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/esm/MCPRemote.mjs
CHANGED
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@@ -5,1198 +5,38 @@ 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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-
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import {
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Field,
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Fields,
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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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/**
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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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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"A",
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"B",
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"C",
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],
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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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enum: [
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"M",
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"N",
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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",
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-
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 tradeData = priceHistory.map((point) => point.trade);
|
|
420
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
421
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
422
|
-
const config = {
|
|
423
|
-
type: "line",
|
|
424
|
-
data: {
|
|
425
|
-
labels,
|
|
426
|
-
datasets: [
|
|
427
|
-
{
|
|
428
|
-
label: "Bid",
|
|
429
|
-
data: bidData,
|
|
430
|
-
borderColor: "#28a745",
|
|
431
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
432
|
-
fill: false,
|
|
433
|
-
tension: 0.4
|
|
434
|
-
},
|
|
435
|
-
{
|
|
436
|
-
label: "Offer",
|
|
437
|
-
data: offerData,
|
|
438
|
-
borderColor: "#dc3545",
|
|
439
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
440
|
-
fill: false,
|
|
441
|
-
tension: 0.4
|
|
442
|
-
},
|
|
443
|
-
{
|
|
444
|
-
label: "Spread",
|
|
445
|
-
data: spreadData,
|
|
446
|
-
borderColor: "#6c757d",
|
|
447
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
448
|
-
fill: false,
|
|
449
|
-
tension: 0.4
|
|
450
|
-
},
|
|
451
|
-
{
|
|
452
|
-
label: "Trade",
|
|
453
|
-
data: tradeData,
|
|
454
|
-
borderColor: "#ffc107",
|
|
455
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
456
|
-
fill: false,
|
|
457
|
-
tension: 0.4
|
|
458
|
-
},
|
|
459
|
-
{
|
|
460
|
-
label: "VWAP",
|
|
461
|
-
data: vwapData,
|
|
462
|
-
borderColor: "#17a2b8",
|
|
463
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
464
|
-
fill: false,
|
|
465
|
-
tension: 0.4
|
|
466
|
-
},
|
|
467
|
-
{
|
|
468
|
-
label: "TWAP",
|
|
469
|
-
data: twapData,
|
|
470
|
-
borderColor: "#6610f2",
|
|
471
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
472
|
-
fill: false,
|
|
473
|
-
tension: 0.4
|
|
474
|
-
},
|
|
475
|
-
{
|
|
476
|
-
label: "Volume",
|
|
477
|
-
data: volumeData,
|
|
478
|
-
borderColor: "#007bff",
|
|
479
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
480
|
-
fill: true,
|
|
481
|
-
tension: 0.4
|
|
482
|
-
}
|
|
483
|
-
]
|
|
484
|
-
},
|
|
485
|
-
options: {
|
|
486
|
-
responsive: true,
|
|
487
|
-
plugins: {
|
|
488
|
-
title: {
|
|
489
|
-
display: true,
|
|
490
|
-
text: `${symbol} Market Data`
|
|
491
|
-
}
|
|
492
|
-
},
|
|
493
|
-
scales: {
|
|
494
|
-
y: {
|
|
495
|
-
beginAtZero: false
|
|
496
|
-
}
|
|
497
|
-
}
|
|
498
|
-
}
|
|
499
|
-
};
|
|
500
|
-
chart.setConfig(config);
|
|
501
|
-
const imageBuffer = await chart.toBinary();
|
|
502
|
-
const base64 = imageBuffer.toString("base64");
|
|
503
