fixparser-plugin-mcp 9.1.7-c213f7c6 → 9.1.7-c5ae06ce
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 +458 -1224
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1284
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +458 -1214
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1274
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +47 -12
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +43 -8
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +8 -9
- package/types/MCPLocal.d.ts +9 -25
- package/types/MCPRemote.d.ts +27 -25
- package/build/cjs/index.js +0 -1583
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1545
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/schemas/index.d.ts +0 -16
- package/types/schemas/marketData.d.ts +0 -48
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -8
- package/types/tools/marketData.d.ts +0 -19
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
- package/types/utils/messageHandler.d.ts +0 -12
package/build/cjs/MCPRemote.js
CHANGED
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@@ -1,9 +1,7 @@
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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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@@ -17,14 +15,6 @@ 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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@@ -39,1198 +29,29 @@ 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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var
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var import_fixparser = require("fixparser");
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* 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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"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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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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enum: [
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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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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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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items: {
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enum: [
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"U",
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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 tradeData = priceHistory.map((point) => point.trade);
|
|
454
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
455
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
456
|
-
const config = {
|
|
457
|
-
type: "line",
|
|
458
|
-
data: {
|
|
459
|
-
labels,
|
|
460
|
-
datasets: [
|
|
461
|
-
{
|
|
462
|
-
label: "Bid",
|
|
463
|
-
data: bidData,
|
|
464
|
-
borderColor: "#28a745",
|
|
465
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
466
|
-
fill: false,
|
|
467
|
-
tension: 0.4
|
|
468
|
-
},
|
|
469
|
-
{
|
|
470
|
-
label: "Offer",
|
|
471
|
-
data: offerData,
|
|
472
|
-
borderColor: "#dc3545",
|
|
473
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
474
|
-
fill: false,
|
|
475
|
-
tension: 0.4
|
|
476
|
-
},
|
|
477
|
-
{
|
|
478
|
-
label: "Spread",
|
|
479
|
-
data: spreadData,
|
|
480
|
-
borderColor: "#6c757d",
|
|
481
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
482
|
-
fill: false,
|
|
483
|
-
tension: 0.4
|
|
484
|
-
},
|
|
485
|
-
{
|
|
486
|
-
label: "Trade",
|
|
487
|
-
data: tradeData,
|
|
488
|
-
borderColor: "#ffc107",
|
|
489
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
490
|
-
fill: false,
|
|
491
|
-
tension: 0.4
|
|
492
|
-
},
|
|
493
|
-
{
|
|
494
|
-
label: "VWAP",
|
|
495
|
-
data: vwapData,
|
|
496
|
-
borderColor: "#17a2b8",
|
|
497
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
498
|
-
fill: false,
|
|
499
|
-
tension: 0.4
|
|
500
|
-
},
|
|
501
|
-
{
|
|
502
|
-
label: "TWAP",
|
|
503
|
-
data: twapData,
|
|
504
|
-
borderColor: "#6610f2",
|
|
505
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
506
|
-
fill: false,
|
|
507
|
-
tension: 0.4
|
|
508
|
-
},
|
|
509
|
-
{
|
|
510
|
-
label: "Volume",
|
|
511
|
-
data: volumeData,
|
|
512
|
-
borderColor: "#007bff",
|
|
513
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
514
|
-
fill: true,
|
|
515
|
-
tension: 0.4
|
|
516
|
-
}
|
|
517
|
-
]
|
|
518
|
-
},
|
|
519
|
-
options: {
|
|
520
|
-
responsive: true,
|
|
521
|
-
plugins: {
|
|
522
|
-
title: {
|
|
523
|
-
display: true,
|
|
524
|
-
text: `${symbol} Market Data`
|
|
525
|
-
}
|
|
526
|
-
},
|
|
527
|
-
scales: {
|
|
528
|
-
y: {
|
|
529
|
-
beginAtZero: false
|
|
530
|
-
}
|
|
531
|
-
}
|
|
532
|
-
}
|
|
533
|
-
};
|
|
534
|
-
chart.setConfig(config);
|
|
535
|
-
const imageBuffer = await chart.toBinary();
|
|
536
|
-
const base64 = imageBuffer.toString("base64");
