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/esm/MCPRemote.mjs
CHANGED
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@@ -5,38 +5,1124 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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9
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-
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-
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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8
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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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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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|
+
description: "Returns price history for a given symbol",
|
|
272
|
+
schema: {
|
|
273
|
+
type: "object",
|
|
274
|
+
properties: {
|
|
275
|
+
symbol: { type: "string" }
|
|
276
|
+
},
|
|
277
|
+
required: ["symbol"]
|
|
278
|
+
}
|
|
279
|
+
}
|
|
280
|
+
};
|
|
281
|
+
|
|
282
|
+
// src/tools/marketData.ts
|
|
283
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
+
import QuickChart from "quickchart-js";
|
|
285
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
+
return async (args) => {
|
|
287
|
+
try {
|
|
288
|
+
const response = new Promise((resolve) => {
|
|
289
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
290
|
+
});
|
|
291
|
+
const entryTypes = args.mdEntryTypes || [
|
|
292
|
+
MDEntryType.Bid,
|
|
293
|
+
MDEntryType.Offer,
|
|
294
|
+
MDEntryType.Trade,
|
|
295
|
+
MDEntryType.IndexValue,
|
|
296
|
+
MDEntryType.OpeningPrice,
|
|
297
|
+
MDEntryType.ClosingPrice,
|
|
298
|
+
MDEntryType.SettlementPrice,
|
|
299
|
+
MDEntryType.TradingSessionHighPrice,
|
|
300
|
+
MDEntryType.TradingSessionLowPrice,
|
|
301
|
+
MDEntryType.VWAP,
|
|
302
|
+
MDEntryType.Imbalance,
|
|
303
|
+
MDEntryType.TradeVolume,
|
|
304
|
+
MDEntryType.OpenInterest,
|
|
305
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
306
|
+
MDEntryType.SimulatedSellPrice,
|
|
307
|
+
MDEntryType.SimulatedBuyPrice,
|
|
308
|
+
MDEntryType.MarginRate,
|
|
309
|
+
MDEntryType.MidPrice,
|
|
310
|
+
MDEntryType.EmptyBook,
|
|
311
|
+
MDEntryType.SettleHighPrice,
|
|
312
|
+
MDEntryType.SettleLowPrice,
|
|
313
|
+
MDEntryType.PriorSettlePrice,
|
|
314
|
+
MDEntryType.SessionHighBid,
|
|
315
|
+
MDEntryType.SessionLowOffer,
|
|
316
|
+
MDEntryType.EarlyPrices,
|
|
317
|
+
MDEntryType.AuctionClearingPrice,
|
|
318
|
+
MDEntryType.SwapValueFactor,
|
|
319
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
320
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
321
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
322
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
323
|
+
MDEntryType.FixingPrice,
|
|
324
|
+
MDEntryType.CashRate,
|
|
325
|
+
MDEntryType.RecoveryRate,
|
|
326
|
+
MDEntryType.RecoveryRateForLong,
|
|
327
|
+
MDEntryType.RecoveryRateForShort,
|
|
328
|
+
MDEntryType.MarketBid,
|
|
329
|
+
MDEntryType.MarketOffer,
|
|
330
|
+
MDEntryType.ShortSaleMinPrice,
|
|
331
|
+
MDEntryType.PreviousClosingPrice,
|
|
332
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
333
|
+
MDEntryType.DailyFinancingValue,
|
|
334
|
+
MDEntryType.AccruedFinancingValue,
|
|
335
|
+
MDEntryType.TWAP
|
|
336
|
+
];
|
|
337
|
+
const messageFields = [
|
|
338
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
339
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
340
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
341
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
342
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
343
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
344
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
345
|
+
new Field(Fields.MarketDepth, 0),
|
|
346
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
347
|
+
];
|
|
348
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
349
|
+
args.symbols.forEach((symbol) => {
|
|
350
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
351
|
+
});
|
|
352
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
353
|
+
entryTypes.forEach((entryType) => {
|
|
354
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
355
|
+
});
|
|
356
|
+
const mdr = parser.createMessage(...messageFields);
|
|
357
|
+
if (!parser.connected) {
|
|
358
|
+
return {
|
|
359
|
+
content: [
|
|
360
|
+
{
|
|
361
|
+
type: "text",
|
|
362
|
+
text: "Error: Not connected. Ignoring message.",
|
|
363
|
+
uri: "marketDataRequest"
|
|
364
|
+
}
|
|
365
|
+
],
|
|
366
|
+
isError: true
|
|
367
|
+
};
|
|
368
|
+
}
|
|
369
|
+
parser.send(mdr);
|
|
370
|
+
const fixData = await response;
|
|
371
|
+
return {
|
|
372
|
+
content: [
|
|
373
|
+
{
|
|
374
|
+
type: "text",
|
|
375
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
376
|
+
uri: "marketDataRequest"
|
|
377
|
+
}
|
|
378
|
+
]
|
|
379
|
+
};
|
|
380
|
+
} catch (error) {
|
|
381
|
+
return {
|
|
382
|
+
content: [
|
|
383
|
+
{
|
|
384
|
+
type: "text",
|
|
385
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
386
|
+
uri: "marketDataRequest"
|
|
387
|
+
}
|
|
388
|
+
],
|
|
389
|
+
isError: true
|
|
390
|
+
};
|
|
391
|
+
}
|
|
392
|
+
};
|
|
393
|
+
};
|
|
394
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
395
|
+
return async (args) => {
|
|
396
|
+
try {
|
|
397
|
+
const symbol = args.symbol;
|
|
398
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
399
|
+
if (priceHistory.length === 0) {
|
|
400
|
+
return {
|
|
401
|
+
content: [
|
|
402
|
+
{
|
|
403
|
+
type: "text",
|
|
404
|
+
text: `No price data available for ${symbol}`,
|
|
405
|
+
uri: "getStockGraph"
|
|
406
|
+
}
|
|
407
|
+
]
|
|
408
|
+
};
|
|
409
|
+
}
|
|
410
|
+
const chart = new QuickChart();
|
|
411
|
+
chart.setWidth(1200);
|
|
412
|
+
chart.setHeight(600);
|
|
413
|
+
chart.setBackgroundColor("transparent");
|
|
414
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
415
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
416
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
417
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
418
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
419
|
+
const config = {
|
|
420
|
+
type: "line",
|
|
421
|
+
data: {
|
|
422
|
+
labels,
|
|
423
|
