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/MCPRemote.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/MCPRemote.ts
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@@ -29,29 +39,1124 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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-
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var
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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// 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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* @
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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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* @
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"A",
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"B",
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"C",
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"H",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"A",
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"B",
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"C",
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"D",
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"L",
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"M",
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"N",
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"O",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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+
description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
|
|
289
|
+
}
|
|
290
|
+
},
|
|
291
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
+
}
|
|
293
|
+
},
|
|
294
|
+
getStockGraph: {
|
|
295
|
+
description: "Generates a price chart for a given symbol",
|
|
296
|
+
schema: {
|
|
297
|
+
type: "object",
|
|
298
|
+
properties: {
|
|
299
|
+
symbol: { type: "string" }
|
|
300
|
+
},
|
|
301
|
+
required: ["symbol"]
|
|
302
|
+
}
|
|
303
|
+
},
|
|
304
|
+
getStockPriceHistory: {
|
|
305
|
+
description: "Returns price history for a given symbol",
|
|
306
|
+
schema: {
|
|
307
|
+
type: "object",
|
|
308
|
+
properties: {
|
|
309
|
+
symbol: { type: "string" }
|
|
310
|
+
},
|
|
311
|
+
required: ["symbol"]
|
|
312
|
+
}
|
|
313
|
+
}
|
|
314
|
+
};
|
|
315
|
+
|
|
316
|
+
// src/tools/marketData.ts
|
|
317
|
+
var import_fixparser = require("fixparser");
|
|
318
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
+
return async (args) => {
|
|
321
|
+
try {
|
|
322
|
+
const response = new Promise((resolve) => {
|
|
323
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
324
|
+
});
|
|
325
|
+
const entryTypes = args.mdEntryTypes || [
|
|
326
|
+
import_fixparser.MDEntryType.Bid,
|
|
327
|
+
import_fixparser.MDEntryType.Offer,
|
|
328
|
+
import_fixparser.MDEntryType.Trade,
|
|
329
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
330
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
331
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
332
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
333
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
334
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
335
|
+
import_fixparser.MDEntryType.VWAP,
|
|
336
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
337
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
338
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
339
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
340
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
341
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
342
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
343
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
344
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
345
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
346
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
347
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
348
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
349
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
350
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
351
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
352
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
353
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
354
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
355
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
356
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
357
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
358
|
+
import_fixparser.MDEntryType.CashRate,
|
|
359
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
360
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
361
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
362
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
363
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
364
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
365
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
366
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
367
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
368
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
369
|
+
import_fixparser.MDEntryType.TWAP
|
|
370
|
+
];
|
|
371
|
+
const messageFields = [
|
|
372
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
373
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
374
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
375
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
376
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
377
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
378
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
379
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
380
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
381
|
+
];
|
|
382
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
383
|
+
args.symbols.forEach((symbol) => {
|
|
384
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
385
|
+
});
|
|
386
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
387
|
+
entryTypes.forEach((entryType) => {
|
|
388
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
389
|
+
});
|
|
390
|
+
const mdr = parser.createMessage(...messageFields);
|
|
391
|
+
if (!parser.connected) {
|
|
392
|
+
return {
|
|
393
|
+
content: [
|
|
394
|
+
{
|
|
395
|
+
type: "text",
|
|
396
|
+
text: "Error: Not connected. Ignoring message.",
|
|
397
|
+
uri: "marketDataRequest"
|
|
398
|
+
}
|
|
399
|
+
],
|
|
400
|
+
isError: true
|
|
401
|
+
};
|
|
402
|
+
}
|
|
403
|
+
parser.send(mdr);
|
|
404
|
+
const fixData = await response;
|
|
405
|
+
return {
|
|
406
|
+
content: [
|
|
407
|
+
{
|
|
408
|
+
type: "text",
|
|
409
