImmediateOrCancel",
|
|
641
|
+
"4": "FillOrKill",
|
|
642
|
+
"5": "GoodTillCrossing",
|
|
643
|
+
"6": "GoodTillDate",
|
|
644
|
+
"7": "AtTheClose",
|
|
645
|
+
"8": "GoodThroughCrossing",
|
|
646
|
+
"9": "AtCrossing",
|
|
647
|
+
A: "GoodForTime",
|
|
648
|
+
B: "GoodForAuction",
|
|
649
|
+
C: "GoodForMonth"
|
|
650
|
+
};
|
|
651
|
+
var handlInstNames = {
|
|
652
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
653
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
654
|
+
"3": "ManualOrder"
|
|
655
|
+
};
|
|
656
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
657
|
+
return async (args) => {
|
|
658
|
+
try {
|
|
659
|
+
verifiedOrders.set(args.clOrdID, {
|
|
660
|
+
clOrdID: args.clOrdID,
|
|
661
|
+
handlInst: args.handlInst,
|
|
662
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
663
|
+
price: Number.parseFloat(String(args.price)),
|
|
664
|
+
ordType: args.ordType,
|
|
665
|
+
side: args.side,
|
|
666
|
+
symbol: args.symbol,
|
|
667
|
+
timeInForce: args.timeInForce
|
|
668
|
+
});
|
|
669
|
+
return {
|
|
670
|
+
content: [
|
|
671
|
+
{
|
|
672
|
+
type: "text",
|
|
673
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
674
|
+
|
|
919
675
|
Parameters verified:
|
|
920
676
|
- ClOrdID: ${args.clOrdID}
|
|
921
677
|
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
@@ -926,171 +682,542 @@ Parameters verified:
|
|
|
926
682
|
- Symbol: ${args.symbol}
|
|
927
683
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
928
684
|
|
|
929
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
930
|
-
|
|
931
|
-
|
|
932
|
-
|
|
933
|
-
|
|
934
|
-
|
|
935
|
-
|
|
936
|
-
|
|
937
|
-
|
|
938
|
-
|
|
939
|
-
|
|
940
|
-
|
|
941
|
-
|
|
942
|
-
|
|
943
|
-
|
|
685
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
686
|
+
uri: "verifyOrder"
|
|
687
|
+
}
|
|
688
|
+
]
|
|
689
|
+
};
|
|
690
|
+
} catch (error) {
|
|
691
|
+
return {
|
|
692
|
+
content: [
|
|
693
|
+
{
|
|
694
|
+
type: "text",
|
|
695
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
696
|
+
uri: "verifyOrder"
|
|
697
|
+
}
|
|
698
|
+
],
|
|
699
|
+
isError: true
|
|
700
|
+
};
|
|
701
|
+
}
|
|
702
|
+
};
|
|
703
|
+
};
|
|
704
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
705
|
+
return async (args) => {
|
|
706
|
+
try {
|
|
707
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
708
|
+
if (!verifiedOrder) {
|
|
709
|
+
return {
|
|
710
|
+
content: [
|
|
711
|
+
{
|
|
712
|
+
type: "text",
|
|
713
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
714
|
+
uri: "executeOrder"
|
|
715
|
+
}
|
|
716
|
+
],
|
|
717
|
+
isError: true
|
|
718
|
+
};
|
|
944
719
|
}
|
|
945
|
-
|
|
946
|
-
|
|
947
|
-
|
|
948
|
-
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
|
|
952
|
-
|
|
953
|
-
|
|
954
|
-
|
|
955
|
-
|
|
956
|
-
|
|
957
|
-
|
|
958
|
-
|
|
959
|
-
|
|
960
|
-
|
|
961
|
-
|
|
962
|
-
|
|
963
|
-
|
|
964
|
-
|
|
720
|
+
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) {
|
|
721
|
+
return {
|
|
722
|
+
content: [
|
|
723
|
+
{
|
|
724
|
+
type: "text",
|
|
725
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
726
|
+
uri: "executeOrder"
|
|
727
|
+
}
|
|
728
|
+
],
|
|
729
|
+
isError: true
|
|
730
|
+
};
|
|
731
|
+
}
|
|
732
|
+
const response = new Promise((resolve) => {
|
|
733
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
734
|
+
});
|
|
735
|
+
const order = parser.createMessage(
|
|
736
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
737
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
738
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
739
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
740
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
741