|
|
537
|
-
return {
|
|
538
|
-
content: [
|
|
539
|
-
{
|
|
540
|
-
type: "resource",
|
|
541
|
-
resource: {
|
|
542
|
-
uri: "resource://graph",
|
|
543
|
-
mimeType: "image/png",
|
|
544
|
-
blob: base64
|
|
545
|
-
}
|
|
546
|
-
}
|
|
547
|
-
]
|
|
548
|
-
};
|
|
549
|
-
} catch (error) {
|
|
550
|
-
return {
|
|
551
|
-
content: [
|
|
552
|
-
{
|
|
553
|
-
type: "text",
|
|
554
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
555
|
-
uri: "getStockGraph"
|
|
556
|
-
}
|
|
557
|
-
],
|
|
558
|
-
isError: true
|
|
559
|
-
};
|
|
560
|
-
}
|
|
561
|
-
};
|
|
562
|
-
};
|
|
563
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
564
|
-
return async (args) => {
|
|
565
|
-
try {
|
|
566
|
-
const symbol = args.symbol;
|
|
567
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
568
|
-
if (priceHistory.length === 0) {
|
|
569
|
-
return {
|
|
570
|
-
content: [
|
|
571
|
-
{
|
|
572
|
-
type: "text",
|
|
573
|
-
text: `No price data available for ${symbol}`,
|
|
574
|
-
uri: "getStockPriceHistory"
|
|
575
|
-
}
|
|
576
|
-
]
|
|
577
|
-
};
|
|
578
|
-
}
|
|
579
|
-
return {
|
|
580
|
-
content: [
|
|
581
|
-
{
|
|
582
|
-
type: "text",
|
|
583
|
-
text: JSON.stringify(
|
|
584
|
-
{
|
|
585
|
-
symbol,
|
|
586
|
-
count: priceHistory.length,
|
|
587
|
-
data: priceHistory.map((point) => ({
|
|
588
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
589
|
-
bid: point.bid,
|
|
590
|
-
offer: point.offer,
|
|
591
|
-
spread: point.spread,
|
|
592
|
-
volume: point.volume,
|
|
593
|
-
trade: point.trade,
|
|
594
|
-
indexValue: point.indexValue,
|
|
595
|
-
openingPrice: point.openingPrice,
|
|
596
|
-
closingPrice: point.closingPrice,
|
|
597
|
-
settlementPrice: point.settlementPrice,
|
|
598
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
599
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
600
|
-
vwap: point.vwap,
|
|
601
|
-
imbalance: point.imbalance,
|
|
602
|
-
openInterest: point.openInterest,
|
|
603
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
604
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
605
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
606
|
-
marginRate: point.marginRate,
|
|
607
|
-
midPrice: point.midPrice,
|
|
608
|
-
emptyBook: point.emptyBook,
|
|
609
|
-
settleHighPrice: point.settleHighPrice,
|
|
610
|
-
settleLowPrice: point.settleLowPrice,
|
|
611
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
612
|
-
sessionHighBid: point.sessionHighBid,
|
|
613
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
614
|
-
earlyPrices: point.earlyPrices,
|
|
615
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
616
|
-
swapValueFactor: point.swapValueFactor,
|
|
617
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
618
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
619
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
620
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
621
|
-
fixingPrice: point.fixingPrice,
|
|
622
|
-
cashRate: point.cashRate,
|
|
623
|
-
recoveryRate: point.recoveryRate,
|
|
624
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
625
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
626
|
-
marketBid: point.marketBid,
|
|
627
|
-
marketOffer: point.marketOffer,
|
|
628
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
629
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
630
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
631
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
632
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
633
|
-
twap: point.twap
|
|
634
|
-
}))
|
|
635
|
-
},
|
|
636
|
-
null,
|
|
637
|
-
2
|
|
638
|
-
),
|
|
639
|
-
uri: "getStockPriceHistory"
|
|
640
|
-
}
|
|
641
|
-
]
|
|
642
|
-
};
|
|
643
|
-
} catch (error) {
|
|
644
|
-
return {
|
|
645
|
-
content: [
|
|
646
|
-
{
|
|
647
|
-
type: "text",
|
|
648
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
649
|
-
uri: "getStockPriceHistory"
|
|
650
|
-
}
|
|
651
|
-
],
|
|
652
|
-
isError: true
|
|
653
|
-
};
|
|
654
|
-
}
|
|
655
|
-
};
|
|
656
|
-
};
|
|
657
|
-
|
|
658
|
-
// src/tools/order.ts
|
|
659
|
-
var import_fixparser2 = require("fixparser");
|
|
660
|
-
var ordTypeNames = {
|
|
661
|
-
"1": "Market",
|
|
662
|
-
"2": "Limit",
|
|
663
|
-
"3": "Stop",
|
|
664
|
-
"4": "StopLimit",
|
|
665
|
-
"5": "MarketOnClose",
|
|
666
|
-
"6": "WithOrWithout",
|
|
667
|
-
"7": "LimitOrBetter",
|
|
668
|
-
"8": "LimitWithOrWithout",
|
|
669
|
-
"9": "OnBasis",
|
|
670
|
-
A: "OnClose",
|
|
671
|
-
B: "LimitOnClose",
|
|
672
|
-
C: "ForexMarket",
|
|
673
|
-
D: "PreviouslyQuoted",
|
|
674
|
-
E: "PreviouslyIndicated",
|
|
675
|
-
F: "ForexLimit",
|
|
676
|
-
G: "ForexSwap",
|
|
677
|
-
H: "ForexPreviouslyQuoted",
|
|
678
|
-
I: "Funari",
|
|
679
|
-
J: "MarketIfTouched",
|
|
680
|
-
K: "MarketWithLeftOverAsLimit",
|
|
681
|
-
L: "PreviousFundValuationPoint",
|
|
682
|
-
M: "NextFundValuationPoint",
|
|
683
|
-