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
410
|
+
uri: "marketDataRequest"
|
|
411
|
+
}
|
|
412
|
+
]
|
|
413
|
+
};
|
|
414
|
+
} catch (error) {
|
|
415
|
+
return {
|
|
416
|
+
content: [
|
|
417
|
+
{
|
|
418
|
+
type: "text",
|
|
419
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
420
|
+
uri: "marketDataRequest"
|
|
421
|
+
}
|
|
422
|
+
],
|
|
423
|
+
isError: true
|
|
424
|
+
};
|
|
425
|
+
}
|
|
426
|
+
};
|
|
427
|
+
};
|
|
428
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
429
|
+
return async (args) => {
|
|
430
|
+
try {
|
|
431
|
+
const symbol = args.symbol;
|
|
432
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
433
|
+
if (priceHistory.length === 0) {
|
|
434
|
+
return {
|
|
435
|
+
content: [
|
|
436
|
+
{
|
|
437
|
+
type: "text",
|
|
438
|
+
text: `No price data available for ${symbol}`,
|
|
439
|
+
uri: "getStockGraph"
|
|
440
|
+
}
|
|
441
|
+
]
|
|
442
|
+
};
|
|
443
|
+
}
|
|
444
|
+
const chart = new import_quickchart_js.default();
|
|
445
|
+
chart.setWidth(1200);
|
|
446
|
+
chart.setHeight(600);
|
|
447
|
+
chart.setBackgroundColor("transparent");
|
|
448
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
449
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
450
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
451
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
452
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
453
|
+
const config = {
|
|
454
|
+
type: "line",
|
|
455
|
+
data: {
|
|
456
|
+
labels,
|
|
457
|
+
datasets: [
|
|
458
|
+
{
|
|
459
|
+
label: "Bid",
|
|
460
|
+
data: bidData,
|
|
461
|
+
borderColor: "#28a745",
|
|
462
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
463
|
+
fill: false,
|
|
464
|
+
tension: 0.4
|
|
465
|
+
},
|
|
466
|
+
{
|
|
467
|
+
label: "Offer",
|
|
468
|
+
data: offerData,
|
|
469
|
+
borderColor: "#dc3545",
|
|
470
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
471
|
+
fill: false,
|
|
472
|
+
tension: 0.4
|
|
473
|
+
},
|
|
474
|
+
{
|
|
475
|
+
label: "Spread",
|
|
476
|
+
data: spreadData,
|
|
477
|
+
borderColor: "#6c757d",
|
|
478
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
479
|
+
fill: false,
|
|
480
|
+
tension: 0.4
|
|
481
|
+
},
|
|
482
|
+
{
|
|
483
|
+
label: "Volume",
|
|
484
|
+
data: volumeData,
|
|
485
|
+
borderColor: "#007bff",
|
|
486
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
487
|
+
fill: true,
|
|
488
|
+
tension: 0.4
|
|
489
|
+
}
|
|
490
|
+
]
|
|
491
|
+
},
|
|
492
|
+
options: {
|
|
493
|
+
responsive: true,
|
|
494
|
+
plugins: {
|
|
495
|
+
title: {
|
|
496
|
+
display: true,
|
|
497
|
+
text: `${symbol} Market Data`
|
|
498
|
+
}
|
|
499
|
+
},
|
|
500
|
+
scales: {
|
|
501
|
+
y: {
|
|
502
|
+
beginAtZero: false
|
|
503
|
+
}
|
|
504
|
+
}
|
|
505
|
+
}
|
|
506
|
+
};
|
|
507
|
+
chart.setConfig(config);
|
|
508
|
+
const imageBuffer = await chart.toBinary();
|
|
509
|
+
const base64 = imageBuffer.toString("base64");
|
|
510
|
+
return {
|
|
511
|
+
content: [
|
|
512
|
+
{
|
|
513
|
+
type: "resource",
|
|
514
|
+
resource: {
|
|
515
|
+
uri: "resource://graph",
|
|
516
|
+
mimeType: "image/png",
|
|
517
|
+
blob: base64
|
|
518
|
+
}
|
|
519
|
+
}
|
|
520
|
+
]
|
|
521
|
+
};
|
|
522
|
+
} catch (error) {
|
|
523
|
+
return {
|
|
524
|
+
content: [
|
|
525
|
+
{
|
|
526
|
+
type: "text",
|
|
527
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
528
|
+
uri: "getStockGraph"
|
|
529
|
+
}
|
|
530
|
+
],
|
|
531
|
+
isError: true
|
|
532
|
+
};
|
|
533
|
+
}
|
|
534
|
+
};
|
|
535
|
+
};
|
|
536
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
537
|
+
return async (args) => {
|
|
538
|
+
try {
|
|
539
|
+
const symbol = args.symbol;
|
|
540
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
541
|
+
if (priceHistory.length === 0) {
|
|
542
|
+
return {
|
|
543
|
+
content: [
|
|
544
|
+
{
|
|
545
|
+
type: "text",
|
|
546
|
+
text: `No price data available for ${symbol}`,
|
|
547
|
+
uri: "getStockPriceHistory"
|
|
548
|
+
}
|
|
549
|
+
]
|
|
550
|
+
};
|
|
551
|
+
}
|
|
552
|
+
return {
|
|
553
|
+
content: [
|
|
554
|
+
{
|
|
555
|
+
type: "text",
|
|
556
|
+
text: JSON.stringify(
|
|
557
|
+
{
|
|
558
|
+
symbol,
|
|
559
|
+
count: priceHistory.length,
|
|
560
|
+
data: priceHistory.map((point) => ({
|
|
561
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
562
|
+
bid: point.bid,
|
|
563
|
+
offer: point.offer,
|
|
564
|
+
spread: point.spread,
|
|
565
|
+
volume: point.volume
|
|
566
|
+
}))
|
|
567
|
+
},
|
|
568
|
+
null,
|
|
569
|
+
2
|
|
570
|
+
),
|
|
571
|
+
uri: "getStockPriceHistory"
|
|
572
|
+
}
|
|
573
|
+
]
|
|
574
|
+
};
|
|
575
|
+
} catch (error) {
|
|
576
|
+
return {
|
|
577
|
+
content: [
|
|
578
|
+
{
|
|
579
|
+
type: "text",
|
|
580
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
581
|
+
uri: "getStockPriceHistory"
|
|
582
|
+
}
|
|
583
|
+
],
|
|
584
|
+
isError: true
|
|
585
|
+
};
|
|
586
|
+
}
|
|
587
|
+
};
|
|
588
|
+
};
|
|
589
|
+
|
|
590
|
+
// src/tools/order.ts
|
|
591
|
+
var import_fixparser2 = require("fixparser");
|
|
592
|
+
var ordTypeNames = {
|
|
593
|
+
"1": "Market",
|
|
594
|
+
"2": "Limit",
|
|
595
|
+
"3": "Stop",
|
|
596
|
+
"4": "StopLimit",
|
|
597
|
+
"5": "MarketOnClose",
|
|
598
|
+
"6": "WithOrWithout",
|
|
599
|
+
"7": "LimitOrBetter",
|
|
600
|
+
"8": "LimitWithOrWithout",
|
|
601
|
+
"9": "OnBasis",
|
|
602
|
+
A: "OnClose",
|
|
603
|
+
B: "LimitOnClose",
|
|
604
|
+
C: "ForexMarket",
|
|
605
|
+
D: "PreviouslyQuoted",
|
|
606
|
+
E: "PreviouslyIndicated",
|
|
607
|
+
F: "ForexLimit",
|
|
608
|
+
G: "ForexSwap",
|
|
609
|
+
H: "ForexPreviouslyQuoted",
|
|
610
|
+
I: "Funari",
|
|
611
|
+
J: "MarketIfTouched",
|
|
612
|
+
K: "MarketWithLeftOverAsLimit",
|
|
613
|
+
L: "PreviousFundValuationPoint",
|
|
614
|
+
M: "NextFundValuationPoint",
|
|
615
|
+
P: "Pegged",
|
|
616
|
+
Q: "CounterOrderSelection",
|
|
617
|
+
R: "StopOnBidOrOffer",
|
|
618
|
+
S: "StopLimitOnBidOrOffer"
|
|
619
|
+
};
|
|
620
|
+
var sideNames = {
|
|
621
|
+
"1": "Buy",
|
|
622
|
+
"2": "Sell",
|
|
623
|
+
"3": "BuyMinus",
|
|
624
|
+
"4": "SellPlus",
|
|
625
|
+
"5": "SellShort",
|
|
626
|
+
"6": "SellShortExempt",
|
|
627
|
+
"7": "Undisclosed",
|
|
628
|
+
"8": "Cross",
|
|
629
|
+
"9": "CrossShort",
|
|
630
|
+
A: "CrossShortExempt",
|
|
631
|
+
B: "AsDefined",
|
|
632
|
+
C: "Opposite",
|
|
633
|
+
D: "Subscribe",
|
|
634
|
+
E: "Redeem",
|
|
635
|
+
F: "Lend",
|
|
636
|
+
G: "Borrow",
|
|
637
|
+
H: "SellUndisclosed"
|
|
638
|
+
};
|
|
639
|
+
var timeInForceNames = {
|
|
640
|
+
"0": "Day",
|
|
641
|
+
"1": "GoodTillCancel",
|
|
642
|
+
"2": "AtTheOpening",
|
|
643
|
+
"3": "ImmediateOrCancel",
|
|
644
|
+
"4": "FillOrKill",
|
|
645
|
+
"5": "GoodTillCrossing",
|
|