+
datasets: [
|
|
424
|
+
{
|
|
425
|
+
label: "Bid",
|
|
426
|
+
data: bidData,
|
|
427
|
+
borderColor: "#28a745",
|
|
428
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
429
|
+
fill: false,
|
|
430
|
+
tension: 0.4
|
|
431
|
+
},
|
|
432
|
+
{
|
|
433
|
+
label: "Offer",
|
|
434
|
+
data: offerData,
|
|
435
|
+
borderColor: "#dc3545",
|
|
436
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
437
|
+
fill: false,
|
|
438
|
+
tension: 0.4
|
|
439
|
+
},
|
|
440
|
+
{
|
|
441
|
+
label: "Spread",
|
|
442
|
+
data: spreadData,
|
|
443
|
+
borderColor: "#6c757d",
|
|
444
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
445
|
+
fill: false,
|
|
446
|
+
tension: 0.4
|
|
447
|
+
},
|
|
448
|
+
{
|
|
449
|
+
label: "Volume",
|
|
450
|
+
data: volumeData,
|
|
451
|
+
borderColor: "#007bff",
|
|
452
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
453
|
+
fill: true,
|
|
454
|
+
tension: 0.4
|
|
455
|
+
}
|
|
456
|
+
]
|
|
457
|
+
},
|
|
458
|
+
options: {
|
|
459
|
+
responsive: true,
|
|
460
|
+
plugins: {
|
|
461
|
+
title: {
|
|
462
|
+
display: true,
|
|
463
|
+
text: `${symbol} Market Data`
|
|
464
|
+
}
|
|
465
|
+
},
|
|
466
|
+
scales: {
|
|
467
|
+
y: {
|
|
468
|
+
beginAtZero: false
|
|
469
|
+
}
|
|
470
|
+
}
|
|
471
|
+
}
|
|
472
|
+
};
|
|
473
|
+
chart.setConfig(config);
|
|
474
|
+
const imageBuffer = await chart.toBinary();
|
|
475
|
+
const base64 = imageBuffer.toString("base64");
|
|
476
|
+
return {
|
|
477
|
+
content: [
|
|
478
|
+
{
|
|
479
|
+
type: "resource",
|
|
480
|
+
resource: {
|
|
481
|
+
uri: "resource://graph",
|
|
482
|
+
mimeType: "image/png",
|
|
483
|
+
blob: base64
|
|
484
|
+
}
|
|
485
|
+
}
|
|
486
|
+
]
|
|
487
|
+
};
|
|
488
|
+
} catch (error) {
|
|
489
|
+
return {
|
|
490
|
+
content: [
|
|
491
|
+
{
|
|
492
|
+
type: "text",
|
|
493
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
494
|
+
uri: "getStockGraph"
|
|
495
|
+
}
|
|
496
|
+
],
|
|
497
|
+
isError: true
|
|
498
|
+
};
|
|
499
|
+
}
|
|
500
|
+
};
|
|
501
|
+
};
|
|
502
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
503
|
+
return async (args) => {
|
|
504
|
+
try {
|
|
505
|
+
const symbol = args.symbol;
|
|
506
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
507
|
+
if (priceHistory.length === 0) {
|
|
508
|
+
return {
|
|
509
|
+
content: [
|
|
510
|
+
{
|
|
511
|
+
type: "text",
|
|
512
|
+
text: `No price data available for ${symbol}`,
|
|
513
|
+
uri: "getStockPriceHistory"
|
|
514
|
+
}
|
|
515
|
+
]
|
|
516
|
+
};
|
|
517
|
+
}
|
|
518
|
+
return {
|
|
519
|
+
content: [
|
|
520
|
+
{
|
|
521
|
+
type: "text",
|
|
522
|
+
text: JSON.stringify(
|
|
523
|
+
{
|
|
524
|
+
symbol,
|
|
525
|
+
count: priceHistory.length,
|
|
526
|
+
data: priceHistory.map((point) => ({
|
|
527
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
528
|
+
bid: point.bid,
|
|
529
|
+
offer: point.offer,
|
|
530
|
+
spread: point.spread,
|
|
531
|
+
volume: point.volume
|
|
532
|
+
}))
|
|
533
|
+
},
|
|
534
|
+
null,
|
|
535
|
+
2
|
|
536
|
+
),
|
|
537
|
+
uri: "getStockPriceHistory"
|
|
538
|
+
}
|
|
539
|
+
]
|
|
540
|
+
};
|
|
541
|
+
} catch (error) {
|
|
542
|
+
return {
|
|
543
|
+
content: [
|
|
544
|
+
{
|
|
545
|
+
type: "text",
|
|
546
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
547
|
+
uri: "getStockPriceHistory"
|
|
548
|
+
}
|
|
549
|
+
],
|
|
550
|
+
isError: true
|
|
551
|
+
};
|
|
552
|
+
}
|
|
553
|
+
};
|
|
554
|
+
};
|
|
555
|
+
|
|
556
|
+
// src/tools/order.ts
|
|
557
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
558
|
+
var ordTypeNames = {
|
|
559
|
+
"1": "Market",
|
|
560
|
+
"2": "Limit",
|
|
561
|
+
"3": "Stop",
|
|
562
|
+
"4": "StopLimit",
|
|
563
|
+
"5": "MarketOnClose",
|
|
564
|
+
"6": "WithOrWithout",
|
|
565
|
+
"7": "LimitOrBetter",
|
|
566
|
+
"8": "LimitWithOrWithout",
|
|
567
|
+
"9": "OnBasis",
|
|
568
|
+
A: "OnClose",
|
|
569
|
+
B: "LimitOnClose",
|
|
570
|
+
C: "ForexMarket",
|
|
571
|
+
D: "PreviouslyQuoted",
|
|
572
|
+
E: "PreviouslyIndicated",
|
|
573
|
+
F: "ForexLimit",
|
|
574
|
+
G: "ForexSwap",
|
|
575
|
+
H: "ForexPreviouslyQuoted",
|
|
576
|
+
I: "Funari",
|
|
577
|
+
J: "MarketIfTouched",
|
|
578
|
+
K: "MarketWithLeftOverAsLimit",
|
|
579
|
+
L: "PreviousFundValuationPoint",
|
|
580
|
+
M: "NextFundValuationPoint",
|
|
581
|
+
P: "Pegged",
|
|
582
|
+
Q: "CounterOrderSelection",
|
|
583
|
+
R: "StopOnBidOrOffer",
|
|
584
|
+
S: "StopLimitOnBidOrOffer"
|
|
585
|
+
};
|
|
586
|
+
var sideNames = {
|
|
587
|
+
"1": "Buy",
|
|
588
|
+
"2": "Sell",
|
|
589
|
+
"3": "BuyMinus",
|
|
590
|
+
"4": "SellPlus",
|
|
591
|
+
"5": "SellShort",
|
|
592
|
+
"6": "SellShortExempt",
|
|
593
|
+
"7": "Undisclosed",
|
|
594
|
+
"8": "Cross",
|
|
595
|
+
"9": "CrossShort",
|
|
596
|
+
A: "CrossShortExempt",
|
|
597
|
+
B: "AsDefined",
|
|
598
|
+
C: "Opposite",
|
|
599
|
+
D: "Subscribe",
|
|
600
|
+
E: "Redeem",
|
|
601
|
+
F: "Lend",
|
|
602
|
+
G: "Borrow",
|
|
603
|
+
H: "SellUndisclosed"
|
|
604
|
+
};
|
|
605
|
+
var timeInForceNames = {
|
|
606
|
+
"0": "Day",
|
|
607
|
+
"1": "GoodTillCancel",
|
|
608
|
+
"2": "AtTheOpening",
|
|
609
|
+
"3": "ImmediateOrCancel",
|
|
610
|
+
"4": "FillOrKill",
|
|
611
|
+
"5": "GoodTillCrossing",
|
|
612
|
+
"6": "GoodTillDate",
|
|
613
|
+
"7": "AtTheClose",
|
|
614
|
+
"8": "GoodThroughCrossing",
|
|
615
|
+
"9": "AtCrossing",
|
|
616
|
+
A: "GoodForTime",
|
|
617
|
+
B: "GoodForAuction",
|
|
618
|
+
C: "GoodForMonth"
|
|
619
|
+
};
|
|
620
|
+
var handlInstNames = {
|
|
621
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
622
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
623
|
+
"3": "ManualOrder"
|
|
624
|
+
};
|
|
625
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
verifiedOrders.set(args.clOrdID, {
|
|
629
|
+
clOrdID: args.clOrdID,
|
|
630
|
+
handlInst: args.handlInst,
|
|
631
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
632
|
+
price: Number.parseFloat(String(args.price)),
|
|
633
|
+
ordType: args.ordType,
|
|
634
|
+
side: args.side,
|
|
635
|
+
symbol: args.symbol,
|
|
636
|
+
timeInForce: args.timeInForce
|
|
637
|
+
});
|
|
638
|
+
return {
|
|
639
|
+
content: [
|
|
640
|
+
{
|
|
641
|
+
type: "text",
|
|
642
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
643
|
+
|
|
644
|