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
742
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
743
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
744
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
745
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
746
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
747
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
748
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
749
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
750
|
+
);
|
|
751
|
+
if (!parser.connected) {
|
|
752
|
+
return {
|
|
753
|
+
content: [
|
|
754
|
+
{
|
|
755
|
+
type: "text",
|
|
756
|
+
text: "Error: Not connected. Ignoring message.",
|
|
757
|
+
uri: "executeOrder"
|
|
758
|
+
}
|
|
759
|
+
],
|
|
760
|
+
isError: true
|
|
761
|
+
};
|
|
762
|
+
}
|
|
763
|
+
parser.send(order);
|
|
764
|
+
const fixData = await response;
|
|
765
|
+
verifiedOrders.delete(args.clOrdID);
|
|
766
|
+
return {
|
|
767
|
+
content: [
|
|
768
|
+
{
|
|
769
|
+
type: "text",
|
|
770
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
771
|
+
uri: "executeOrder"
|
|
965
772
|
}
|
|
966
|
-
|
|
967
|
-
|
|
968
|
-
|
|
969
|
-
|
|
970
|
-
|
|
971
|
-
|
|
972
|
-
|
|
973
|
-
|
|
974
|
-
|
|
975
|
-
};
|
|
773
|
+
]
|
|
774
|
+
};
|
|
775
|
+
} catch (error) {
|
|
776
|
+
return {
|
|
777
|
+
content: [
|
|
778
|
+
{
|
|
779
|
+
type: "text",
|
|
780
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
781
|
+
uri: "executeOrder"
|
|
976
782
|
}
|
|
977
|
-
|
|
978
|
-
|
|
979
|
-
|
|
980
|
-
|
|
981
|
-
|
|
982
|
-
|
|
983
|
-
|
|
984
|
-
|
|
985
|
-
|
|
986
|
-
|
|
987
|
-
|
|
988
|
-
|
|
989
|
-
|
|
990
|
-
|
|
991
|
-
|
|
992
|
-
|
|
993
|
-
|
|
994
|
-
|
|
995
|
-
|
|
996
|
-
|
|
997
|
-
|
|
998
|
-
|
|
999
|
-
|
|
1000
|
-
|
|
1001
|
-
|
|
1002
|
-
|
|
1003
|
-
|
|
1004
|
-
|
|
1005
|
-
}
|
|
783
|
+
],
|
|
784
|
+
isError: true
|
|
785
|
+
};
|
|
786
|
+
}
|
|
787
|
+
};
|
|
788
|
+
};
|
|
789
|
+
|
|
790
|
+
// src/tools/parse.ts
|
|
791
|
+
var createParseHandler = (parser) => {
|
|
792
|
+
return async (args) => {
|
|
793
|
+
try {
|
|
794
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
795
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
796
|
+
return {
|
|
797
|
+
content: [
|
|
798
|
+
{
|
|
799
|
+
type: "text",
|
|
800
|
+
text: "Error: Failed to parse FIX string",
|
|
801
|
+
uri: "parse"
|
|
802
|
+
}
|
|
803
|
+
],
|
|
804
|
+
isError: true
|
|
805
|
+
};
|
|
806
|
+
}
|
|
807
|
+
return {
|
|
808
|
+
content: [
|
|
809
|
+
{
|
|
810
|
+
type: "text",
|
|
811
|
+
text: `${parsedMessage[0].description}
|
|
812
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
813
|
+
uri: "parse"
|
|
1006
814
|
}
|
|
1007
|
-
|
|
1008
|
-
|
|
1009
|
-
|
|
1010
|
-
|
|
1011
|
-
|
|
1012
|
-
|
|
1013
|
-
|
|
1014
|
-
|
|
1015
|
-
|
|
1016
|
-
|
|
1017
|
-
|
|
1018
|
-
|
|
1019
|
-
|
|
1020
|
-
|
|
1021
|
-
|
|
1022
|
-
|
|
1023
|
-
|
|
1024
|
-
|
|
1025
|
-
|
|
1026
|
-
|
|
1027
|
-
|
|
1028
|
-
|
|
815
|
+
]
|
|
816
|
+
};
|
|
817
|
+
} catch (error) {
|
|
818
|
+
return {
|
|
819
|
+
content: [
|
|
820
|
+
{
|
|
821
|
+
type: "text",
|
|
822
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
823
|
+
uri: "parse"
|
|
824
|
+
}
|
|
825
|
+
],
|
|
826
|
+
isError: true
|
|
827
|
+
};
|
|
828
|
+
}
|
|
829
|
+
};
|
|
830
|
+
};
|
|
831
|
+
|
|
832
|
+
// src/tools/parseToJSON.ts
|
|
833
|
+
var createParseToJSONHandler = (parser) => {
|
|
834
|
+
return async (args) => {
|
|
835
|
+
try {
|
|
836
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
837
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
838
|
+
return {
|
|
839
|
+
content: [
|
|
840
|
+
{
|
|
841
|
+
type: "text",
|
|
842
|
+
text: "Error: Failed to parse FIX string",