646
|
+
"6": "GoodTillDate",
|
|
647
|
+
"7": "AtTheClose",
|
|
648
|
+
"8": "GoodThroughCrossing",
|
|
649
|
+
"9": "AtCrossing",
|
|
650
|
+
A: "GoodForTime",
|
|
651
|
+
B: "GoodForAuction",
|
|
652
|
+
C: "GoodForMonth"
|
|
653
|
+
};
|
|
654
|
+
var handlInstNames = {
|
|
655
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
656
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
657
|
+
"3": "ManualOrder"
|
|
658
|
+
};
|
|
659
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
660
|
+
return async (args) => {
|
|
661
|
+
try {
|
|
662
|
+
verifiedOrders.set(args.clOrdID, {
|
|
663
|
+
clOrdID: args.clOrdID,
|
|
664
|
+
handlInst: args.handlInst,
|
|
665
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
666
|
+
price: Number.parseFloat(String(args.price)),
|
|
667
|
+
ordType: args.ordType,
|
|
668
|
+
side: args.side,
|
|
669
|
+
symbol: args.symbol,
|
|
670
|
+
timeInForce: args.timeInForce
|
|
671
|
+
});
|
|
672
|
+
return {
|
|
673
|
+
content: [
|
|
674
|
+
{
|
|
675
|
+
type: "text",
|
|
676
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
677
|
+
|
|
678
|
+
Parameters verified:
|
|
679
|
+
- ClOrdID: ${args.clOrdID}
|
|
680
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
681
|
+
- Quantity: ${args.quantity}
|
|
682
|
+
- Price: ${args.price}
|
|
683
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
684
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
685
|
+
- Symbol: ${args.symbol}
|
|
686
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
687
|
+
|
|
688
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
689
|
+
uri: "verifyOrder"
|
|
690
|
+
}
|
|
691
|
+
]
|
|
692
|
+
};
|
|
693
|
+
} catch (error) {
|
|
694
|
+
return {
|
|
695
|
+
content: [
|
|
696
|
+
{
|
|
697
|
+
type: "text",
|
|
698
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
699
|
+
uri: "verifyOrder"
|
|
700
|
+
}
|
|
701
|
+
],
|
|
702
|
+
isError: true
|
|
703
|
+
};
|
|
704
|
+
}
|
|
705
|
+
};
|
|
706
|
+
};
|
|
707
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
708
|
+
return async (args) => {
|
|
709
|
+
try {
|
|
710
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
711
|
+
if (!verifiedOrder) {
|
|
712
|
+
return {
|
|
713
|
+
content: [
|
|
714
|
+
{
|
|
715
|
+
type: "text",
|
|
716
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
717
|
+
uri: "executeOrder"
|
|
718
|
+
}
|
|
719
|
+
],
|
|
720
|
+
isError: true
|
|
721
|
+
};
|
|
722
|
+
}
|
|
723
|
+
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) {
|
|
724
|
+
return {
|
|
725
|
+
content: [
|
|
726
|
+
{
|
|
727
|
+
type: "text",
|
|
728
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
729
|
+
uri: "executeOrder"
|
|
730
|
+
}
|
|
731
|
+
],
|
|
732
|
+
isError: true
|
|
733
|
+
};
|
|
734
|
+
}
|
|
735
|
+
const response = new Promise((resolve) => {
|
|
736
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
737
|
+
});
|
|
738
|
+
const order = parser.createMessage(
|
|
739
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
740
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
741
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
742
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
743
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
744
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
745
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
746
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
747
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
748
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
749
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
750
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
751
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
752
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
753
|
+
);
|
|
754
|
+
if (!parser.connected) {
|
|
755
|
+
return {
|
|
756
|
+
content: [
|
|
757
|
+
{
|
|
758
|
+
type: "text",
|
|
759
|
+
text: "Error: Not connected. Ignoring message.",
|
|
760
|
+
uri: "executeOrder"
|
|
761
|
+
}
|
|
762
|
+
],
|
|
763
|
+
isError: true
|
|
764
|
+
};
|
|
765
|
+
}
|
|
766
|
+
parser.send(order);
|
|
767
|
+
const fixData = await response;
|
|
768
|
+
verifiedOrders.delete(args.clOrdID);
|
|
769
|
+
return {
|
|
770
|
+
content: [
|
|
771
|
+
{
|
|
772
|
+
type: "text",
|
|
773
|
+
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())}`,
|
|
774
|
+
uri: "executeOrder"
|
|
775
|
+
}
|
|
776
|
+
]
|
|
777
|
+
};
|
|
778
|
+
} catch (error) {
|
|
779
|
+
return {
|
|
780
|
+
content: [
|
|
781
|
+
{
|
|
782
|
+
type: "text",
|
|
783
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
784
|
+
uri: "executeOrder"
|
|
785
|
+
}
|
|
786
|
+
],
|
|
787
|
+
isError: true
|
|
788
|
+
};
|
|
789
|
+
}
|
|
790
|
+
};
|
|
791
|
+
};
|
|
792
|
+
|
|
793
|
+
// src/tools/parse.ts
|
|
794
|
+
var createParseHandler = (parser) => {
|
|
795
|
+
return async (args) => {
|
|
796
|
+
try {
|
|
797
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
798
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
799
|
+
return {
|
|
800
|
+
content: [
|
|
801
|
+
{
|
|
802
|
+
type: "text",
|
|
803
|
+
text: "Error: Failed to parse FIX string",
|
|
804
|
+
uri: "parse"
|
|
805
|
+
}
|
|
806
|
+
],
|
|
807
|
+
isError: true
|
|
808
|
+
};
|
|
809
|
+
}
|
|
810
|
+
return {
|
|
811
|
+
content: [
|
|
812
|
+
{
|
|
813
|
+
type: "text",
|
|
814
|
+
text: `${parsedMessage[0].description}
|
|
815
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
816
|
+
uri: "parse"
|
|
817
|
+
}
|
|
818
|
+
]
|
|
819
|
+
};
|
|
820
|
+
} catch (error) {
|
|
821
|
+
return {
|
|
822
|
+
content: [
|
|
823
|
+
{
|
|
824
|
+
type: "text",
|
|
825
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
826
|
+
uri: "parse"
|
|
827
|
+
}
|
|
828
|
+
],
|
|
829
|
+
isError: true
|
|
830
|
+
};
|
|
831
|
+
}
|
|
832
|
+
};
|
|
833
|
+
};
|
|
834
|
+
|
|
835
|
+
// src/tools/parseToJSON.ts
|
|
836
|
+
var createParseToJSONHandler = (parser) => {
|
|
837
|
+
return async (args) => {
|
|
838
|
+
try {
|
|
839
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
840
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
841
|
+
return {
|
|
842
|
+
content: [
|
|
843
|
+
{
|
|
844
|
+
type: "text",
|
|
845
|
+
text: "Error: Failed to parse FIX string",
|
|
846
|
+
uri: "parseToJSON"
|
|
847
|
+
}
|
|
848
|
+
],
|
|
849
|
+
isError: true
|
|
850
|
+
};
|
|
851
|
+
}
|
|
852
|
+
return {
|
|
853
|
+
content: [
|
|
854
|
+
{
|
|
855
|
+
type: "text",
|
|
856
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
857
|
+
uri: "parseToJSON"
|
|
858
|
+
}
|
|
859
|
+
]
|
|
860
|
+
};
|
|
861
|
+
} catch (error) {
|
|
862
|
+
return {
|
|
863
|
+
content: [
|
|
864
|
+
{
|
|
865
|
+
type: "text",
|
|
866