+
Parameters verified:
|
|
645
|
+
- ClOrdID: ${args.clOrdID}
|
|
646
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
647
|
+
- Quantity: ${args.quantity}
|
|
648
|
+
- Price: ${args.price}
|
|
649
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
650
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
651
|
+
- Symbol: ${args.symbol}
|
|
652
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
653
|
+
|
|
654
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
655
|
+
uri: "verifyOrder"
|
|
656
|
+
}
|
|
657
|
+
]
|
|
658
|
+
};
|
|
659
|
+
} catch (error) {
|
|
660
|
+
return {
|
|
661
|
+
content: [
|
|
662
|
+
{
|
|
663
|
+
type: "text",
|
|
664
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
665
|
+
uri: "verifyOrder"
|
|
666
|
+
}
|
|
667
|
+
],
|
|
668
|
+
isError: true
|
|
669
|
+
};
|
|
670
|
+
}
|
|
671
|
+
};
|
|
672
|
+
};
|
|
673
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
674
|
+
return async (args) => {
|
|
675
|
+
try {
|
|
676
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
677
|
+
if (!verifiedOrder) {
|
|
678
|
+
return {
|
|
679
|
+
content: [
|
|
680
|
+
{
|
|
681
|
+
type: "text",
|
|
682
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
683
|
+
uri: "executeOrder"
|
|
684
|
+
}
|
|
685
|
+
],
|
|
686
|
+
isError: true
|
|
687
|
+
};
|
|
688
|
+
}
|
|
689
|
+
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) {
|
|
690
|
+
return {
|
|
691
|
+
content: [
|
|
692
|
+
{
|
|
693
|
+
type: "text",
|
|
694
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
695
|
+
uri: "executeOrder"
|
|
696
|
+
}
|
|
697
|
+
],
|
|
698
|
+
isError: true
|
|
699
|
+
};
|
|
700
|
+
}
|
|
701
|
+
const response = new Promise((resolve) => {
|
|
702
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
703
|
+
});
|
|
704
|
+
const order = parser.createMessage(
|
|
705
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
706
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
707
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
708
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
709
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
710
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
711
|
+
new Field2(Fields2.Side, args.side),
|
|
712
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
713
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
714
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
715
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
716
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
717
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
718
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
719
|
+
);
|
|
720
|
+
if (!parser.connected) {
|
|
721
|
+
return {
|
|
722
|
+
content: [
|
|
723
|
+
{
|
|
724
|
+
type: "text",
|
|
725
|
+
text: "Error: Not connected. Ignoring message.",
|
|
726
|
+
uri: "executeOrder"
|
|
727
|
+
}
|
|
728
|
+
],
|
|
729
|
+
isError: true
|
|
730
|
+
};
|
|
731
|
+
}
|
|
732
|
+
parser.send(order);
|
|
733
|
+
const fixData = await response;
|
|
734
|
+
verifiedOrders.delete(args.clOrdID);
|
|
735
|
+
return {
|
|
736
|
+
content: [
|
|
737
|
+
{
|
|
738
|
+
type: "text",
|
|
739
|
+
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
740
|
+
uri: "executeOrder"
|
|
741
|
+
}
|
|
742
|
+
]
|
|
743
|
+
};
|
|
744
|
+
} catch (error) {
|
|
745
|
+
return {
|
|
746
|
+
content: [
|
|
747
|
+
{
|
|
748
|
+
type: "text",
|
|
749
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
750
|
+
uri: "executeOrder"
|
|
751
|
+
}
|
|
752
|
+
],
|
|
753
|
+
isError: true
|
|
754
|
+
};
|
|
755
|
+
}
|
|
756
|
+
};
|
|
757
|
+
};
|
|
758
|
+
|
|
759
|
+
// src/tools/parse.ts
|
|
760
|
+
var createParseHandler = (parser) => {
|
|
761
|
+
return async (args) => {
|
|
762
|
+
try {
|
|
763
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
764
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
765
|
+
return {
|
|
766
|
+
content: [
|
|
767
|
+
{
|
|
768
|
+
type: "text",
|
|
769
|
+
text: "Error: Failed to parse FIX string",
|
|
770
|
+
uri: "parse"
|
|
771
|
+
}
|
|
772
|
+
],
|
|
773
|
+
isError: true
|
|
774
|
+
};
|
|
775
|
+
}
|
|
776
|
+
return {
|
|
777
|
+
content: [
|
|
778
|
+
{
|
|
779
|
+
type: "text",
|
|
780
|
+
text: `${parsedMessage[0].description}
|
|
781
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
782
|
+
uri: "parse"
|
|
783
|
+
}
|
|
784
|
+
]
|
|
785
|
+
};
|
|
786
|
+
} catch (error) {
|
|
787
|
+
return {
|
|
788
|
+
content: [
|
|
789
|
+
{
|
|
790
|
+
type: "text",
|
|
791
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
792
|
+
uri: "parse"
|
|
793
|
+
}
|
|
794
|
+
],
|
|
795
|
+
isError: true
|
|
796
|
+
};
|
|
797
|
+
}
|
|
798
|
+
};
|
|
799
|
+
};
|
|
800
|
+
|
|
801
|
+
// src/tools/parseToJSON.ts
|
|
802
|
+
var createParseToJSONHandler = (parser) => {
|
|
803
|
+
return async (args) => {
|
|
804
|
+
try {
|
|
805
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
806
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
807
|
+
return {
|
|
808
|
+
content: [
|
|
809
|
+
{
|
|
810
|
+
type: "text",
|
|
811
|
+
text: "Error: Failed to parse FIX string",
|
|
812
|
+
uri: "parseToJSON"
|
|
813
|
+
}
|
|
814
|
+
],
|
|
815
|
+
isError: true
|
|
816
|
+
};
|
|
817
|
+
}
|
|
818
|
+
return {
|
|
819
|
+
content: [
|
|
820
|
+
{
|
|
821
|
+
type: "text",
|
|
822
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
823
|
+
uri: "parseToJSON"
|
|
824
|
+
}
|
|
825
|
+
]
|
|
826
|
+
};
|
|
827
|
+
} catch (error) {
|
|
828
|
+
return {
|
|
829
|
+
content: [
|
|
830
|
+
{
|
|
831
|
+
type: "text",
|
|
832
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
833
|
+
uri: "parseToJSON"
|
|
834
|
+
}
|
|
835
|
+
],
|
|
836
|
+
isError: true
|
|
837
|
+
};
|
|
838
|
+
}
|
|
839
|
+
};
|
|
840
|
+
};
|
|
841
|
+
|
|
842
|
+
// src/tools/index.ts
|
|
843
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
844
|
+
parse: createParseHandler(parser),
|
|
845
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
846
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
847
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
848
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
849
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
850
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