|
-
return {
|
|
504
|
-
content: [
|
|
505
|
-
{
|
|
506
|
-
type: "resource",
|
|
507
|
-
resource: {
|
|
508
|
-
uri: "resource://graph",
|
|
509
|
-
mimeType: "image/png",
|
|
510
|
-
blob: base64
|
|
511
|
-
}
|
|
512
|
-
}
|
|
513
|
-
]
|
|
514
|
-
};
|
|
515
|
-
} catch (error) {
|
|
516
|
-
return {
|
|
517
|
-
content: [
|
|
518
|
-
{
|
|
519
|
-
type: "text",
|
|
520
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
521
|
-
uri: "getStockGraph"
|
|
522
|
-
}
|
|
523
|
-
],
|
|
524
|
-
isError: true
|
|
525
|
-
};
|
|
526
|
-
}
|
|
527
|
-
};
|
|
528
|
-
};
|
|
529
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
530
|
-
return async (args) => {
|
|
531
|
-
try {
|
|
532
|
-
const symbol = args.symbol;
|
|
533
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
534
|
-
if (priceHistory.length === 0) {
|
|
535
|
-
return {
|
|
536
|
-
content: [
|
|
537
|
-
{
|
|
538
|
-
type: "text",
|
|
539
|
-
text: `No price data available for ${symbol}`,
|
|
540
|
-
uri: "getStockPriceHistory"
|
|
541
|
-
}
|
|
542
|
-
]
|
|
543
|
-
};
|
|
544
|
-
}
|
|
545
|
-
return {
|
|
546
|
-
content: [
|
|
547
|
-
{
|
|
548
|
-
type: "text",
|
|
549
|
-
text: JSON.stringify(
|
|
550
|
-
{
|
|
551
|
-
symbol,
|
|
552
|
-
count: priceHistory.length,
|
|
553
|
-
data: priceHistory.map((point) => ({
|
|
554
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
555
|
-
bid: point.bid,
|
|
556
|
-
offer: point.offer,
|
|
557
|
-
spread: point.spread,
|
|
558
|
-
volume: point.volume,
|
|
559
|
-
trade: point.trade,
|
|
560
|
-
indexValue: point.indexValue,
|
|
561
|
-
openingPrice: point.openingPrice,
|
|
562
|
-
closingPrice: point.closingPrice,
|
|
563
|
-
settlementPrice: point.settlementPrice,
|
|
564
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
565
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
566
|
-
vwap: point.vwap,
|
|
567
|
-
imbalance: point.imbalance,
|
|
568
|
-
openInterest: point.openInterest,
|
|
569
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
570
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
571
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
572
|
-
marginRate: point.marginRate,
|
|
573
|
-
midPrice: point.midPrice,
|
|
574
|
-
emptyBook: point.emptyBook,
|
|
575
|
-
settleHighPrice: point.settleHighPrice,
|
|
576
|
-
settleLowPrice: point.settleLowPrice,
|
|
577
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
578
|
-
sessionHighBid: point.sessionHighBid,
|
|
579
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
580
|
-
earlyPrices: point.earlyPrices,
|
|
581
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
582
|
-
swapValueFactor: point.swapValueFactor,
|
|
583
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
584
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
585
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
586
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
587
|
-
fixingPrice: point.fixingPrice,
|
|
588
|
-
cashRate: point.cashRate,
|
|
589
|
-
recoveryRate: point.recoveryRate,
|
|
590
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
591
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
592
|
-
marketBid: point.marketBid,
|
|
593
|
-
marketOffer: point.marketOffer,
|
|
594
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
595
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
596
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
597
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
598
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
599
|
-
twap: point.twap
|
|
600
|
-
}))
|
|
601
|
-
},
|
|
602
|
-
null,
|
|
603
|
-
2
|
|
604
|
-
),
|
|
605
|
-
uri: "getStockPriceHistory"
|
|
606
|
-
}
|
|
607
|
-
]
|
|
608
|
-
};
|
|
609
|
-
} catch (error) {
|
|
610
|
-
return {
|
|
611
|
-
content: [
|
|
612
|
-
{
|
|
613
|
-
type: "text",
|
|
614
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
615
|
-