P: "Pegged",
|
|
684
|
-
Q: "CounterOrderSelection",
|
|
685
|
-
R: "StopOnBidOrOffer",
|
|
686
|
-
S: "StopLimitOnBidOrOffer"
|
|
687
|
-
};
|
|
688
|
-
var sideNames = {
|
|
689
|
-
"1": "Buy",
|
|
690
|
-
"2": "Sell",
|
|
691
|
-
"3": "BuyMinus",
|
|
692
|
-
"4": "SellPlus",
|
|
693
|
-
"5": "SellShort",
|
|
694
|
-
"6": "SellShortExempt",
|
|
695
|
-
"7": "Undisclosed",
|
|
696
|
-
"8": "Cross",
|
|
697
|
-
"9": "CrossShort",
|
|
698
|
-
A: "CrossShortExempt",
|
|
699
|
-
B: "AsDefined",
|
|
700
|
-
C: "Opposite",
|
|
701
|
-
D: "Subscribe",
|
|
702
|
-
E: "Redeem",
|
|
703
|
-
F: "Lend",
|
|
704
|
-
G: "Borrow",
|
|
705
|
-
H: "SellUndisclosed"
|
|
706
|
-
};
|
|
707
|
-
var timeInForceNames = {
|
|
708
|
-
"0": "Day",
|
|
709
|
-
"1": "GoodTillCancel",
|
|
710
|
-
"2": "AtTheOpening",
|
|
711
|
-
"3": "ImmediateOrCancel",
|
|
712
|
-
"4": "FillOrKill",
|
|
713
|
-
"5": "GoodTillCrossing",
|
|
714
|
-
"6": "GoodTillDate",
|
|
715
|
-
"7": "AtTheClose",
|
|
716
|
-
"8": "GoodThroughCrossing",
|
|
717
|
-
"9": "AtCrossing",
|
|
718
|
-
A: "GoodForTime",
|
|
719
|
-
B: "GoodForAuction",
|
|
720
|
-
C: "GoodForMonth"
|
|
721
|
-
};
|
|
722
|
-
var handlInstNames = {
|
|
723
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
724
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
725
|
-
"3": "ManualOrder"
|
|
726
|
-
};
|
|
727
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
728
|
-
return async (args) => {
|
|
729
|
-
try {
|
|
730
|
-
verifiedOrders.set(args.clOrdID, {
|
|
731
|
-
clOrdID: args.clOrdID,
|
|
732
|
-
handlInst: args.handlInst,
|
|
733
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
734
|
-
price: Number.parseFloat(String(args.price)),
|
|
735
|
-
ordType: args.ordType,
|
|
736
|
-
side: args.side,
|
|
737
|
-
symbol: args.symbol,
|
|
738
|
-
timeInForce: args.timeInForce
|
|
739
|
-
});
|
|
740
|
-
return {
|
|
741
|
-
content: [
|
|
742
|
-
{
|
|
743
|
-
type: "text",
|
|
744
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
745
|
-
|
|
746
|
-
Parameters verified:
|
|
747
|
-
- ClOrdID: ${args.clOrdID}
|
|
748
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
749
|
-
- Quantity: ${args.quantity}
|
|
750
|
-
- Price: ${args.price}
|
|
751
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
752
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
753
|
-
- Symbol: ${args.symbol}
|
|
754
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
755
|
-
|
|
756
|
-
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
757
|
-
uri: "verifyOrder"
|
|
758
|
-
}
|
|
759
|
-
]
|
|
760
|
-
};
|
|
761
|
-
} catch (error) {
|
|
762
|
-
return {
|
|
763
|
-
content: [
|
|
764
|
-
{
|
|
765
|
-
type: "text",
|
|
766
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
767
|
-
uri: "verifyOrder"
|
|
768
|
-
}
|
|
769
|
-
],
|
|
770
|
-
isError: true
|
|
771
|
-
};
|
|
772
|
-
}
|
|
773
|
-
};
|
|
774
|
-
};
|
|
775
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
776
|
-
return async (args) => {
|
|
777
|
-
try {
|
|
778
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
779
|
-
if (!verifiedOrder) {
|
|
780
|
-
return {
|
|
781
|
-
content: [
|
|
782
|
-
{
|
|
783
|
-
type: "text",
|
|
784
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
785
|
-
uri: "executeOrder"
|
|
786
|
-
}
|
|
787
|
-
],
|
|
788
|
-
isError: true
|
|
789
|
-
};
|
|
790
|
-
}
|
|
791
|
-
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) {
|
|
792
|
-
return {
|
|
793
|
-
content: [
|
|
794
|
-
{
|
|
795
|
-
type: "text",
|
|
796
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
797
|
-
uri: "executeOrder"
|
|
798
|
-
}
|
|
799
|
-
],
|
|
800
|
-
isError: true
|
|
801
|
-
};
|
|
802
|
-
}
|
|
803
|
-
const response = new Promise((resolve) => {
|
|
804
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
805
|
-
});
|
|
806
|
-
const order = parser.createMessage(
|
|
807
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
808
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
809
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
810
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
811
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
812
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
813
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
814
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
815
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
816
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
817
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
818
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
819
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
820
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
821
|
-
);
|
|
822
|
-
if (!parser.connected) {
|
|
823
|
-
return {
|
|
824
|
-
content: [
|
|
825
|
-
{
|
|
826
|
-
type: "text",
|
|
827
|
-
text: "Error: Not connected. Ignoring message.",
|
|
828
|
-
uri: "executeOrder"
|
|
829
|
-
}
|
|
830
|
-
],