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
867
|
+
uri: "parseToJSON"
|
|
868
|
+
}
|
|
869
|
+
],
|
|
870
|
+
isError: true
|
|
871
|
+
};
|
|
872
|
+
}
|
|
873
|
+
};
|
|
874
|
+
};
|
|
875
|
+
|
|
876
|
+
// src/tools/index.ts
|
|
877
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
878
|
+
parse: createParseHandler(parser),
|
|
879
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
880
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
881
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
882
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
883
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
884
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
885
|
+
});
|
|
886
|
+
|
|
887
|
+
// src/utils/messageHandler.ts
|
|
888
|
+
var import_fixparser3 = require("fixparser");
|
|
889
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
890
|
+
parser.logger.log({
|
|
891
|
+
level: "info",
|
|
892
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
893
|
+
});
|
|
894
|
+
const msgType = message.messageType;
|
|
895
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
896
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
897
|
+
const fixJson = message.toFIXJSON();
|
|
898
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
899
|
+
const data = {
|
|
900
|
+
timestamp: Date.now(),
|
|
901
|
+
bid: 0,
|
|
902
|
+
offer: 0,
|
|
903
|
+
spread: 0,
|
|
904
|
+
volume: 0,
|
|
905
|
+
trade: 0,
|
|
906
|
+
indexValue: 0,
|
|
907
|
+
openingPrice: 0,
|
|
908
|
+
closingPrice: 0,
|
|
909
|
+
settlementPrice: 0,
|
|
910
|
+
tradingSessionHighPrice: 0,
|
|
911
|
+
tradingSessionLowPrice: 0,
|
|
912
|
+
vwap: 0,
|
|
913
|
+
imbalance: 0,
|
|
914
|
+
openInterest: 0,
|
|
915
|
+
compositeUnderlyingPrice: 0,
|
|
916
|
+
simulatedSellPrice: 0,
|
|
917
|
+
simulatedBuyPrice: 0,
|
|
918
|
+
marginRate: 0,
|
|
919
|
+
midPrice: 0,
|
|
920
|
+
emptyBook: 0,
|
|
921
|
+
settleHighPrice: 0,
|
|
922
|
+
settleLowPrice: 0,
|
|
923
|
+
priorSettlePrice: 0,
|
|
924
|
+
sessionHighBid: 0,
|
|
925
|
+
sessionLowOffer: 0,
|
|
926
|
+
earlyPrices: 0,
|
|
927
|
+
auctionClearingPrice: 0,
|
|
928
|
+
swapValueFactor: 0,
|
|
929
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
930
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
931
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
932
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
933
|
+
fixingPrice: 0,
|
|
934
|
+
cashRate: 0,
|
|
935
|
+
recoveryRate: 0,
|
|
936
|
+
recoveryRateForLong: 0,
|
|
937
|
+
recoveryRateForShort: 0,
|
|
938
|
+
marketBid: 0,
|
|
939
|
+
marketOffer: 0,
|
|
940
|
+
shortSaleMinPrice: 0,
|
|
941
|
+
previousClosingPrice: 0,
|
|
942
|
+
thresholdLimitPriceBanding: 0,
|
|
943
|
+
dailyFinancingValue: 0,
|
|
944
|
+
accruedFinancingValue: 0,
|
|
945
|
+
twap: 0
|
|
946
|
+
};
|
|
947
|
+
for (const entry of entries) {
|
|
948
|
+
const entryType = entry.MDEntryType;
|
|
949
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
950
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
951
|
+
switch (entryType) {
|
|
952
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
953
|
+
data.bid = price;
|
|
954
|
+
break;
|
|
955
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
956
|
+
data.offer = price;
|
|
957
|
+
break;
|
|
958
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
959
|
+
data.trade = price;
|
|
960
|
+
break;
|
|
961
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
962
|
+
data.indexValue = price;
|
|
963
|
+
break;
|
|
964
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
965
|
+
data.openingPrice = price;
|
|
966
|
+
break;
|
|
967
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
968
|
+
data.closingPrice = price;
|
|
969
|
+
break;
|
|
970
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
971
|
+
data.settlementPrice = price;
|
|
972
|
+
break;
|
|
973
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
974
|
+
data.tradingSessionHighPrice = price;
|
|
975
|
+
break;
|
|
976
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
977
|
+
data.tradingSessionLowPrice = price;
|
|
978
|
+
break;
|
|
979
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
980
|
+
data.vwap = price;
|
|
981
|
+
break;
|
|
982
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
983
|
+
data.imbalance = size;
|
|
984
|
+
break;
|
|
985
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
986
|
+
data.volume = size;
|
|
987
|
+
break;
|
|
988
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
989
|
+
data.openInterest = size;
|
|
990
|
+
break;
|
|
991
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
992
|
+
data.compositeUnderlyingPrice = price;
|
|
993
|
+
break;
|
|
994
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
995
|
+
data.simulatedSellPrice = price;
|
|
996
|
+
break;
|
|
997
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
998
|
+
data.simulatedBuyPrice = price;
|
|
999
|
+
break;
|
|
1000
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1001
|
+
data.marginRate = price;
|
|
1002
|
+
break;
|
|
1003
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1004
|
+
data.midPrice = price;
|
|
1005
|
+
break;
|
|
1006
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1007
|
+
data.emptyBook = 1;
|
|
1008
|
+
break;
|
|
1009
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1010
|
+
data.settleHighPrice = price;
|
|
1011
|
+
break;
|
|
1012
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1013
|
+
data.settleLowPrice = price;
|
|
1014
|
+
break;
|
|
1015
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1016
|
+
data.priorSettlePrice = price;
|
|
1017
|
+
break;
|
|
1018
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1019
|
+
data.sessionHighBid = price;
|
|
1020
|
+
break;
|
|
1021
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1022
|
+
data.sessionLowOffer = price;
|
|
1023
|
+
break;
|
|
1024
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1025
|
+
data.earlyPrices = price;
|
|
1026
|
+
break;
|
|
1027
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1028
|
+
data.auctionClearingPrice = price;
|
|
1029
|
+
break;
|
|
1030
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1031
|
+
data.swapValueFactor = price;
|
|
1032
|
+
break;
|
|
1033
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1034
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1035
|
+
break;
|
|
1036
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1037
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1038
|
+
break;
|
|
1039
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1040
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1041
|
+
break;
|
|
1042
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1043