851
|
+
});
|
|
852
|
+
|
|
853
|
+
// src/utils/messageHandler.ts
|
|
854
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
855
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
856
|
+
parser.logger.log({
|
|
857
|
+
level: "info",
|
|
858
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
859
|
+
});
|
|
860
|
+
const msgType = message.messageType;
|
|
861
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
862
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
863
|
+
const fixJson = message.toFIXJSON();
|
|
864
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
865
|
+
const data = {
|
|
866
|
+
timestamp: Date.now(),
|
|
867
|
+
bid: 0,
|
|
868
|
+
offer: 0,
|
|
869
|
+
spread: 0,
|
|
870
|
+
volume: 0,
|
|
871
|
+
trade: 0,
|
|
872
|
+
indexValue: 0,
|
|
873
|
+
openingPrice: 0,
|
|
874
|
+
closingPrice: 0,
|
|
875
|
+
settlementPrice: 0,
|
|
876
|
+
tradingSessionHighPrice: 0,
|
|
877
|
+
tradingSessionLowPrice: 0,
|
|
878
|
+
vwap: 0,
|
|
879
|
+
imbalance: 0,
|
|
880
|
+
openInterest: 0,
|
|
881
|
+
compositeUnderlyingPrice: 0,
|
|
882
|
+
simulatedSellPrice: 0,
|
|
883
|
+
simulatedBuyPrice: 0,
|
|
884
|
+
marginRate: 0,
|
|
885
|
+
midPrice: 0,
|
|
886
|
+
emptyBook: 0,
|
|
887
|
+
settleHighPrice: 0,
|
|
888
|
+
settleLowPrice: 0,
|
|
889
|
+
priorSettlePrice: 0,
|
|
890
|
+
sessionHighBid: 0,
|
|
891
|
+
sessionLowOffer: 0,
|
|
892
|
+
earlyPrices: 0,
|
|
893
|
+
auctionClearingPrice: 0,
|
|
894
|
+
swapValueFactor: 0,
|
|
895
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
896
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
897
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
898
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
899
|
+
fixingPrice: 0,
|
|
900
|
+
cashRate: 0,
|
|
901
|
+
recoveryRate: 0,
|
|
902
|
+
recoveryRateForLong: 0,
|
|
903
|
+
recoveryRateForShort: 0,
|
|
904
|
+
marketBid: 0,
|
|
905
|
+
marketOffer: 0,
|
|
906
|
+
shortSaleMinPrice: 0,
|
|
907
|
+
previousClosingPrice: 0,
|
|
908
|
+
thresholdLimitPriceBanding: 0,
|
|
909
|
+
dailyFinancingValue: 0,
|
|
910
|
+
accruedFinancingValue: 0,
|
|
911
|
+
twap: 0
|
|
912
|
+
};
|
|
913
|
+
for (const entry of entries) {
|
|
914
|
+
const entryType = entry.MDEntryType;
|
|
915
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
916
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
917
|
+
switch (entryType) {
|
|
918
|
+
case MDEntryType2.Bid:
|
|
919
|
+
data.bid = price;
|
|
920
|
+
break;
|
|
921
|
+
case MDEntryType2.Offer:
|
|
922
|
+
data.offer = price;
|
|
923
|
+
break;
|
|
924
|
+
case MDEntryType2.Trade:
|
|
925
|
+
data.trade = price;
|
|
926
|
+
break;
|
|
927
|
+
case MDEntryType2.IndexValue:
|
|
928
|
+
data.indexValue = price;
|
|
929
|
+
break;
|
|
930
|
+
case MDEntryType2.OpeningPrice:
|
|
931
|
+
data.openingPrice = price;
|
|
932
|
+
break;
|
|
933
|
+
case MDEntryType2.ClosingPrice:
|
|
934
|
+
data.closingPrice = price;
|
|
935
|
+
break;
|
|
936
|
+
case MDEntryType2.SettlementPrice:
|
|
937
|
+
data.settlementPrice = price;
|
|
938
|
+
break;
|
|
939
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
940
|
+
data.tradingSessionHighPrice = price;
|
|
941
|
+
break;
|
|
942
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
943
|
+
data.tradingSessionLowPrice = price;
|
|
944
|
+
break;
|
|
945
|
+
case MDEntryType2.VWAP:
|
|
946
|
+
data.vwap = price;
|
|
947
|
+
break;
|
|
948
|
+
case MDEntryType2.Imbalance:
|
|
949
|
+
data.imbalance = size;
|
|
950
|
+
break;
|
|
951
|
+
case MDEntryType2.TradeVolume:
|
|
952
|
+
data.volume = size;
|
|
953
|
+
break;
|
|
954
|
+
case MDEntryType2.OpenInterest:
|
|
955
|
+
data.openInterest = size;
|
|
956
|
+
break;
|
|
957
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
958
|
+
data.compositeUnderlyingPrice = price;
|
|
959
|
+
break;
|
|
960
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
961
|
+
data.simulatedSellPrice = price;
|
|
962
|
+
break;
|
|
963
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
964
|
+
data.simulatedBuyPrice = price;
|
|
965
|
+
break;
|
|
966
|
+
case MDEntryType2.MarginRate:
|
|
967
|
+
data.marginRate = price;
|
|
968
|
+
break;
|
|
969
|
+
case MDEntryType2.MidPrice:
|
|
970
|
+
data.midPrice = price;
|
|
971
|
+
break;
|
|
972
|
+
case MDEntryType2.EmptyBook:
|
|
973
|
+
data.emptyBook = 1;
|
|
974
|
+
break;
|
|
975
|
+
case MDEntryType2.SettleHighPrice:
|
|
976
|
+
data.settleHighPrice = price;
|
|
977
|
+
break;
|
|
978
|
+
case MDEntryType2.SettleLowPrice:
|
|
979
|
+
data.settleLowPrice = price;
|
|
980
|
+
break;
|
|
981
|
+
case MDEntryType2.PriorSettlePrice:
|
|
982
|
+
data.priorSettlePrice = price;
|
|
983
|
+
break;
|
|
984
|
+
case MDEntryType2.SessionHighBid:
|
|
985
|
+
data.sessionHighBid = price;
|
|
986
|
+
break;
|
|
987
|
+
case MDEntryType2.SessionLowOffer:
|
|
988
|
+
data.sessionLowOffer = price;
|
|
989
|
+
break;
|
|
990
|
+
case MDEntryType2.EarlyPrices:
|
|
991
|
+
data.earlyPrices = price;
|
|
992
|
+
break;
|
|
993
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
994
|
+
data.auctionClearingPrice = price;
|
|
995
|
+
break;
|
|
996
|
+
case MDEntryType2.SwapValueFactor:
|
|
997
|
+
data.swapValueFactor = price;
|
|
998
|
+
break;
|
|
999
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1000
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1001
|
+
break;
|
|
1002
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1003
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1004
|
+
break;
|
|
1005
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1006
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1007
|
+
break;
|
|
1008
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1009
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1010
|
+
break;
|
|
1011
|
+
case MDEntryType2.FixingPrice:
|
|
1012
|
+
data.fixingPrice = price;
|
|
1013
|
+
break;
|
|
1014
|
+
case MDEntryType2.CashRate:
|
|
1015
|
+
data.cashRate = price;
|
|
1016
|
+
break;
|
|
1017
|
+
case MDEntryType2.RecoveryRate:
|
|
1018
|
+
data.recoveryRate = price;
|
|
1019
|
+
break;
|
|
1020
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1021
|
+
data.recoveryRateForLong = price;
|
|
1022
|
+
break;
|
|
1023
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1024