|
|
831
|
-
isError: true
|
|
832
|
-
};
|
|
833
|
-
}
|
|
834
|
-
parser.send(order);
|
|
835
|
-
const fixData = await response;
|
|
836
|
-
verifiedOrders.delete(args.clOrdID);
|
|
837
|
-
return {
|
|
838
|
-
content: [
|
|
839
|
-
{
|
|
840
|
-
type: "text",
|
|
841
|
-
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())}`,
|
|
842
|
-
uri: "executeOrder"
|
|
843
|
-
}
|
|
844
|
-
]
|
|
845
|
-
};
|
|
846
|
-
} catch (error) {
|
|
847
|
-
return {
|
|
848
|
-
content: [
|
|
849
|
-
{
|
|
850
|
-
type: "text",
|
|
851
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
852
|
-
uri: "executeOrder"
|
|
853
|
-
}
|
|
854
|
-
],
|
|
855
|
-
isError: true
|
|
856
|
-
};
|
|
857
|
-
}
|
|
858
|
-
};
|
|
859
|
-
};
|
|
860
|
-
|
|
861
|
-
// src/tools/parse.ts
|
|
862
|
-
var createParseHandler = (parser) => {
|
|
863
|
-
return async (args) => {
|
|
864
|
-
try {
|
|
865
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
866
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
867
|
-
return {
|
|
868
|
-
content: [
|
|
869
|
-
{
|
|
870
|
-
type: "text",
|
|
871
|
-
text: "Error: Failed to parse FIX string",
|
|
872
|
-
uri: "parse"
|
|
873
|
-
}
|
|
874
|
-
],
|
|
875
|
-
isError: true
|
|
876
|
-
};
|
|
877
|
-
}
|
|
878
|
-
return {
|
|
879
|
-
content: [
|
|
880
|
-
{
|
|
881
|
-
type: "text",
|
|
882
|
-
text: `${parsedMessage[0].description}
|
|
883
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
884
|
-
uri: "parse"
|
|
885
|
-
}
|
|
886
|
-
]
|
|
887
|
-
};
|
|
888
|
-
} catch (error) {
|
|
889
|
-
return {
|
|
890
|
-
content: [
|
|
891
|
-
{
|
|
892
|
-
type: "text",
|
|
893
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
894
|
-
uri: "parse"
|
|
895
|
-
}
|
|
896
|
-
],
|
|
897
|
-
isError: true
|
|
898
|
-
};
|
|
899
|
-
}
|
|
900
|
-
};
|
|
901
|
-
};
|
|
902
|
-
|
|
903
|
-
// src/tools/parseToJSON.ts
|
|
904
|
-
var createParseToJSONHandler = (parser) => {
|
|
905
|
-
return async (args) => {
|
|
906
|
-
try {
|
|
907
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
908
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
909
|
-
return {
|
|
910
|
-
content: [
|
|
911
|
-
{
|
|
912
|
-
type: "text",
|
|
913
|
-
text: "Error: Failed to parse FIX string",
|
|
914
|
-
uri: "parseToJSON"
|
|
915
|
-
}
|
|
916
|
-
],
|
|
917
|
-
isError: true
|
|
918
|
-
};
|
|
919
|
-
}
|
|
920
|
-
return {
|
|
921
|
-
content: [
|
|
922
|
-
{
|
|
923
|
-
type: "text",
|
|
924
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
925
|
-
uri: "parseToJSON"
|
|
926
|
-
}
|
|
927
|
-
]
|
|
928
|
-
};
|
|
929
|
-
} catch (error) {
|
|
930
|
-
return {
|
|
931
|
-
content: [
|
|
932
|
-
{
|
|
933
|
-
type: "text",
|
|
934
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
935
|
-
uri: "parseToJSON"
|
|
936
|
-
}
|
|
937
|
-
],
|
|
938
|
-
isError: true
|
|
939
|
-
};
|
|
940
|
-
}
|
|
941
|
-
};
|
|
942
|
-
};
|
|
943
|
-
|
|
944
|
-
// src/tools/index.ts
|
|
945
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
946
|
-
parse: createParseHandler(parser),
|
|
947
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
948
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
949
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
950
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
951
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
952
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
953
|
-
});
|
|
954
|
-
|
|
955
|
-
// src/utils/messageHandler.ts
|
|
956
|
-
var import_fixparser3 = require("fixparser");
|
|
957
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
958
|
-
parser.logger.log({
|
|
959
|
-
level: "info",
|
|
960
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
961
|
-
});
|
|
962
|
-
const msgType = message.messageType;
|
|
963
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
964
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
965
|
-
const fixJson = message.toFIXJSON();
|
|
966
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
967
|
-
const data = {
|
|
968
|
-
timestamp: Date.now(),
|
|
969
|
-
bid: 0,
|
|
970
|
-
offer: 0,
|
|
971
|
-
spread: 0,
|
|
972
|
-
volume: 0,
|
|
973
|
-
trade: 0,
|
|
974
|
-
indexValue: 0,
|
|
975
|
-
openingPrice: 0,
|
|
976
|
-
closingPrice: 0,
|
|
977
|
-
settlementPrice: 0,
|
|
978
|
-
tradingSessionHighPrice: 0,
|
|
979
|
-
tradingSessionLowPrice: 0,
|
|
980
|
-
vwap: 0,
|
|
981
|
-
imbalance: 0,
|
|
982
|
-
openInterest: 0,
|
|
983
|
-
compositeUnderlyingPrice: 0,
|
|
984
|
-
simulatedSellPrice: 0,
|
|
985
|
-
simulatedBuyPrice: 0,
|
|
986
|
-
marginRate: 0,
|
|
987
|
-
midPrice: 0,
|
|
988
|
-
emptyBook: 0,
|
|
989
|
-
settleHighPrice: 0,
|
|
990
|
-
settleLowPrice: 0,
|
|
991
|
-
priorSettlePrice: 0,
|
|
992
|
-
sessionHighBid: 0,
|
|
993
|
-
sessionLowOffer: 0,
|
|
994
|
-
earlyPrices: 0,
|
|
995
|
-
auctionClearingPrice: 0,
|
|
996
|
-
swapValueFactor: 0,
|
|
997
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