|
|
843
|
+
uri: "parseToJSON"
|
|
844
|
+
}
|
|
845
|
+
],
|
|
846
|
+
isError: true
|
|
847
|
+
};
|
|
1029
848
|
}
|
|
1030
|
-
|
|
849
|
+
return {
|
|
850
|
+
content: [
|
|
851
|
+
{
|
|
852
|
+
type: "text",
|
|
853
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
854
|
+
uri: "parseToJSON"
|
|
855
|
+
}
|
|
856
|
+
]
|
|
857
|
+
};
|
|
858
|
+
} catch (error) {
|
|
859
|
+
return {
|
|
860
|
+
content: [
|
|
861
|
+
{
|
|
862
|
+
type: "text",
|
|
863
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
864
|
+
uri: "parseToJSON"
|
|
865
|
+
}
|
|
866
|
+
],
|
|
867
|
+
isError: true
|
|
868
|
+
};
|
|
869
|
+
}
|
|
870
|
+
};
|
|
871
|
+
};
|
|
872
|
+
|
|
873
|
+
// src/tools/index.ts
|
|
874
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
875
|
+
parse: createParseHandler(parser),
|
|
876
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
877
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
878
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
879
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
880
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
881
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
882
|
+
});
|
|
883
|
+
|
|
884
|
+
// src/utils/messageHandler.ts
|
|
885
|
+
var import_fixparser3 = require("fixparser");
|
|
886
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
887
|
+
parser.logger.log({
|
|
888
|
+
level: "info",
|
|
889
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
890
|
+
});
|
|
891
|
+
const msgType = message.messageType;
|
|
892
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
893
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
894
|
+
const fixJson = message.toFIXJSON();
|
|
895
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
896
|
+
const data = {
|
|
897
|
+
timestamp: Date.now(),
|
|
898
|
+
bid: 0,
|
|
899
|
+
offer: 0,
|
|
900
|
+
spread: 0,
|
|
901
|
+
volume: 0,
|
|
902
|
+
trade: 0,
|
|
903
|
+
indexValue: 0,
|
|
904
|
+
openingPrice: 0,
|
|
905
|
+
closingPrice: 0,
|
|
906
|
+
settlementPrice: 0,
|
|
907
|
+
tradingSessionHighPrice: 0,
|
|
908
|
+
tradingSessionLowPrice: 0,
|
|
909
|
+
vwap: 0,
|
|
910
|
+
imbalance: 0,
|
|
911
|
+
openInterest: 0,
|
|
912
|
+
compositeUnderlyingPrice: 0,
|
|
913
|
+
simulatedSellPrice: 0,
|
|
914
|
+
simulatedBuyPrice: 0,
|
|
915
|
+
marginRate: 0,
|
|
916
|
+
midPrice: 0,
|
|
917
|
+
emptyBook: 0,
|
|
918
|
+
settleHighPrice: 0,
|
|
919
|
+
settleLowPrice: 0,
|
|
920
|
+
priorSettlePrice: 0,
|
|
921
|
+
sessionHighBid: 0,
|
|
922
|
+
sessionLowOffer: 0,
|
|
923
|
+
earlyPrices: 0,
|
|
924
|
+
auctionClearingPrice: 0,
|
|
925
|
+
swapValueFactor: 0,
|
|
926
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
927
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
928
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
929
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
930
|
+
fixingPrice: 0,
|
|
931
|
+
cashRate: 0,
|
|
932
|
+
recoveryRate: 0,
|
|
933
|
+
recoveryRateForLong: 0,
|
|
934
|
+
recoveryRateForShort: 0,
|
|
935
|
+
marketBid: 0,
|
|
936
|
+
marketOffer: 0,
|
|
937
|
+
shortSaleMinPrice: 0,
|
|
938
|
+
previousClosingPrice: 0,
|
|
939
|
+
thresholdLimitPriceBanding: 0,
|
|
940
|
+
dailyFinancingValue: 0,
|
|
941
|
+
accruedFinancingValue: 0,
|
|
942
|
+
twap: 0
|
|
943
|
+
};
|
|
944
|
+
for (const entry of entries) {
|
|
945
|
+
const entryType = entry.MDEntryType;
|
|
946
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
947
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
948
|
+
switch (entryType) {
|
|
949
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
950
|
+
data.bid = price;
|
|
951
|
+
break;
|
|
952
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