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1044
|
+
break;
|
|
1045
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1046
|
+
data.fixingPrice = price;
|
|
1047
|
+
break;
|
|
1048
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1049
|
+
data.cashRate = price;
|
|
1050
|
+
break;
|
|
1051
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1052
|
+
data.recoveryRate = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1055
|
+
data.recoveryRateForLong = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1058
|
+
data.recoveryRateForShort = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1061
|
+
data.marketBid = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1064
|
+
data.marketOffer = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1067
|
+
data.shortSaleMinPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1070
|
+
data.previousClosingPrice = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1073
|
+
data.thresholdLimitPriceBanding = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1076
|
+
data.dailyFinancingValue = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1079
|
+
data.accruedFinancingValue = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1082
|
+
data.twap = price;
|
|
1083
|
+
break;
|
|
1084
|
+
}
|
|
1085
|
+
}
|
|
1086
|
+
data.spread = data.offer - data.bid;
|
|
1087
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1088
|
+
marketDataPrices.set(symbol, []);
|
|
1089
|
+
}
|
|
1090
|
+
const prices = marketDataPrices.get(symbol);
|
|
1091
|
+
prices.push(data);
|
|
1092
|
+
if (prices.length > maxPriceHistory) {
|
|
1093
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1094
|
+
}
|
|
1095
|
+
onPriceUpdate?.(symbol, data);
|
|
1096
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1097
|
+
if (mdReqID) {
|
|
1098
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1099
|
+
if (callback) {
|
|
1100
|
+
callback(message);
|
|
1101
|
+
pendingRequests.delete(mdReqID);
|
|
1102
|
+
}
|
|
1103
|
+
}
|
|
1104
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1105
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1106
|
+
const callback = pendingRequests.get(reqId);
|
|
1107
|
+
if (callback) {
|
|
1108
|
+
callback(message);
|
|
1109
|
+
pendingRequests.delete(reqId);
|
|
1110
|
+
}
|
|
1111
|
+
}
|
|
1112
|
+
}
|
|
1113
|
+
|
|
1114
|
+
// src/MCPRemote.ts
|
|
1115
|
+
var transports = {};
|
|
1116
|
+
function jsonSchemaToZod(schema) {
|
|
1117
|
+
if (schema.type === "object") {
|
|
1118
|
+
const shape = {};
|
|
1119
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1120
|
+
const propSchema = prop;
|
|
1121
|
+
if (propSchema.type === "string") {
|
|
1122
|
+
if (propSchema.enum) {
|
|
1123
|
+
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
1124
|
+
} else {
|
|
1125
|
+
shape[key] = import_zod.z.string();
|
|
1126
|
+
}
|
|
1127
|
+
} else if (propSchema.type === "number") {
|
|
1128
|
+
shape[key] = import_zod.z.number();
|
|
1129
|
+
} else if (propSchema.type === "boolean") {
|
|
1130
|
+
shape[key] = import_zod.z.boolean();
|
|
1131
|
+
} else if (propSchema.type === "array") {
|
|
1132
|
+
if (propSchema.items.type === "string") {
|
|
1133
|
+
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
1134
|
+
} else if (propSchema.items.type === "number") {
|
|
1135
|
+
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
1136
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1137
|
+
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
1138
|
+
} else {
|
|
1139
|
+
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
1140
|
+
}
|
|
1141
|
+
} else {
|
|
1142
|
+
shape[key] = import_zod.z.any();
|
|
1143
|
+
}
|
|
1144
|
+
}
|
|
1145
|
+
return shape;
|
|
1146
|
+
}
|
|
1147
|
+
return {};
|
|
1148
|
+
}
|
|
1149
|
+
var MCPRemote = class extends MCPBase {
|
|
1150
|
+
/**
|
|
1151
|
+
* Port number the server will listen on.
|
|
1152
|
+
* @private
|
|
1153
|
+
*/
|
|
1154
|
+
port;
|
|
50
1155
|
/**
|
|
51
1156
|
* Node.js HTTP server instance created internally.
|
|
52
1157
|
* @private
|
|
53
1158
|
*/
|
|
54
|
-
|
|
1159
|
+
httpServer;
|
|
55
1160
|
/**
|
|
56
1161
|
* MCP server instance handling MCP protocol logic.
|
|
57
1162
|
* @private
|
|
@@ -61,90 +1166,74 @@ var MCPRemote = class {
|
|
|
61
1166
|
* Optional name of the plugin/server instance.
|
|
62
1167
|
* @private
|
|
63
1168
|
*/
|
|
64
|
-
|
|
1169
|
+
serverName;
|
|
65
1170
|
/**
|
|
66
1171
|
* Optional version string of the plugin/server.
|
|
67
1172
|
* @private
|
|
68
1173
|
*/
|
|
69
|
-
|
|
1174
|
+
serverVersion;
|
|
70
1175
|
/**
|
|
71
|
-
*
|
|
1176
|
+
* Map to store verified orders before execution
|
|
72
1177
|
* @private
|
|
73
1178
|
*/
|
|
74
|
-
|
|
1179
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
75
1180
|
/**
|
|
76
|
-
*
|
|
77
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
-
* FIX Message is received.
|
|
1181
|
+
* Map to store pending requests and their callbacks
|
|
79
1182
|
* @private
|
|
80
|
-
* @type {Map<string, (data: Message) => void>}
|
|
81
1183
|
*/
|
|
82
1184
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1185
|
+
/**
|
|
1186
|
+
* Map to store market data prices for each symbol
|
|
1187
|
+
* @private
|
|
1188
|
+
*/
|
|
1189
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1190
|
+
/**
|
|
1191
|
+
* Maximum number of price history entries to keep per symbol
|
|
1192
|
+
* @private
|
|
1193
|
+
*/
|
|
1194
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
83
1195
|
constructor({ port, logger, onReady }) {
|
|
1196
|
+
super({ logger, onReady });
|
|
84
1197
|
this.port = port;
|
|
85
|
-
if (logger) this.logger = logger;
|
|
86
|
-
if (onReady) this.onReady = onReady;
|
|
87
1198
|
}
|
|
88
1199
|
async register(parser) {
|
|
89
1200
|
this.parser = parser;
|
|
90
|
-
this.parser.addOnMessageCallback((message) => {
|
|
91
|
-
this.logger?.log({
|
|
92
|
-
level: "info",
|
|
93
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
-
});
|
|
95
|
-
const msgType = message.messageType;
|
|
96
|
-
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
-
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
-
if (idField) {
|
|
99
|
-
const id = idField.value;
|
|
100
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
-
const callback = this.pendingRequests.get(String(id));
|
|
102
|
-
if (callback) {
|
|
103
|
-
callback(message);
|
|
104
|
-
this.pendingRequests.delete(String(id));
|
|
105
|
-
}
|
|
106
|
-
}
|
|
107
|
-
}
|
|
108
|
-
}
|
|
109
|
-
});
|
|
110
1201
|
this.logger = parser.logger;
|
|
111
1202
|
this.logger?.log({
|
|
112
1203
|
level: "info",
|
|
113
1204
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
114
1205
|
});
|
|
115
|
-
this.