998
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
999
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
1000
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1001
|
-
fixingPrice: 0,
|
|
1002
|
-
cashRate: 0,
|
|
1003
|
-
recoveryRate: 0,
|
|
1004
|
-
recoveryRateForLong: 0,
|
|
1005
|
-
recoveryRateForShort: 0,
|
|
1006
|
-
marketBid: 0,
|
|
1007
|
-
marketOffer: 0,
|
|
1008
|
-
shortSaleMinPrice: 0,
|
|
1009
|
-
previousClosingPrice: 0,
|
|
1010
|
-
thresholdLimitPriceBanding: 0,
|
|
1011
|
-
dailyFinancingValue: 0,
|
|
1012
|
-
accruedFinancingValue: 0,
|
|
1013
|
-
twap: 0
|
|
1014
|
-
};
|
|
1015
|
-
for (const entry of entries) {
|
|
1016
|
-
const entryType = entry.MDEntryType;
|
|
1017
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1018
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1019
|
-
if (entryType === import_fixparser3.MDEntryType.Bid || entryType === import_fixparser3.MDEntryType.Offer || entryType === import_fixparser3.MDEntryType.TradeVolume) {
|
|
1020
|
-
parser.logger.log({
|
|
1021
|
-
level: "info",
|
|
1022
|
-
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1023
|
-
});
|
|
1024
|
-
}
|
|
1025
|
-
switch (entryType) {
|
|
1026
|
-
case import_fixparser3.MDEntryType.Bid:
|
|
1027
|
-
data.bid = price;
|
|
1028
|
-
break;
|
|
1029
|
-
case import_fixparser3.MDEntryType.Offer:
|
|
1030
|
-
data.offer = price;
|
|
1031
|
-
break;
|
|
1032
|
-
case import_fixparser3.MDEntryType.Trade:
|
|
1033
|
-
data.trade = price;
|
|
1034
|
-
break;
|
|
1035
|
-
case import_fixparser3.MDEntryType.IndexValue:
|
|
1036
|
-
data.indexValue = price;
|
|
1037
|
-
break;
|
|
1038
|
-
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1039
|
-
data.openingPrice = price;
|
|
1040
|
-
break;
|
|
1041
|
-
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1042
|
-
data.closingPrice = price;
|
|
1043
|
-
break;
|
|
1044
|
-
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1045
|
-
data.settlementPrice = price;
|
|
1046
|
-
break;
|
|
1047
|
-
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1048
|
-
data.tradingSessionHighPrice = price;
|
|
1049
|
-
break;
|
|
1050
|
-
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1051
|
-
data.tradingSessionLowPrice = price;
|
|
1052
|
-
break;
|
|
1053
|
-
case import_fixparser3.MDEntryType.VWAP:
|
|
1054
|
-
data.vwap = price;
|
|
1055
|
-
break;
|
|
1056
|
-
case import_fixparser3.MDEntryType.Imbalance:
|
|
1057
|
-
data.imbalance = size;
|
|
1058
|
-
break;
|
|
1059
|
-
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1060
|
-
data.volume = size;
|
|
1061
|
-
break;
|
|
1062
|
-
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1063
|
-
data.openInterest = size;
|
|
1064
|
-
break;
|
|
1065
|
-
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1066
|
-
data.compositeUnderlyingPrice = price;
|
|
1067
|
-
break;
|
|
1068
|
-
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1069
|
-
data.simulatedSellPrice = price;
|
|
1070
|
-
break;
|
|
1071
|
-
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1072
|
-
data.simulatedBuyPrice = price;
|
|
1073
|
-
break;
|
|
1074
|
-
case import_fixparser3.MDEntryType.MarginRate:
|
|
1075
|
-
data.marginRate = price;
|
|
1076
|
-
break;
|
|
1077
|
-
case import_fixparser3.MDEntryType.MidPrice:
|
|
1078
|
-
data.midPrice = price;
|
|
1079
|
-
break;
|
|
1080
|
-
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1081
|
-
data.emptyBook = 1;
|
|
1082
|
-
break;
|
|
1083
|
-
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1084
|
-
data.settleHighPrice = price;
|
|
1085
|
-
break;
|
|
1086
|
-
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1087
|
-
data.settleLowPrice = price;
|
|
1088
|
-
break;
|
|
1089
|
-
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1090
|
-
data.priorSettlePrice = price;
|
|
1091
|
-
break;
|
|
1092
|
-
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1093
|
-
data.sessionHighBid = price;
|
|
1094
|
-
break;
|
|
1095
|
-
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1096
|
-
data.sessionLowOffer = price;
|
|
1097
|
-
break;
|
|
1098
|
-
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1099
|
-
data.earlyPrices = price;
|
|
1100
|
-
break;
|
|
1101
|
-
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1102
|
-
data.auctionClearingPrice = price;
|
|
1103
|
-
break;
|
|
1104
|
-
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1105
|
-
data.swapValueFactor = price;
|
|
1106
|
-
break;
|
|
1107
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1108
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1109
|
-
break;
|
|
1110
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1111
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1112
|
-
break;
|
|
1113
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1114
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1115
|
-
break;
|
|
1116
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1117