953
|
+
data.offer = price;
|
|
954
|
+
break;
|
|
955
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
956
|
+
data.trade = price;
|
|
957
|
+
break;
|
|
958
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
959
|
+
data.indexValue = price;
|
|
960
|
+
break;
|
|
961
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
962
|
+
data.openingPrice = price;
|
|
963
|
+
break;
|
|
964
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
965
|
+
data.closingPrice = price;
|
|
966
|
+
break;
|
|
967
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
968
|
+
data.settlementPrice = price;
|
|
969
|
+
break;
|
|
970
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
971
|
+
data.tradingSessionHighPrice = price;
|
|
972
|
+
break;
|
|
973
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
974
|
+
data.tradingSessionLowPrice = price;
|
|
975
|
+
break;
|
|
976
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
977
|
+
data.vwap = price;
|
|
978
|
+
break;
|
|
979
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
980
|
+
data.imbalance = size;
|
|
981
|
+
break;
|
|
982
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
983
|
+
data.volume = size;
|
|
984
|
+
break;
|
|
985
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
986
|
+
data.openInterest = size;
|
|
987
|
+
break;
|
|
988
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
989
|
+
data.compositeUnderlyingPrice = price;
|
|
990
|
+
break;
|
|
991
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
992
|
+
data.simulatedSellPrice = price;
|
|
993
|
+
break;
|
|
994
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
995
|
+
data.simulatedBuyPrice = price;
|
|
996
|
+
break;
|
|
997
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
998
|
+
data.marginRate = price;
|
|
999
|
+
break;
|
|
1000
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1001
|
+
data.midPrice = price;
|
|
1002
|
+
break;
|
|
1003
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1004
|
+
data.emptyBook = 1;
|
|
1005
|
+
break;
|
|
1006
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1007
|
+
data.settleHighPrice = price;
|
|
1008
|
+
break;
|
|
1009
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1010
|
+
data.settleLowPrice = price;
|
|
1011
|
+
break;
|
|
1012
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1013
|
+
data.priorSettlePrice = price;
|
|
1014
|
+
break;
|
|
1015
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1016
|
+
data.sessionHighBid = price;
|
|
1017
|
+
break;
|
|
1018
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1019
|
+
data.sessionLowOffer = price;
|
|
1020
|
+
break;
|
|
1021
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1022
|
+
data.earlyPrices = price;
|
|
1023
|
+
break;
|
|
1024
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1025
|
+
data.auctionClearingPrice = price;
|
|
1026
|
+
break;
|
|
1027
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1028
|
+
data.swapValueFactor = price;
|
|
1029
|
+
break;
|
|
1030
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1031
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1032
|
+
break;
|
|
1033
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1034
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1035
|
+
break;
|
|
1036
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1037
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1038
|
+
break;
|
|
1039
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1040
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1041
|
+
break;
|
|
1042
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1043
|
+
data.fixingPrice = price;
|
|
1044
|
+
break;
|
|
1045
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1046