|
|
1206
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1207
|
+
if (this.parser) {
|
|
1208
|
+
handleMessage(
|
|
1209
|
+
message,
|
|
1210
|
+
this.parser,
|
|
1211
|
+
this.pendingRequests,
|
|
1212
|
+
this.marketDataPrices,
|
|
1213
|
+
this.MAX_PRICE_HISTORY
|
|
1214
|
+
);
|
|
1215
|
+
}
|
|
1216
|
+
});
|
|
1217
|
+
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
1218
|
+
this.logger?.log({
|
|
1219
|
+
level: "info",
|
|
1220
|
+
message: `Incoming request: ${req.method} ${req.url}`
|
|
1221
|
+
});
|
|
116
1222
|
if (!req.url || !req.method) {
|
|
1223
|
+
this.logger?.log({
|
|
1224
|
+
level: "error",
|
|
1225
|
+
message: "Invalid request: missing URL or method"
|
|
1226
|
+
});
|
|
117
1227
|
res.writeHead(400);
|
|
118
1228
|
res.end("Bad Request");
|
|
119
1229
|
return;
|
|
120
1230
|
}
|
|
121
|
-
|
|
122
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
-
const config = {
|
|
124
|
-
issuer: "https://accounts.google.com",
|
|
125
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
-
response_types_supported: [
|
|
129
|
-
"code",
|
|
130
|
-
"token",
|
|
131
|
-
"id_token",
|
|
132
|
-
"code token",
|
|
133
|
-
"code id_token",
|
|
134
|
-
"token id_token",
|
|
135
|
-
"code token id_token"
|
|
136
|
-
],
|
|
137
|
-
subject_types_supported: ["public"],
|
|
138
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
-
};
|
|
142
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
-
res.end(JSON.stringify(config));
|
|
144
|
-
return;
|
|
145
|
-
}
|
|
146
|
-
if (url.pathname === "/") {
|
|
1231
|
+
if (req.url === "/mcp") {
|
|
147
1232
|
const sessionId = req.headers["mcp-session-id"];
|
|
1233
|
+
this.logger?.log({
|
|
1234
|
+
level: "info",
|
|
1235
|
+
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1236
|
+
});
|
|
148
1237
|
if (req.method === "POST") {
|
|
149
1238
|
const bodyChunks = [];
|
|
150
1239
|
req.on("data", (chunk) => {
|
|
@@ -155,33 +1244,61 @@ var MCPRemote = class {
|
|
|
155
1244
|
const body = Buffer.concat(bodyChunks).toString();
|
|
156
1245
|
try {
|
|
157
1246
|
parsed = JSON.parse(body);
|
|
1247
|
+
this.logger?.log({
|
|
1248
|
+
level: "info",
|
|
1249
|
+
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1250
|
+
});
|
|
158
1251
|
} catch (err) {
|
|
1252
|
+
this.logger?.log({
|
|
1253
|
+
level: "error",
|
|
1254
|
+
message: `Failed to parse JSON body: ${err}`
|
|
1255
|
+
});
|
|
159
1256
|
res.writeHead(400);
|
|
160
1257
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
161
1258
|
return;
|
|
162
1259
|
}
|
|
163
1260
|
let transport;
|
|
164
1261
|
if (sessionId && transports[sessionId]) {
|
|
1262
|
+
this.logger?.log({
|
|
1263
|
+
level: "info",
|
|
1264
|
+
message: `Using existing transport for session: ${sessionId}`
|
|
1265
|
+
});
|
|
165
1266
|
transport = transports[sessionId];
|
|
166
1267
|
} else if (!sessionId && req.method === "POST" && (0, import_types.isInitializeRequest)(parsed)) {
|
|
1268
|
+
this.logger?.log({
|
|
1269
|
+
level: "info",
|
|
1270
|
+
message: "Creating new transport for initialization request"
|
|
1271
|
+
});
|
|
167
1272
|
transport = new import_streamableHttp.StreamableHTTPServerTransport({
|
|
168
1273
|
sessionIdGenerator: () => (0, import_node_crypto.randomUUID)(),
|
|
169
1274
|
onsessioninitialized: (sessionId2) => {
|
|
1275
|
+
this.logger?.log({
|
|
1276
|
+
level: "info",
|
|
1277
|
+
message: `New session initialized: ${sessionId2}`
|
|
1278
|
+
});
|
|
170
1279
|
transports[sessionId2] = transport;
|
|
171
1280
|
}
|
|
172
1281
|
});
|
|
173
1282
|
transport.onclose = () => {
|
|
174
1283
|
if (transport.sessionId) {
|
|
1284
|
+
this.logger?.log({
|
|
1285
|
+
level: "info",
|
|
1286
|
+
message: `Session closed: ${transport.sessionId}`
|
|
1287
|
+
});
|
|
175
1288
|
delete transports[transport.sessionId];
|
|
176
1289
|
}
|
|
177
1290
|
};
|
|
178
1291
|
this.mcpServer = new import_mcp.McpServer({
|
|
179
|
-
name: this.
|
|
180
|
-
version: this.
|
|
1292
|
+
name: this.serverName || "FIXParser",
|
|
1293
|
+
version: this.serverVersion || "1.0.0"
|
|
181
1294
|
});
|
|
182
|
-
this.
|
|
1295
|
+
this.setupTools();
|
|
183
1296
|
await this.mcpServer.connect(transport);
|
|
184
1297
|
} else {
|
|
1298
|
+
this.logger?.log({
|
|
1299
|
+
level: "error",
|
|
1300
|
+
message: "Invalid request: No valid session ID provided"
|
|
1301
|
+
});
|
|
185
1302
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
186
1303
|
res.end(
|
|
187
1304
|
JSON.stringify({
|
|
@@ -195,26 +1312,62 @@ var MCPRemote = class {
|
|
|
195
1312
|
);
|
|
196
1313
|
return;
|
|
197
1314
|
}
|
|
198
|
-
|
|
1315
|
+
try {
|
|
1316
|
+
await transport.handleRequest(req, res, parsed);
|
|
1317
|
+
this.logger?.log({
|
|
1318
|
+
level: "info",
|
|
1319
|
+
message: "Request handled successfully"
|
|
1320
|
+
});
|
|
1321
|
+
} catch (error) {
|
|
1322
|
+
this.logger?.log({
|
|
1323
|
+
level: "error",
|
|
1324
|
+
message: `Error handling request: ${error}`
|
|
1325
|
+
});
|
|
1326
|
+
throw error;
|
|
1327
|
+
}
|
|
199
1328
|
});
|
|
200
1329
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
201
1330
|
if (!sessionId || !transports[sessionId]) {
|
|
1331
|
+
this.logger?.log({
|
|
1332
|
+
level: "error",
|
|
1333
|
+
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1334
|
+
});
|
|
202
1335
|
res.writeHead(400);
|
|
203
1336
|
res.end("Invalid or missing session ID");
|
|
204
1337
|
return;
|
|
205
1338
|
}
|
|
206
1339
|
const transport = transports[sessionId];
|
|
207
|
-
|
|
1340
|
+
try {
|
|
1341
|
+
await transport.handleRequest(req, res);
|
|
1342
|
+
this.logger?.log({
|
|
1343
|
+
level: "info",
|
|
1344
|
+
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1345
|
+
});
|
|
1346
|
+
} catch (error) {
|
|
1347
|
+
this.logger?.log({
|
|
1348
|
+
level: "error",
|
|
1349
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1350
|
+
});
|
|
1351
|
+
throw error;
|
|
1352
|
+
}
|
|
208
1353
|
} else {
|
|
1354
|
+
this.logger?.log({
|
|
1355
|
+
level: "error",
|
|
1356
|
+
message: `Method not allowed: ${req.method}`
|
|
1357
|
+
});
|
|
209
1358
|
res.writeHead(405);
|
|
210
1359
|
res.end("Method Not Allowed");
|
|
211
1360
|
}
|
|
212
|
-
|
|
1361
|
+
} else {
|
|
1362
|
+
this.logger?.log({
|
|
1363
|
+
level: "error",
|
|
1364
|
+
message: `Not found: ${req.url}`
|
|
1365
|
+
});
|
|
1366
|
+
res.writeHead(404);
|
|
1367
|
+
res.end("Not Found");
|
|
213
1368
|
}
|
|
214
|
-
res.writeHead(404);
|
|
215
|
-
res.end("Not Found");
|
|
216
1369
|
});
|
|
217
|
-
this.