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1118
|
-
break;
|
|
1119
|
-
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1120
|
-
data.fixingPrice = price;
|
|
1121
|
-
break;
|
|
1122
|
-
case import_fixparser3.MDEntryType.CashRate:
|
|
1123
|
-
data.cashRate = price;
|
|
1124
|
-
break;
|
|
1125
|
-
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1126
|
-
data.recoveryRate = price;
|
|
1127
|
-
break;
|
|
1128
|
-
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1129
|
-
data.recoveryRateForLong = price;
|
|
1130
|
-
break;
|
|
1131
|
-
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1132
|
-
data.recoveryRateForShort = price;
|
|
1133
|
-
break;
|
|
1134
|
-
case import_fixparser3.MDEntryType.MarketBid:
|
|
1135
|
-
data.marketBid = price;
|
|
1136
|
-
break;
|
|
1137
|
-
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1138
|
-
data.marketOffer = price;
|
|
1139
|
-
break;
|
|
1140
|
-
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1141
|
-
data.shortSaleMinPrice = price;
|
|
1142
|
-
break;
|
|
1143
|
-
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1144
|
-
data.previousClosingPrice = price;
|
|
1145
|
-
break;
|
|
1146
|
-
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1147
|
-
data.thresholdLimitPriceBanding = price;
|
|
1148
|
-
break;
|
|
1149
|
-
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1150
|
-
data.dailyFinancingValue = price;
|
|
1151
|
-
break;
|
|
1152
|
-
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1153
|
-
data.accruedFinancingValue = price;
|
|
1154
|
-
break;
|
|
1155
|
-
case import_fixparser3.MDEntryType.TWAP:
|
|
1156
|
-
data.twap = price;
|
|
1157
|
-
break;
|
|
1158
|
-
}
|
|
1159
|
-
}
|
|
1160
|
-
data.spread = data.offer - data.bid;
|
|
1161
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1162
|
-
marketDataPrices.set(symbol, []);
|
|
1163
|
-
}
|
|
1164
|
-
const prices = marketDataPrices.get(symbol);
|
|
1165
|
-
prices.push(data);
|
|
1166
|
-
if (prices.length > maxPriceHistory) {
|
|
1167
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1168
|
-
}
|
|
1169
|
-
onPriceUpdate?.(symbol, data);
|
|
1170
|
-
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1171
|
-
if (mdReqID) {
|
|
1172
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1173
|
-
if (callback) {
|
|
1174
|
-
callback(message);
|
|
1175
|
-
pendingRequests.delete(mdReqID);
|
|
1176
|
-
}
|
|
1177
|
-
}
|
|
1178
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1179
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1180
|
-
const callback = pendingRequests.get(reqId);
|
|
1181
|
-
if (callback) {
|
|
1182
|
-
callback(message);
|
|
1183
|
-
pendingRequests.delete(reqId);
|
|
1184
|
-
}
|
|
1185
|
-
}
|
|
1186
|
-
}
|
|
1187
|
-
|
|
1188
|
-
// src/MCPRemote.ts
|
|
1189
|
-
var transports = {};
|
|
1190
|
-
function jsonSchemaToZod(schema) {
|
|
1191
|
-
if (schema.type === "object") {
|
|
1192
|
-
const shape = {};
|
|
1193
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1194
|
-
const propSchema = prop;
|
|
1195
|
-
if (propSchema.type === "string") {
|
|
1196
|
-
if (propSchema.enum) {
|
|
1197
|
-
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
1198
|
-
} else {
|
|
1199
|
-
shape[key] = import_zod.z.string();
|
|
1200
|
-
}
|
|
1201
|
-
} else if (propSchema.type === "number") {
|
|
1202
|
-
shape[key] = import_zod.z.number();
|
|
1203
|
-
} else if (propSchema.type === "boolean") {
|
|
1204
|
-
shape[key] = import_zod.z.boolean();
|
|
1205
|
-
} else if (propSchema.type === "array") {
|
|
1206
|
-
if (propSchema.items.type === "string") {
|
|
1207
|
-
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
1208
|
-
} else if (propSchema.items.type === "number") {
|
|
1209
|
-
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
1210
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1211
|
-
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
1212
|
-
} else {
|
|
1213
|
-
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
1214
|
-
}
|
|
1215
|
-
} else {
|
|
1216
|
-
shape[key] = import_zod.z.any();
|
|
1217
|
-
}
|
|
1218
|
-
}
|
|
1219
|
-
return shape;
|
|
1220
|
-
}
|
|
1221
|
-
return {};
|
|
1222
|
-
}
|
|
1223
|
-
var MCPRemote = class extends MCPBase {
|
|
1224
|
-
/**
|
|
1225
|
-
* Port number the server will listen on.
|
|
1226
47
|
* @private
|
|
1227
48
|
*/
|
|
1228
|
-
|
|
49
|
+
parser;
|
|
1229
50
|
/**
|
|
1230
51
|
* Node.js HTTP server instance created internally.
|
|
1231
52
|
* @private
|
|
1232
53
|
*/
|
|
1233
|
-
|
|
54
|
+
server;
|
|
1234
55
|
/**
|
|
1235
56
|
* MCP server instance handling MCP protocol logic.
|
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* @private
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@@ -1240,65 +61,89 @@ var MCPRemote = class extends MCPBase {
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* Optional name of the plugin/server instance.