|
+
data.cashRate = price;
|
|
1047
|
+
break;
|
|
1048
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1049
|
+
data.recoveryRate = price;
|
|
1050
|
+
break;
|
|
1051
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1052
|
+
data.recoveryRateForLong = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1055
|
+
data.recoveryRateForShort = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1058
|
+
data.marketBid = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1061
|
+
data.marketOffer = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1064
|
+
data.shortSaleMinPrice = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1067
|
+
data.previousClosingPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1070
|
+
data.thresholdLimitPriceBanding = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1073
|
+
data.dailyFinancingValue = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1076
|
+
data.accruedFinancingValue = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1079
|
+
data.twap = price;
|
|
1080
|
+
break;
|
|
1081
|
+
}
|
|
1082
|
+
}
|
|
1083
|
+
data.spread = data.offer - data.bid;
|
|
1084
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1085
|
+
marketDataPrices.set(symbol, []);
|
|
1086
|
+
}
|
|
1087
|
+
const prices = marketDataPrices.get(symbol);
|
|
1088
|
+
prices.push(data);
|
|
1089
|
+
if (prices.length > maxPriceHistory) {
|
|
1090
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1091
|
+
}
|
|
1092
|
+
onPriceUpdate?.(symbol, data);
|
|
1093
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1094
|
+
if (mdReqID) {
|
|
1095
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1096
|
+
if (callback) {
|
|
1097
|
+
callback(message);
|
|
1098
|
+
pendingRequests.delete(mdReqID);
|
|
1099
|
+
}
|
|
1100
|
+
}
|
|
1101
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1102
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1103
|
+
const callback = pendingRequests.get(reqId);
|
|
1104
|
+
if (callback) {
|
|
1105
|
+
callback(message);
|
|
1106
|
+
pendingRequests.delete(reqId);
|
|
1107
|
+
}
|
|
1108
|
+
}
|
|
1109
|
+
}
|
|
1110
|
+
|
|
1111
|
+
// src/MCPLocal.ts
|
|
1112
|
+
var MCPLocal = class extends MCPBase {
|
|
1113
|
+
/**
|
|
1114
|
+
* Map to store verified orders before execution
|
|
1115
|
+
* @private
|
|
1116
|
+
*/
|
|
1117
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1118
|
+
/**
|
|
1119
|
+
* Map to store pending requests and their callbacks
|
|
1120
|
+
* @private
|
|
1121
|
+
*/
|
|
1122
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1123
|
+
/**
|
|
1124
|
+
* Map to store market data prices for each symbol
|
|
1125
|
+
* @private
|
|
1126
|
+
*/
|
|
1127
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1128
|
+
/**
|
|
1129
|
+
* Maximum number of price history entries to keep per symbol
|
|
1130
|
+
* @private
|
|
1131
|
+
*/
|
|
1132
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1133
|
+
server = new import_server.Server(
|
|
1134
|
+
{
|
|
1135
|
+
name: "fixparser",
|
|
1136
|
+
version: "1.0.0"
|
|
1137
|
+
},
|
|
1138
|
+
{
|
|
1139
|
+
capabilities: {
|
|
1140
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
1141
|
+
(acc, [name, { description, schema }]) => {
|
|
1142
|
+
acc[name] = {
|
|
1143
|
+
description,
|
|
1144
|
+
parameters: schema
|
|
1145
|
+
};
|
|
1146
|
+
return acc;
|
|
1147
|
+
},
|
|
1148
|
+
{}
|
|
1149
|
+
)
|
|
1150
|
+
}
|
|
1151
|
+
}
|
|
1152
|
+
);
|
|
1153
|
+
transport = new import_stdio.StdioServerTransport();
|
|
1154
|
+
constructor({ logger, onReady }) {
|
|
1155
|
+
super({ logger, onReady });
|
|
1156
|
+
}
|
|
1157
|
+
async register(parser) {
|
|
1158
|
+
this.parser = parser;