|
+
data.recoveryRateForShort = price;
|
|
1025
|
+
break;
|
|
1026
|
+
case MDEntryType2.MarketBid:
|
|
1027
|
+
data.marketBid = price;
|
|
1028
|
+
break;
|
|
1029
|
+
case MDEntryType2.MarketOffer:
|
|
1030
|
+
data.marketOffer = price;
|
|
1031
|
+
break;
|
|
1032
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1033
|
+
data.shortSaleMinPrice = price;
|
|
1034
|
+
break;
|
|
1035
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1036
|
+
data.previousClosingPrice = price;
|
|
1037
|
+
break;
|
|
1038
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1039
|
+
data.thresholdLimitPriceBanding = price;
|
|
1040
|
+
break;
|
|
1041
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1042
|
+
data.dailyFinancingValue = price;
|
|
1043
|
+
break;
|
|
1044
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1045
|
+
data.accruedFinancingValue = price;
|
|
1046
|
+
break;
|
|
1047
|
+
case MDEntryType2.TWAP:
|
|
1048
|
+
data.twap = price;
|
|
1049
|
+
break;
|
|
1050
|
+
}
|
|
1051
|
+
}
|
|
1052
|
+
data.spread = data.offer - data.bid;
|
|
1053
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1054
|
+
marketDataPrices.set(symbol, []);
|
|
1055
|
+
}
|
|
1056
|
+
const prices = marketDataPrices.get(symbol);
|
|
1057
|
+
prices.push(data);
|
|
1058
|
+
if (prices.length > maxPriceHistory) {
|
|
1059
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1060
|
+
}
|
|
1061
|
+
onPriceUpdate?.(symbol, data);
|
|
1062
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1063
|
+
if (mdReqID) {
|
|
1064
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1065
|
+
if (callback) {
|
|
1066
|
+
callback(message);
|
|
1067
|
+
pendingRequests.delete(mdReqID);
|
|
1068
|
+
}
|
|
1069
|
+
}
|
|
1070
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1071
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1072
|
+
const callback = pendingRequests.get(reqId);
|
|
1073
|
+
if (callback) {
|
|
1074
|
+
callback(message);
|
|
1075
|
+
pendingRequests.delete(reqId);
|
|
1076
|
+
}
|
|
1077
|
+
}
|
|
1078
|
+
}
|
|
1079
|
+
|
|
1080
|
+
// src/MCPRemote.ts
|
|
1081
|
+
var transports = {};
|
|
1082
|
+
function jsonSchemaToZod(schema) {
|
|
1083
|
+
if (schema.type === "object") {
|
|
1084
|
+
const shape = {};
|
|
1085
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1086
|
+
const propSchema = prop;
|
|
1087
|
+
if (propSchema.type === "string") {
|
|
1088
|
+
if (propSchema.enum) {
|
|
1089
|
+
shape[key] = z.enum(propSchema.enum);
|
|
1090
|
+
} else {
|
|
1091
|
+
shape[key] = z.string();
|
|
1092
|
+
}
|
|
1093
|
+
} else if (propSchema.type === "number") {
|
|
1094
|
+
shape[key] = z.number();
|
|
1095
|
+
} else if (propSchema.type === "boolean") {
|
|
1096
|
+
shape[key] = z.boolean();
|
|
1097
|
+
} else if (propSchema.type === "array") {
|
|
1098
|
+
if (propSchema.items.type === "string") {
|
|
1099
|
+
shape[key] = z.array(z.string());
|
|
1100
|
+
} else if (propSchema.items.type === "number") {
|
|
1101
|
+
shape[key] = z.array(z.number());
|
|
1102
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1103
|
+
shape[key] = z.array(z.boolean());
|
|
1104
|
+
} else {
|
|
1105
|
+
shape[key] = z.array(z.any());
|
|
1106
|
+
}
|
|
1107
|
+
} else {
|
|
1108
|
+
shape[key] = z.any();
|
|
1109
|
+
}
|
|
1110
|
+
}
|
|
1111
|
+
return shape;
|
|
1112
|
+
}
|
|
1113
|
+
return {};
|
|
1114
|
+
}
|
|
1115
|
+
var MCPRemote = class extends MCPBase {
|
|
1116
|
+
/**
|
|
1117
|
+
* Port number the server will listen on.
|
|
1118
|
+
* @private
|
|
1119
|
+
*/
|
|
1120
|
+
port;
|
|
35
1121
|
/**
|
|
36
1122
|
* Node.js HTTP server instance created internally.
|
|
37
1123
|
* @private
|
|
38
1124
|
*/
|
|
39
|
-
|
|
1125
|
+
httpServer;
|
|
40
1126
|
/**
|
|
41
1127
|
* MCP server instance handling MCP protocol logic.
|
|
42
1128
|
* @private
|
|
@@ -46,90 +1132,74 @@ var MCPRemote = class {
|
|
|
46
1132
|
* Optional name of the plugin/server instance.
|
|
47
1133
|
* @private
|
|
48
1134
|
*/
|
|
49
|
-
|
|
1135
|
+
serverName;
|
|
50
1136
|
/**
|
|
51
1137
|
* Optional version string of the plugin/server.
|
|
52
1138
|
* @private
|
|
53
1139
|
*/
|
|
54
|
-
|
|
1140
|
+
serverVersion;
|
|
55
1141
|
/**
|
|
56
|
-
*
|
|
1142
|
+
* Map to store verified orders before execution
|
|
57
1143
|
* @private
|
|
58
1144
|
*/
|
|
59
|
-
|
|
1145
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
60
1146
|
/**
|
|
61
|
-
*
|
|
62
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
-
* FIX Message is received.
|
|
1147
|
+
* Map to store pending requests and their callbacks
|
|
64
1148
|
* @private
|
|
65
|
-
* @type {Map<string, (data: Message) => void>}
|
|
66
1149
|
*/
|
|
67
1150
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1151
|
+
/**
|
|
1152
|
+
* Map to store market data prices for each symbol
|
|
1153
|
+
* @private
|
|
1154
|
+
*/
|
|
1155
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1156
|
+
/**
|
|
1157
|
+
* Maximum number of price history entries to keep per symbol
|
|
1158
|
+
* @private
|
|
1159
|
+
*/
|
|
1160
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
68
1161
|
constructor({ port, logger, onReady }) {
|
|
1162
|
+
super({ logger, onReady });
|
|
69
1163
|
this.port = port;
|
|
70
|
-
if (logger) this.logger = logger;
|
|
71
|
-
if (onReady) this.onReady = onReady;
|
|
72
1164
|
}
|
|
73
1165
|
async register(parser) {
|
|
74
1166
|
this.parser = parser;
|
|
75
|
-
this.parser.addOnMessageCallback((message) => {
|
|
76
|
-
this.logger?.log({
|
|
77
|
-
level: "info",
|
|
78
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
-
});
|
|
80
|
-
const msgType = message.messageType;
|
|
81
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
-
if (idField) {
|
|
84
|
-
const id = idField.value;
|
|
85
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
-
const callback = this.pendingRequests.get(String(id));
|
|
87
|
-
if (callback) {
|
|
88
|
-
callback(message);
|
|
89
|
-
this.pendingRequests.delete(String(id));
|
|
90
|
-
}
|
|
91
|
-
}
|
|
92
|
-
}
|
|
93
|
-
}
|
|
94
|
-
});
|
|
95
1167
|
this.logger = parser.logger;
|
|
96
1168
|
this.logger?.log({
|
|
97
1169
|
level: "info",
|
|
98
1170
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
99
1171
|
});
|
|
100
|
-
this.