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* @private
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*/
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-
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+
name;
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/**
|
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* Optional version string of the plugin/server.
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* @private
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*/
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version;
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/**
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*
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* Called when server is setup and listening.
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* @private
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*/
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-
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+
onReady = void 0;
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75
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/**
|
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1255
|
-
*
|
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76
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+
* A map of pending market data requests, keyed by MDReqID.
|
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77
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+
* Each entry contains a resolver function that is called when the corresponding
|
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78
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+
* FIX Message is received.
|
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1256
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* @private
|
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80
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+
* @type {Map<string, (data: Message) => void>}
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*/
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pendingRequests = /* @__PURE__ */ new Map();
|
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1259
|
-
/**
|
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1260
|
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* Map to store market data prices for each symbol
|
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1261
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-
* @private
|
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1262
|
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*/
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1263
|
-
marketDataPrices = /* @__PURE__ */ new Map();
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1264
|
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/**
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1265
|
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* Maximum number of price history entries to keep per symbol
|
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* @private
|
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1267
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*/
|
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1268
|
-
MAX_PRICE_HISTORY = 1e5;
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1269
83
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constructor({ port, logger, onReady }) {
|
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1270
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super({ logger, onReady });
|
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1271
84
|
this.port = port;
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85
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+
if (logger) this.logger = logger;
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+
if (onReady) this.onReady = onReady;
|
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1272
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}
|
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1273
88
|
async register(parser) {
|
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1274
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|
this.parser = parser;
|
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90
|
+
this.parser.addOnMessageCallback((message) => {
|
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91
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+
this.logger?.log({
|
|
92
|
+
level: "info",
|
|
93
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
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94
|
+
});
|
|
95
|
+
const msgType = message.messageType;
|
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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);
|
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98
|
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if (idField) {
|
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99
|
+
const id = idField.value;
|
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100
|
+
if (typeof id === "string" || typeof id === "number") {
|
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+
const callback = this.pendingRequests.get(String(id));
|
|
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|
+
if (callback) {
|
|
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|
+
callback(message);
|
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104
|
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this.pendingRequests.delete(String(id));
|
|
105
|
+
}
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
});
|
|
1275
110
|
this.logger = parser.logger;
|
|
1276
111
|
this.logger?.log({
|
|
1277
112
|
level: "info",
|
|
1278
113
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1279
114
|
});
|
|
1280
|
-
this.
|
|
1281
|
-
if (this.parser) {
|
|
1282
|
-
handleMessage(
|
|
1283
|
-
message,
|
|
1284
|
-
this.parser,
|
|
1285
|
-
this.pendingRequests,
|
|
1286
|
-
this.marketDataPrices,
|
|
1287
|
-
this.MAX_PRICE_HISTORY
|
|
1288
|
-
);
|
|
1289
|
-
this.logger?.log({
|
|
1290
|
-
level: "info",
|
|
1291
|
-
message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
|
|
1292
|
-
});
|
|
1293
|
-
}
|
|
1294
|
-
});
|
|
1295
|
-
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
115
|
+
this.server = (0, import_node_http.createServer)(async (req, res) => {
|
|
1296
116
|
if (!req.url || !req.method) {
|
|
1297
117
|
res.writeHead(400);
|
|
1298
118
|
res.end("Bad Request");
|
|
1299
119
|
return;
|
|
1300
120
|
}
|
|
1301
|
-
|
|
121
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
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 === "/") {
|
|
1302
147
|
const sessionId = req.headers["mcp-session-id"];
|
|
1303
148
|
if (req.method === "POST") {
|
|
1304
149
|
const bodyChunks = [];
|
|
@@ -1331,10 +176,10 @@ var MCPRemote = class extends MCPBase {
|
|
|
1331
176
|
}
|
|
1332
177
|
};
|
|
1333
178
|
this.mcpServer = new import_mcp.McpServer({
|
|
1334
|
-
name: this.
|
|
1335
|
-
version: this.
|
|
179
|
+
name: this.name || "FIXParser",
|
|
180
|
+
version: this.version || "1.0.0"
|
|
1336
181
|
});
|
|
1337
|
-
this.