|
|
1159
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1160
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1161
|
+
});
|
|
1162
|
+
this.addWorkflows();
|
|
1163
|
+
await this.server.connect(this.transport);
|
|
1164
|
+
if (this.onReady) {
|
|
1165
|
+
this.onReady();
|
|
1166
|
+
}
|
|
1167
|
+
}
|
|
1168
|
+
addWorkflows() {
|
|
1169
|
+
if (!this.parser) {
|
|
1170
|
+
return;
|
|
1171
|
+
}
|
|
1172
|
+
if (!this.server) {
|
|
1173
|
+
return;
|
|
1174
|
+
}
|
|
1175
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
1176
|
+
return {
|
|
1177
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1178
|
+
name,
|
|
1179
|
+
description,
|
|
1180
|
+
inputSchema: schema
|
|
1181
|
+
}))
|
|
1182
|
+
};
|
|
1183
|
+
});
|
|
1031
1184
|
this.server.setRequestHandler(
|
|
1032
1185
|
import_zod.z.object({
|
|
1033
|
-
method: import_zod.z.literal("
|
|
1034
|
-
params:
|
|
1186
|
+
method: import_zod.z.literal("tools/call"),
|
|
1187
|
+
params: import_zod.z.object({
|
|
1188
|
+
name: import_zod.z.string(),
|
|
1189
|
+
arguments: import_zod.z.any(),
|
|
1190
|
+
_meta: import_zod.z.object({
|
|
1191
|
+
progressToken: import_zod.z.number()
|
|
1192
|
+
}).optional()
|
|
1193
|
+
})
|
|
1035
1194
|
}),
|
|
1036
|
-
async (request
|
|
1037
|
-
|
|
1038
|
-
|
|
1039
|
-
|
|
1040
|
-
|
|
1041
|
-
|
|
1042
|
-
|
|
1043
|
-
|
|
1044
|
-
|
|
1045
|
-
|
|
1046
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1047
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1048
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
1049
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1050
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
1051
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
1052
|
-
];
|
|
1053
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
1054
|
-
args.symbols.forEach((symbol) => {
|
|
1055
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
1056
|
-
});
|
|
1057
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
1058
|
-
args.mdEntryTypes.forEach((entryType) => {
|
|
1059
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
1060
|
-
});
|
|
1061
|
-
const mdr = this.parser?.createMessage(...messageFields);
|
|
1062
|
-
if (!this.parser?.connected) {
|
|
1063
|
-
return {
|
|
1064
|
-
contents: [
|
|
1065
|
-
{
|
|
1066
|
-
type: "text",
|
|
1067
|
-
text: "Error: Not connected. Ignoring message."
|
|
1068
|
-
}
|
|
1069
|
-
],
|
|
1070
|
-
isError: true
|
|
1071
|
-
};
|
|
1072
|
-
}
|
|
1073
|
-
this.parser?.send(mdr);
|
|
1074
|
-
const fixData = await response;
|
|
1075
|
-
return {
|
|
1076
|
-
contents: [
|
|
1077
|
-
{
|
|
1078
|
-
type: "text",
|
|
1079
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1080
|
-
}
|
|
1081
|
-
]
|
|
1082
|
-
};
|
|
1083
|
-
} catch (error) {
|
|
1195
|
+
async (request) => {
|
|
1196
|
+
const { name, arguments: args } = request.params;
|
|
1197
|
+
const toolHandlers = createToolHandlers(
|
|
1198
|
+
this.parser,
|
|
1199
|
+
this.verifiedOrders,
|
|
1200
|
+
this.pendingRequests,
|
|
1201
|
+
this.marketDataPrices
|
|
1202
|
+
);
|
|
1203
|
+
const handler = toolHandlers[name];
|
|
1204
|
+
if (!handler) {
|
|
1084
1205
|
return {
|
|
1085
|
-
|
|
1206
|
+
content: [
|
|
1086
1207
|
{
|
|
1087
1208
|
type: "text",
|
|
1088
|
-
text: `
|
|
1209
|
+
text: `Tool not found: ${name}`,
|
|
1210
|
+
uri: name
|
|
1089
1211
|
}
|
|
1090
1212
|
],
|
|
1091
1213
|
isError: true
|
|
1092
1214
|
};
|
|
1093
1215
|
}
|
|
1216
|
+
const result = await handler(args);
|
|
1217
|
+
return {
|
|
1218
|
+
content: result.content,
|
|
1219
|
+
isError: result.isError
|
|
1220
|
+
};
|
|
1094
1221
|
}
|
|
1095
1222
|
);
|
|
1096
1223
|
process.on("SIGINT", async () => {
|