|
|
1172
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1173
|
+
if (this.parser) {
|
|
1174
|
+
handleMessage(
|
|
1175
|
+
message,
|
|
1176
|
+
this.parser,
|
|
1177
|
+
this.pendingRequests,
|
|
1178
|
+
this.marketDataPrices,
|
|
1179
|
+
this.MAX_PRICE_HISTORY
|
|
1180
|
+
);
|
|
1181
|
+
}
|
|
1182
|
+
});
|
|
1183
|
+
this.httpServer = createServer(async (req, res) => {
|
|
1184
|
+
this.logger?.log({
|
|
1185
|
+
level: "info",
|
|
1186
|
+
message: `Incoming request: ${req.method} ${req.url}`
|
|
1187
|
+
});
|
|
101
1188
|
if (!req.url || !req.method) {
|
|
1189
|
+
this.logger?.log({
|
|
1190
|
+
level: "error",
|
|
1191
|
+
message: "Invalid request: missing URL or method"
|
|
1192
|
+
});
|
|
102
1193
|
res.writeHead(400);
|
|
103
1194
|
res.end("Bad Request");
|
|
104
1195
|
return;
|
|
105
1196
|
}
|
|
106
|
-
|
|
107
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
-
const config = {
|
|
109
|
-
issuer: "https://accounts.google.com",
|
|
110
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
-
response_types_supported: [
|
|
114
|
-
"code",
|
|
115
|
-
"token",
|
|
116
|
-
"id_token",
|
|
117
|
-
"code token",
|
|
118
|
-
"code id_token",
|
|
119
|
-
"token id_token",
|
|
120
|
-
"code token id_token"
|
|
121
|
-
],
|
|
122
|
-
subject_types_supported: ["public"],
|
|
123
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
-
};
|
|
127
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
-
res.end(JSON.stringify(config));
|
|
129
|
-
return;
|
|
130
|
-
}
|
|
131
|
-
if (url.pathname === "/") {
|
|
1197
|
+
if (req.url === "/mcp") {
|
|
132
1198
|
const sessionId = req.headers["mcp-session-id"];
|
|
1199
|
+
this.logger?.log({
|
|
1200
|
+
level: "info",
|
|
1201
|
+
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1202
|
+
});
|
|
133
1203
|
if (req.method === "POST") {
|
|
134
1204
|
const bodyChunks = [];
|
|
135
1205
|
req.on("data", (chunk) => {
|
|
@@ -140,33 +1210,61 @@ var MCPRemote = class {
|
|
|
140
1210
|
const body = Buffer.concat(bodyChunks).toString();
|
|
141
1211
|
try {
|
|
142
1212
|
parsed = JSON.parse(body);
|
|
1213
|
+
this.logger?.log({
|
|
1214
|
+
level: "info",
|
|
1215
|
+
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1216
|
+
});
|
|
143
1217
|
} catch (err) {
|
|
1218
|
+
this.logger?.log({
|
|
1219
|
+
level: "error",
|
|
1220
|
+
message: `Failed to parse JSON body: ${err}`
|
|
1221
|
+
});
|
|
144
1222
|
res.writeHead(400);
|
|
145
1223
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
146
1224
|
return;
|
|
147
1225
|
}
|
|
148
1226
|
let transport;
|
|
149
1227
|
if (sessionId && transports[sessionId]) {
|
|
1228
|
+
this.logger?.log({
|
|
1229
|
+
level: "info",
|
|
1230
|
+
message: `Using existing transport for session: ${sessionId}`
|
|
1231
|
+
});
|
|
150
1232
|
transport = transports[sessionId];
|
|
151
1233
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1234
|
+
this.logger?.log({
|
|
1235
|
+
level: "info",
|
|
1236
|
+
message: "Creating new transport for initialization request"
|
|
1237
|
+
});
|
|
152
1238
|
transport = new StreamableHTTPServerTransport({
|
|
153
1239
|
sessionIdGenerator: () => randomUUID(),
|
|
154
1240
|
onsessioninitialized: (sessionId2) => {
|
|
1241
|
+
this.logger?.log({
|
|
1242
|
+
level: "info",
|
|
1243
|
+
message: `New session initialized: ${sessionId2}`
|
|
1244
|
+
});
|
|
155
1245
|
transports[sessionId2] = transport;
|
|
156
1246
|
}
|
|
157
1247
|
});
|
|
158
1248
|
transport.onclose = () => {
|
|
159
1249
|
if (transport.sessionId) {
|
|
1250
|
+
this.logger?.log({
|
|
1251
|
+
level: "info",
|
|
1252
|
+
message: `Session closed: ${transport.sessionId}`
|
|
1253
|
+
});
|
|
160
1254
|
delete transports[transport.sessionId];
|
|
161
1255
|
}
|
|
162
1256
|
};
|
|
163
1257
|
this.mcpServer = new McpServer({
|
|
164
|
-
name: this.
|
|
165
|
-
version: this.
|
|
1258
|
+
name: this.serverName || "FIXParser",
|
|
1259
|
+
version: this.serverVersion || "1.0.0"
|
|
166
1260
|
});
|
|
167
|
-
this.