|
|
1370
|
+
this.httpServer.listen(this.port, () => {
|
|
218
1371
|
this.logger?.log({
|
|
219
1372
|
level: "info",
|
|
220
1373
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -224,381 +1377,55 @@ var MCPRemote = class {
|
|
|
224
1377
|
this.onReady();
|
|
225
1378
|
}
|
|
226
1379
|
}
|
|
227
|
-
|
|
1380
|
+
setupTools() {
|
|
228
1381
|
if (!this.parser) {
|
|
229
1382
|
this.logger?.log({
|
|
230
1383
|
level: "error",
|
|
231
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1384
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
232
1385
|
});
|
|
233
1386
|
return;
|
|
234
1387
|
}
|
|
235
1388
|
if (!this.mcpServer) {
|
|
236
1389
|
this.logger?.log({
|
|
237
1390
|
level: "error",
|
|
238
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1391
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
239
1392
|
});
|
|
240
1393
|
return;
|
|
241
1394
|
}
|
|
242
|
-
|
|
243
|
-
|
|
244
|
-
|
|
245
|
-
|
|
246
|
-
|
|
247
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
-
this.logger?.log({
|
|
250
|
-
level: "error",
|
|
251
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
-
});
|
|
253
|
-
return {
|
|
254
|
-
isError: true,
|
|
255
|
-
content: [
|
|
256
|
-
{
|
|
257
|
-
type: "text",
|
|
258
|
-
text: "Error: Failed to parse FIX string"
|
|
259
|
-
}
|
|
260
|
-
]
|
|
261
|
-
};
|
|
262
|
-
}
|
|
263
|
-
return {
|
|
264
|
-
content: [
|
|
265
|
-
{
|
|
266
|
-
type: "text",
|
|
267
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
-
}
|
|
269
|
-
]
|
|
270
|
-
};
|
|
271
|
-
}
|
|
272
|
-
);
|
|
273
|
-
this.mcpServer.prompt(
|
|
274
|
-
"parse",
|
|
275
|
-
"Parses a FIX message and describes it in plain language",
|
|
276
|
-
{ fixString: import_zod.z.string() },
|
|
277
|
-
({ fixString }) => ({
|
|
278
|
-
messages: [
|
|
279
|
-
{
|
|
280
|
-
role: "user",
|
|
281
|
-
content: {
|
|
282
|
-
type: "text",
|
|
283
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
-
}
|
|
285
|
-
}
|
|
286
|
-
]
|
|
287
|
-
})
|
|
288
|
-
);
|
|
289
|
-
this.mcpServer.tool(
|
|
290
|
-
"parseToJSON",
|
|
291
|
-
"Parses a FIX message into JSON",
|
|
292
|
-
{ fixString: import_zod.z.string() },
|
|
293
|
-
async ({ fixString }) => {
|
|
294
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
-
this.logger?.log({
|
|
297
|
-
level: "error",
|
|
298
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
-
});
|
|
300
|
-
return {
|
|
301
|
-
isError: true,
|
|
302
|
-
content: [
|
|
303
|
-
{
|
|
304
|
-
type: "text",
|
|
305
|
-
text: "Error: Failed to parse FIX string"
|
|
306
|
-
}
|
|
307
|
-
]
|
|
308
|
-
};
|
|
309
|
-
}
|
|
310
|
-
return {
|
|
311
|
-
content: [
|
|
312
|
-
{
|
|
313
|
-
type: "text",
|
|
314
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
-
}
|
|
316
|
-
]
|
|
317
|
-
};
|
|
318
|
-
}
|
|
319
|
-
);
|
|
320
|
-
this.mcpServer.prompt(
|
|
321
|
-
"parseToJSON",
|
|
322
|
-
"Parses a FIX message into JSON",
|
|
323
|
-
{ fixString: import_zod.z.string() },
|
|
324
|
-
({ fixString }) => ({
|
|
325
|
-
messages: [
|
|
326
|
-
{
|
|
327
|
-
role: "user",
|
|
328
|
-
content: {
|
|
329
|
-
type: "text",
|
|
330
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
-
}
|
|
332
|
-
}
|
|
333
|
-
]
|
|
334
|
-
})
|
|
1395
|
+
const toolHandlers = createToolHandlers(
|
|
1396
|
+
this.parser,
|
|
1397
|
+
this.verifiedOrders,
|
|
1398
|
+
this.pendingRequests,
|
|
1399
|
+
this.marketDataPrices
|
|
335
1400
|
);
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
"B",
|
|
356
|
-
"C",
|
|
357
|
-
"D",
|
|
358
|
-
"E",
|
|
359
|
-
"F",
|
|
360
|
-
"G",
|
|
361
|
-
"H",
|
|
362
|
-
"I",
|
|
363
|
-
"J",
|
|
364
|
-
"K",
|
|
365
|
-
"L",
|
|
366
|
-
"M",
|
|
367
|
-
"P",
|
|
368
|
-
"Q",
|
|
369
|
-
"R",
|
|
370
|
-
"S"
|
|
371
|
-
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
-
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
-
// 1 = Buy, 2 = Sell...
|
|
374
|
-
symbol: import_zod.z.string(),
|
|
375
|
-
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
376
|
-
},
|
|
377
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
378
|
-
const response = new Promise((resolve) => {
|
|
379
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
-
});
|
|
381
|
-
const order = this.parser?.createMessage(
|
|
382
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
-
);
|
|
397
|
-
if (!this.parser?.connected) {
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "error",
|
|
400
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
-
});
|
|
402
|
-
return {
|
|
403
|
-
isError: true,
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: "Error: Not connected. Ignoring message."