|
|
182
|
+
this.addWorkflows();
|
|
1338
183
|
await this.mcpServer.connect(transport);
|
|
1339
184
|
} else {
|
|
1340
185
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -1350,15 +195,7 @@ var MCPRemote = class extends MCPBase {
|
|
|
1350
195
|
);
|
|
1351
196
|
return;
|
|
1352
197
|
}
|
|
1353
|
-
|
|
1354
|
-
await transport.handleRequest(req, res, parsed);
|
|
1355
|
-
} catch (error) {
|
|
1356
|
-
this.logger?.log({
|
|
1357
|
-
level: "error",
|
|
1358
|
-
message: `Error handling request: ${error}`
|
|
1359
|
-
});
|
|
1360
|
-
throw error;
|
|
1361
|
-
}
|
|
198
|
+
await transport.handleRequest(req, res, parsed);
|
|
1362
199
|
});
|
|
1363
200
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1364
201
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -1367,29 +204,17 @@ var MCPRemote = class extends MCPBase {
|
|
|
1367
204
|
return;
|
|
1368
205
|
}
|
|
1369
206
|
const transport = transports[sessionId];
|
|
1370
|
-
|
|
1371
|
-
await transport.handleRequest(req, res);
|
|
1372
|
-
} catch (error) {
|
|
1373
|
-
this.logger?.log({
|
|
1374
|
-
level: "error",
|
|
1375
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1376
|
-
});
|
|
1377
|
-
throw error;
|
|
1378
|
-
}
|
|
207
|
+
await transport.handleRequest(req, res);
|
|
1379
208
|
} else {
|
|
1380
|
-
this.logger?.log({
|
|
1381
|
-
level: "error",
|
|
1382
|
-
message: `Method not allowed: ${req.method}`
|
|
1383
|
-
});
|
|
1384
209
|
res.writeHead(405);
|
|
1385
210
|
res.end("Method Not Allowed");
|
|
1386
211
|
}
|
|
1387
|
-
|
|
1388
|
-
res.writeHead(404);
|
|
1389
|
-
res.end("Not Found");
|
|
212
|
+
return;
|
|
1390
213
|
}
|
|
214
|
+
res.writeHead(404);
|
|
215
|
+
res.end("Not Found");
|
|
1391
216
|
});
|
|
1392
|
-
this.
|
|
217
|
+
this.server.listen(this.port, () => {
|
|
1393
218
|
this.logger?.log({
|
|
1394
219
|
level: "info",
|
|
1395
220
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1399,55 +224,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1399
224
|
this.onReady();
|
|
1400
225
|
}
|
|
1401
226
|
}
|
|
1402
|
-
|
|
227
|
+
addWorkflows() {
|
|
1403
228
|
if (!this.parser) {
|
|
1404
229
|
this.logger?.log({
|
|
1405
230
|
level: "error",
|
|
1406
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
231
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1407
232
|
});
|
|
1408
233
|
return;
|
|
1409
234
|
}
|
|
1410
235
|
if (!this.mcpServer) {
|
|
1411
236
|
this.logger?.log({
|
|
1412
237
|
level: "error",
|
|
1413
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
238
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1414
239
|
});
|
|
1415
240
|
return;
|
|
1416
241
|
}
|
|
1417
|
-
|
|
1418
|
-
|
|
1419
|
-
|
|
1420
|
-
|
|
1421
|
-
|
|
242
|
+
this.mcpServer.tool(
|
|
243
|
+
"parse",
|
|
244
|
+
"Parses a FIX message and describes it in plain language",
|
|
245
|
+
{ fixString: import_zod.z.string() },
|
|
246
|
+
async ({ fixString }) => {
|
|
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
|
+
}
|
|
1422
272
|
);
|
|
1423
|
-
|
|
1424
|
-
|
|
1425
|
-
|
|
1426
|
-
|
|
1427
|
-
|
|
1428
|
-
|
|
1429
|
-
|
|
1430
|
-
|
|
1431
|
-
|
|
1432
|
-
|
|
1433
|
-
|
|
1434
|
-
|
|
1435
|
-
{
|
|
1436
|
-
type: "text",
|
|
1437
|
-
text: `Tool not found: ${name}`
|
|
1438
|
-
}
|
|
1439
|
-
],
|
|
1440
|
-
isError: true
|
|
1441
|
-
};
|
|
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
|
+
}
|
|
1442
285
|
}
|
|
1443
|
-
|
|
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
|
+
});
|
|
1444
300
|
return {
|
|
1445
|
-
|
|
1446
|
-
|
|
301
|
+
isError: true,
|
|
302
|
+
content: [
|
|
303
|
+
{
|
|
304
|
+
type: "text",
|
|
305
|
+
text: "Error: Failed to parse FIX string"
|
|
306
|
+
}
|
|
307
|
+
]
|
|
1447
308
|
};
|
|
1448
309
|
}
|
|
1449
|
-
|
|
1450
|
-
|
|
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
|
+
})
|
|
335
|
+
);
|
|
336
|
+
this.mcpServer.tool(
|
|
337
|
+
"newOrderSingle",
|
|
338
|
+
"Creates and sends a New Order Single",
|
|
339
|
+
{
|
|
340
|
+
clOrdID: import_zod.z.string(),
|
|
341
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
342
|
+
quantity: import_zod.z.number(),
|
|
343
|
+
price: import_zod.z.number(),
|
|
344
|
+
ordType: import_zod.z.enum([
|
|
345
|
+
"1",
|
|
346
|
+
"2",
|
|
347
|
+
"3",
|
|
348
|
+
"4",
|
|
349
|
+
"5",
|
|
350
|
+
"6",
|
|
351
|
+
"7",
|
|
352
|
+
"8",
|
|
353
|
+
"9",
|
|
354
|
+
"A",
|
|
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
|
+
}
|
|
461
|
+
}
|
|
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
|
+
});
|
|
545
|
+
return {
|
|
546
|
+
isError: true,
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: "Error: Not connected. Ignoring message."
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
this.parser?.send(marketDataRequest);
|
|
556
|
+
this.logger?.log({
|
|
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
|
+
);
|
|
1451
602
|
}
|
|
1452
603
|
};
|
|
1453
604
|
// Annotate the CommonJS export names for ESM import in node:
|