|
|
1261
|
+
this.setupTools();
|
|
168
1262
|
await this.mcpServer.connect(transport);
|
|
169
1263
|
} else {
|
|
1264
|
+
this.logger?.log({
|
|
1265
|
+
level: "error",
|
|
1266
|
+
message: "Invalid request: No valid session ID provided"
|
|
1267
|
+
});
|
|
170
1268
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
171
1269
|
res.end(
|
|
172
1270
|
JSON.stringify({
|
|
@@ -180,26 +1278,62 @@ var MCPRemote = class {
|
|
|
180
1278
|
);
|
|
181
1279
|
return;
|
|
182
1280
|
}
|
|
183
|
-
|
|
1281
|
+
try {
|
|
1282
|
+
await transport.handleRequest(req, res, parsed);
|
|
1283
|
+
this.logger?.log({
|
|
1284
|
+
level: "info",
|
|
1285
|
+
message: "Request handled successfully"
|
|
1286
|
+
});
|
|
1287
|
+
} catch (error) {
|
|
1288
|
+
this.logger?.log({
|
|
1289
|
+
level: "error",
|
|
1290
|
+
message: `Error handling request: ${error}`
|
|
1291
|
+
});
|
|
1292
|
+
throw error;
|
|
1293
|
+
}
|
|
184
1294
|
});
|
|
185
1295
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
186
1296
|
if (!sessionId || !transports[sessionId]) {
|
|
1297
|
+
this.logger?.log({
|
|
1298
|
+
level: "error",
|
|
1299
|
+
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1300
|
+
});
|
|
187
1301
|
res.writeHead(400);
|
|
188
1302
|
res.end("Invalid or missing session ID");
|
|
189
1303
|
return;
|
|
190
1304
|
}
|
|
191
1305
|
const transport = transports[sessionId];
|
|
192
|
-
|
|
1306
|
+
try {
|
|
1307
|
+
await transport.handleRequest(req, res);
|
|
1308
|
+
this.logger?.log({
|
|
1309
|
+
level: "info",
|
|
1310
|
+
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1311
|
+
});
|
|
1312
|
+
} catch (error) {
|
|
1313
|
+
this.logger?.log({
|
|
1314
|
+
level: "error",
|
|
1315
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1316
|
+
});
|
|
1317
|
+
throw error;
|
|
1318
|
+
}
|
|
193
1319
|
} else {
|
|
1320
|
+
this.logger?.log({
|
|
1321
|
+
level: "error",
|
|
1322
|
+
message: `Method not allowed: ${req.method}`
|
|
1323
|
+
});
|
|
194
1324
|
res.writeHead(405);
|
|
195
1325
|
res.end("Method Not Allowed");
|
|
196
1326
|
}
|
|
197
|
-
|
|
1327
|
+
} else {
|
|
1328
|
+
this.logger?.log({
|
|
1329
|
+
level: "error",
|
|
1330
|
+
message: `Not found: ${req.url}`
|
|
1331
|
+
});
|
|
1332
|
+
res.writeHead(404);
|
|
1333
|
+
res.end("Not Found");
|
|
198
1334
|
}
|
|
199
|
-
res.writeHead(404);
|
|
200
|
-
res.end("Not Found");
|
|
201
1335
|
});
|
|
202
|
-
this.
|
|
1336
|
+
this.httpServer.listen(this.port, () => {
|
|
203
1337
|
this.logger?.log({
|
|
204
1338
|
level: "info",
|
|
205
1339
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -209,381 +1343,55 @@ var MCPRemote = class {
|
|
|
209
1343
|
this.onReady();
|
|
210
1344
|
}
|
|
211
1345
|
}
|
|
212
|
-
|
|
1346
|
+
setupTools() {
|
|
213
1347
|
if (!this.parser) {
|
|
214
1348
|
this.logger?.log({
|
|
215
1349
|
level: "error",
|
|
216
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1350
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
217
1351
|
});
|
|
218
1352
|
return;
|
|
219
1353
|
}
|
|
220
1354
|
if (!this.mcpServer) {
|
|
221
1355
|
this.logger?.log({
|
|
222
1356
|
level: "error",
|
|
223
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1357
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
224
1358
|
});
|
|
225
1359
|
return;
|
|
226
1360
|
}
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
-
this.logger?.log({
|
|
235
|
-
level: "error",
|
|
236
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
-
});
|
|
238
|
-
return {
|
|
239
|
-
isError: true,
|
|
240
|
-
content: [
|
|
241
|
-
{
|
|
242
|
-
type: "text",
|
|
243
|
-
text: "Error: Failed to parse FIX string"
|
|
244
|
-
}
|
|
245
|
-
]
|
|
246
|
-
};
|
|
247
|
-
}
|
|
248
|
-
return {
|
|
249
|
-
content: [
|
|
250
|
-
{
|
|
251
|
-
type: "text",
|
|
252
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
-
}
|
|
254
|
-
]
|
|
255
|
-
};
|
|
256
|
-
}
|
|
257
|
-
);
|
|
258
|
-
this.mcpServer.prompt(
|
|
259
|
-
"parse",
|
|
260
|
-
"Parses a FIX message and describes it in plain language",
|
|
261
|
-
{ fixString: z.string() },
|
|
262
|
-
({ fixString }) => ({
|
|
263
|
-
messages: [
|
|
264
|
-
{
|
|
265
|
-
role: "user",
|
|
266
|
-
content: {
|
|
267
|
-
type: "text",
|
|
268
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
-
}
|
|
270
|
-
}
|
|
271
|
-
]
|
|
272
|
-
})
|
|
273
|
-
);
|
|
274
|
-
this.mcpServer.tool(
|
|
275
|
-
"parseToJSON",
|
|
276
|
-
"Parses a FIX message into JSON",
|
|
277
|
-
{ fixString: z.string() },
|
|
278
|
-
async ({ fixString }) => {
|
|
279
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
-
this.logger?.log({
|
|
282
|
-
level: "error",
|
|
283
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
-
});
|
|
285
|
-
return {
|
|
286
|
-
isError: true,
|
|
287
|
-
content: [
|
|
288
|
-
{
|
|
289
|
-
type: "text",
|
|
290
|
-
text: "Error: Failed to parse FIX string"
|
|
291
|
-
}
|
|
292
|
-
]
|
|
293
|
-
};
|
|
294
|
-
}
|
|
295
|
-
return {
|
|
296
|
-
content: [
|
|
297
|
-
{
|
|
298
|
-
type: "text",
|
|
299
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
-
}
|
|
301
|
-
]
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
);
|
|
305
|
-
this.mcpServer.prompt(
|
|
306
|
-
"parseToJSON",
|
|
307
|
-
"Parses a FIX message into JSON",
|
|
308
|
-
{ fixString: z.string() },
|
|
309
|
-
({ fixString }) => ({
|
|
310
|
-
messages: [
|
|
311
|
-
{
|
|
312
|
-
role: "user",
|
|
313
|
-
content: {
|
|
314
|
-
type: "text",
|
|
315
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
-
}
|
|
317
|
-
}
|
|
318
|
-
]
|
|
319
|
-
})
|
|
320
|
-
);
|
|
321
|
-
this.mcpServer.tool(
|
|
322
|
-
"newOrderSingle",
|
|
323
|
-
"Creates and sends a New Order Single",
|
|
324
|
-
{
|
|
325
|
-
clOrdID: z.string(),
|
|
326
|
-
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
-
quantity: z.number(),
|
|
328
|
-
price: z.number(),
|
|
329
|
-
ordType: z.enum([
|
|
330
|
-
"1",
|
|
331
|
-
"2",
|
|
332
|
-
"3",
|
|
333
|
-
"4",
|
|
334
|
-
"5",
|
|
335
|
-
"6",
|
|
336
|
-
"7",
|
|
337
|
-
"8",
|
|
338
|
-
"9",
|
|
339
|
-
"A",
|
|
340
|
-
"B",
|
|
341
|
-
"C",
|
|
342
|
-
"D",
|
|
343
|
-
"E",
|
|
344
|
-
"F",
|
|
345
|
-
"G",
|
|
346
|
-
"H",
|
|
347
|
-
"I",
|
|
348
|
-
"J",
|
|
349
|
-
"K",
|
|
350
|
-
"L",
|
|
351
|
-
"M",
|
|
352
|
-
"P",
|
|
353
|
-
"Q",
|
|
354
|
-
"R",
|
|
355
|
-
"S"
|
|
356
|
-
]).default(OrdType.Market).optional(),
|
|
357
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
-
// 1 = Buy, 2 = Sell...