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
this.parser?.send(order);
|
|
413
|
-
this.logger?.log({
|
|
414
|
-
level: "info",
|
|
415
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
-
});
|
|
417
|
-
const fixData = await response;
|
|
418
|
-
return {
|
|
419
|
-
content: [
|
|
420
|
-
{
|
|
421
|
-
type: "text",
|
|
422
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
423
|
-
}
|
|
424
|
-
]
|
|
425
|
-
};
|
|
426
|
-
}
|
|
427
|
-
);
|
|
428
|
-
this.mcpServer.prompt(
|
|
429
|
-
"newOrderSingle",
|
|
430
|
-
"Creates and sends a New Order Single",
|
|
431
|
-
{
|
|
432
|
-
clOrdID: import_zod.z.string(),
|
|
433
|
-
handlInst: import_zod.z.string(),
|
|
434
|
-
quantity: import_zod.z.string(),
|
|
435
|
-
price: import_zod.z.string(),
|
|
436
|
-
ordType: import_zod.z.string(),
|
|
437
|
-
side: import_zod.z.string(),
|
|
438
|
-
symbol: import_zod.z.string(),
|
|
439
|
-
timeInForce: import_zod.z.string()
|
|
440
|
-
},
|
|
441
|
-
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
-
messages: [
|
|
443
|
-
{
|
|
444
|
-
role: "user",
|
|
445
|
-
content: {
|
|
446
|
-
type: "text",
|
|
447
|
-
text: [
|
|
448
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
-
`- ClOrdID: ${clOrdID}`,
|
|
450
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
-
`- Quantity: ${quantity}`,
|
|
452
|
-
`- Price: ${price}`,
|
|
453
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
-
`- Side: ${side}`,
|
|
455
|
-
`- Symbol: ${symbol}`,
|
|
456
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
-
"",
|
|
458
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
-
].join("\n")
|
|
460
|
-
}
|
|
1401
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1402
|
+
this.mcpServer?.registerTool(
|
|
1403
|
+
name,
|
|
1404
|
+
{
|
|
1405
|
+
description,
|
|
1406
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1407
|
+
},
|
|
1408
|
+
async (args) => {
|
|
1409
|
+
const handler = toolHandlers[name];
|
|
1410
|
+
if (!handler) {
|
|
1411
|
+
return {
|
|
1412
|
+
content: [
|
|
1413
|
+
{
|
|
1414
|
+
type: "text",
|
|
1415
|
+
text: `Tool not found: ${name}`
|
|
1416
|
+
}
|
|
1417
|
+
],
|
|
1418
|
+
isError: true
|
|
1419
|
+
};
|
|
461
1420
|
}
|
|
462
|
-
|
|
463
|
-
})
|
|
464
|
-
);
|
|
465
|
-
this.mcpServer.tool(
|
|
466
|
-
"marketDataRequest",
|
|
467
|
-
"Sends a request for Market Data with the given symbol",
|
|
468
|
-
{
|
|
469
|
-
mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
|
|
470
|
-
// MDUpdateType.FullRefresh
|
|
471
|
-
symbol: import_zod.z.string(),
|
|
472
|
-
mdReqID: import_zod.z.string(),
|
|
473
|
-
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
474
|
-
mdEntryType: import_zod.z.enum([
|
|
475
|
-
"0",
|
|
476
|
-
"1",
|
|
477
|
-
"2",
|
|
478
|
-
"3",
|
|
479
|
-
"4",
|
|
480
|
-
"5",
|
|
481
|
-
"6",
|
|
482
|
-
"7",
|
|
483
|
-
"8",
|
|
484
|
-
"9",
|
|
485
|
-
"A",
|
|
486
|
-
"B",
|
|
487
|
-
"C",
|
|
488
|
-
"D",
|
|
489
|
-
"E",
|
|
490
|
-
"F",
|
|
491
|
-
"G",
|
|
492
|
-
"H",
|
|
493
|
-
"J",
|
|
494
|
-
"K",
|
|
495
|
-
"L",
|
|
496
|
-
"M",
|
|
497
|
-
"N",
|
|
498
|
-
"O",
|
|
499
|
-
"P",
|
|
500
|
-
"Q",
|
|
501
|
-
"S",
|
|
502
|
-
"R",
|
|
503
|
-
"T",
|
|
504
|
-
"U",
|
|
505
|
-
"V",
|
|
506
|
-
"W",
|
|
507
|
-
"X",
|
|
508
|
-
"Y",
|
|
509
|
-
"Z",
|
|
510
|
-
"a",
|
|
511
|
-
"b",
|
|
512
|
-
"c",
|
|
513
|
-
"d",
|
|
514
|
-
"e",
|
|
515
|
-
"g",
|
|
516
|
-
"h",
|
|
517
|
-
"i",
|
|
518
|
-
"t"
|
|
519
|
-
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
520
|
-
},
|
|
521
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
522
|
-
const response = new Promise((resolve) => {
|
|
523
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
524
|
-
});
|
|
525
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
526
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
527
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
528
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
539
|
-
);
|
|
540
|
-
if (!this.parser?.connected) {
|
|
541
|
-
this.logger?.log({
|
|
542
|
-
level: "error",
|
|
543
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
-
});
|
|
1421
|
+
const result = await handler(args);
|
|
545
1422
|
return {
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: "Error: Not connected. Ignoring message."
|
|
551
|
-
}
|
|
552
|
-
]
|
|
1423
|
+
content: result.content,
|
|
1424
|
+
isError: result.isError
|
|
553
1425
|
};
|
|
554
1426
|
}
|
|
555
|
-
|
|
556
|
-
|
|
557
|
-
level: "info",
|
|
558
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
-
});
|
|
560
|
-
const fixData = await response;
|
|
561
|
-
return {
|
|
562
|
-
content: [
|
|
563
|
-
{
|
|
564
|
-
type: "text",
|
|
565
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
-
}
|
|
567
|
-
]
|
|
568
|
-
};
|
|
569
|
-
}
|
|
570
|
-
);
|
|
571
|
-
this.mcpServer.prompt(
|
|
572
|
-
"marketDataRequest",
|
|
573
|
-
"Sends a request for Market Data with the given symbol",
|
|
574
|
-
{
|
|
575
|
-
mdUpdateType: import_zod.z.string(),
|
|
576
|
-
symbol: import_zod.z.string(),
|
|
577
|
-
mdReqID: import_zod.z.string(),
|
|
578
|
-
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
-
mdEntryType: import_zod.z.string()
|
|
580
|
-
},
|
|
581
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
-
messages: [
|
|
583
|
-
{
|
|
584
|
-
role: "user",
|
|
585
|
-
content: {
|
|
586
|
-
type: "text",
|
|
587
|
-
text: [
|
|
588
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
-
`- Symbol: ${symbol}`,
|
|
591
|
-
`- MDReqID: ${mdReqID}`,
|
|
592
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
-
"",
|
|
595
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
-
].join("\n")
|
|
597
|
-
}
|
|
598
|
-
}
|
|
599
|
-
]
|
|
600
|
-
})
|
|
601
|
-
);
|
|
1427
|
+
);
|
|
1428
|
+
});
|
|
602
1429
|
}
|
|
603
1430
|
};
|
|
604
1431
|
// Annotate the CommonJS export names for ESM import in node:
|