|
|
359
|
-
symbol: z.string(),
|
|
360
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
-
},
|
|
362
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
-
const response = new Promise((resolve) => {
|
|
364
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
-
});
|
|
366
|
-
const order = this.parser?.createMessage(
|
|
367
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
-
new Field(Fields.Side, side),
|
|
374
|
-
new Field(Fields.Symbol, symbol),
|
|
375
|
-
new Field(Fields.OrderQty, quantity),
|
|
376
|
-
new Field(Fields.Price, price),
|
|
377
|
-
new Field(Fields.OrdType, ordType),
|
|
378
|
-
new Field(Fields.HandlInst, handlInst),
|
|
379
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
-
);
|
|
382
|
-
if (!this.parser?.connected) {
|
|
383
|
-
this.logger?.log({
|
|
384
|
-
level: "error",
|
|
385
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
-
});
|
|
387
|
-
return {
|
|
388
|
-
isError: true,
|
|
389
|
-
content: [
|
|
390
|
-
{
|
|
391
|
-
type: "text",
|
|
392
|
-
text: "Error: Not connected. Ignoring message."
|
|
393
|
-
}
|
|
394
|
-
]
|
|
395
|
-
};
|
|
396
|
-
}
|
|
397
|
-
this.parser?.send(order);
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "info",
|
|
400
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
-
});
|
|
402
|
-
const fixData = await response;
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
1361
|
+
const toolHandlers = createToolHandlers(
|
|
1362
|
+
this.parser,
|
|
1363
|
+
this.verifiedOrders,
|
|
1364
|
+
this.pendingRequests,
|
|
1365
|
+
this.marketDataPrices
|
|
412
1366
|
);
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
text: [
|
|
433
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
-
`- ClOrdID: ${clOrdID}`,
|
|
435
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
-
`- Quantity: ${quantity}`,
|
|
437
|
-
`- Price: ${price}`,
|
|
438
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
-
`- Side: ${side}`,
|
|
440
|
-
`- Symbol: ${symbol}`,
|
|
441
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
-
"",
|
|
443
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
-
].join("\n")
|
|
445
|
-
}
|
|
1367
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1368
|
+
this.mcpServer?.registerTool(
|
|
1369
|
+
name,
|
|
1370
|
+
{
|
|
1371
|
+
description,
|
|
1372
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1373
|
+
},
|
|
1374
|
+
async (args) => {
|
|
1375
|
+
const handler = toolHandlers[name];
|
|
1376
|
+
if (!handler) {
|
|
1377
|
+
return {
|
|
1378
|
+
content: [
|
|
1379
|
+
{
|
|
1380
|
+
type: "text",
|
|
1381
|
+
text: `Tool not found: ${name}`
|
|
1382
|
+
}
|
|
1383
|
+
],
|
|
1384
|
+
isError: true
|
|
1385
|
+
};
|
|
446
1386
|
}
|
|
447
|
-
|
|
448
|
-
})
|
|
449
|
-
);
|
|
450
|
-
this.mcpServer.tool(
|
|
451
|
-
"marketDataRequest",
|
|
452
|
-
"Sends a request for Market Data with the given symbol",
|
|
453
|
-
{
|
|
454
|
-
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
-
// MDUpdateType.FullRefresh
|
|
456
|
-
symbol: z.string(),
|
|
457
|
-
mdReqID: z.string(),
|
|
458
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
-
mdEntryType: z.enum([
|
|
460
|
-
"0",
|
|
461
|
-
"1",
|
|
462
|
-
"2",
|
|
463
|
-
"3",
|
|
464
|
-
"4",
|
|
465
|
-
"5",
|
|
466
|
-
"6",
|
|
467
|
-
"7",
|
|
468
|
-
"8",
|
|
469
|
-
"9",
|
|
470
|
-
"A",
|
|
471
|
-
"B",
|
|
472
|
-
"C",
|
|
473
|
-
"D",
|
|
474
|
-
"E",
|
|
475
|
-
"F",
|
|
476
|
-
"G",
|
|
477
|
-
"H",
|
|
478
|
-
"J",
|
|
479
|
-
"K",
|
|
480
|
-
"L",
|
|
481
|
-
"M",
|
|
482
|
-
"N",
|
|
483
|
-
"O",
|
|
484
|
-
"P",
|
|
485
|
-
"Q",
|
|
486
|
-
"S",
|
|
487
|
-
"R",
|
|
488
|
-
"T",
|
|
489
|
-
"U",
|
|
490
|
-
"V",
|
|
491
|
-
"W",
|
|
492
|
-
"X",
|
|
493
|
-
"Y",
|
|
494
|
-
"Z",
|
|
495
|
-
"a",
|
|
496
|
-
"b",
|
|
497
|
-
"c",
|
|
498
|
-
"d",
|
|
499
|
-
"e",
|
|
500
|
-
"g",
|
|
501
|
-
"h",
|
|
502
|
-
"i",
|
|
503
|
-
"t"
|
|
504
|
-
]).default(MDEntryType.Bid).optional()
|
|
505
|
-
},
|
|
506
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
-
const response = new Promise((resolve) => {
|
|
508
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
-
});
|
|
510
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
-
new Field(Fields.MarketDepth, 0),
|
|
517
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
-
new Field(Fields.Symbol, symbol),
|
|
520
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
-
);
|
|
525
|
-
if (!this.parser?.connected) {
|
|
526
|
-
this.logger?.log({
|
|
527
|
-
level: "error",
|
|
528
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
-
});
|
|
1387
|
+
const result = await handler(args);
|
|
530
1388
|
return {
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: "Error: Not connected. Ignoring message."
|
|
536
|
-
}
|
|
537
|
-
]
|
|
1389
|
+
content: result.content,
|
|
1390
|
+
isError: result.isError
|
|
538
1391
|
};
|
|
539
1392
|
}
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "info",
|
|
543
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
-
});
|
|
545
|
-
const fixData = await response;
|
|
546
|
-
return {
|
|
547
|
-
content: [
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
-
}
|
|
552
|
-
]
|
|
553
|
-
};
|
|
554
|
-
}
|
|
555
|
-
);
|
|
556
|
-
this.mcpServer.prompt(
|
|
557
|
-
"marketDataRequest",
|
|
558
|
-
"Sends a request for Market Data with the given symbol",
|
|
559
|
-
{
|
|
560
|
-
mdUpdateType: z.string(),
|
|
561
|
-
symbol: z.string(),
|
|
562
|
-
mdReqID: z.string(),
|
|
563
|
-
subscriptionRequestType: z.string(),
|
|
564
|
-
mdEntryType: z.string()
|
|
565
|
-
},
|
|
566
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
-
messages: [
|
|
568
|
-
{
|
|
569
|
-
role: "user",
|
|
570
|
-
content: {
|
|
571
|
-
type: "text",
|
|
572
|
-
text: [
|
|
573
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
-
`- Symbol: ${symbol}`,
|
|
576
|
-
`- MDReqID: ${mdReqID}`,
|
|
577
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
-
"",
|
|
580
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
-
].join("\n")
|
|
582
|
-
}
|
|
583
|
-
}
|
|
584
|
-
]
|
|
585
|
-
})
|
|
586
|
-
);
|
|
1393
|
+
);
|
|
1394
|
+
});
|
|
587
1395
|
}
|
|
588
1396
|
};
|
|
589
1397
|
export {
|