uri: "getStockPriceHistory"
|
|
616
|
-
}
|
|
617
|
-
],
|
|
618
|
-
isError: true
|
|
619
|
-
};
|
|
620
|
-
}
|
|
621
|
-
};
|
|
622
|
-
};
|
|
623
|
-
|
|
624
|
-
// src/tools/order.ts
|
|
625
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
626
|
-
var ordTypeNames = {
|
|
627
|
-
"1": "Market",
|
|
628
|
-
"2": "Limit",
|
|
629
|
-
"3": "Stop",
|
|
630
|
-
"4": "StopLimit",
|
|
631
|
-
"5": "MarketOnClose",
|
|
632
|
-
"6": "WithOrWithout",
|
|
633
|
-
"7": "LimitOrBetter",
|
|
634
|
-
"8": "LimitWithOrWithout",
|
|
635
|
-
"9": "OnBasis",
|
|
636
|
-
A: "OnClose",
|
|
637
|
-
B: "LimitOnClose",
|
|
638
|
-
C: "ForexMarket",
|
|
639
|
-
D: "PreviouslyQuoted",
|
|
640
|
-
E: "PreviouslyIndicated",
|
|
641
|
-
F: "ForexLimit",
|
|
642
|
-
G: "ForexSwap",
|
|
643
|
-
H: "ForexPreviouslyQuoted",
|
|
644
|
-
I: "Funari",
|
|
645
|
-
J: "MarketIfTouched",
|
|
646
|
-
K: "MarketWithLeftOverAsLimit",
|
|
647
|
-
L: "PreviousFundValuationPoint",
|
|
648
|
-
M: "NextFundValuationPoint",
|
|
649
|
-
P: "Pegged",
|
|
650
|
-
Q: "CounterOrderSelection",
|
|
651
|
-
R: "StopOnBidOrOffer",
|
|
652
|
-
S: "StopLimitOnBidOrOffer"
|
|
653
|
-
};
|
|
654
|
-
var sideNames = {
|
|
655
|
-
"1": "Buy",
|
|
656
|
-
"2": "Sell",
|
|
657
|
-
"3": "BuyMinus",
|
|
658
|
-
"4": "SellPlus",
|
|
659
|
-
"5": "SellShort",
|
|
660
|
-
"6": "SellShortExempt",
|
|
661
|
-
"7": "Undisclosed",
|
|
662
|
-
"8": "Cross",
|
|
663
|
-
"9": "CrossShort",
|
|
664
|
-
A: "CrossShortExempt",
|
|
665
|
-
B: "AsDefined",
|
|
666
|
-
C: "Opposite",
|
|
667
|
-
D: "Subscribe",
|
|
668
|
-
E: "Redeem",
|
|
669
|
-
F: "Lend",
|
|
670
|
-
G: "Borrow",
|
|
671
|
-
H: "SellUndisclosed"
|
|
672
|
-
};
|
|
673
|
-
var timeInForceNames = {
|
|
674
|
-
"0": "Day",
|
|
675
|
-
"1": "GoodTillCancel",
|
|
676
|
-
"2": "AtTheOpening",
|
|
677
|
-
"3": "ImmediateOrCancel",
|
|
678
|
-
"4": "FillOrKill",
|
|
679
|
-
"5": "GoodTillCrossing",
|
|
680
|
-
"6": "GoodTillDate",
|
|
681
|
-
"7": "AtTheClose",
|
|
682
|
-
"8": "GoodThroughCrossing",
|
|
683
|
-
"9": "AtCrossing",
|
|
684
|
-
A: "GoodForTime",
|
|
685
|
-
B: "GoodForAuction",
|
|
686
|
-
C: "GoodForMonth"
|
|
687
|
-
};
|
|
688
|
-
var handlInstNames = {
|
|
689
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
690
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
691
|
-
"3": "ManualOrder"
|
|
692
|
-
};
|
|
693
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
694
|
-
return async (args) => {
|
|
695
|
-
try {
|
|
696
|
-
verifiedOrders.set(args.clOrdID, {
|
|
697
|
-
clOrdID: args.clOrdID,
|
|
698
|
-
handlInst: args.handlInst,
|
|
699
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
700
|
-
price: Number.parseFloat(String(args.price)),
|
|
701
|
-
ordType: args.ordType,
|
|
702
|
-
side: args.side,
|
|
703
|
-
symbol: args.symbol,
|
|
704
|
-
timeInForce: args.timeInForce
|
|
705
|
-
});
|
|
706
|
-
return {
|
|
707
|
-
content: [
|
|
708
|
-
{
|
|
709
|
-
type: "text",
|
|
710
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
711
|
-
|
|
712
|
-
Parameters verified:
|
|
713
|
-
- ClOrdID: ${args.clOrdID}
|
|
714
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
715
|
-
- Quantity: ${args.quantity}
|
|
716
|
-
- Price: ${args.price}
|
|
717
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
718
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
719
|
-
- Symbol: ${args.symbol}
|
|
720
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
721
|
-
|
|
722
|
-
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
723
|
-
uri: "verifyOrder"
|
|
724
|
-
}
|
|
725
|
-
]
|
|
726
|
-
};
|
|
727
|
-
} catch (error) {
|
|
728
|
-
return {
|
|
729
|
-
content: [
|
|
730
|
-
{
|
|
731
|
-
type: "text",
|
|
732
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
733
|
-
uri: "verifyOrder"
|
|
734
|
-
}
|
|
735
|
-
],
|
|
736
|
-
isError: true
|
|
737
|
-
};
|
|
738
|
-
}
|
|
739
|
-
};
|
|
740
|
-
};
|
|
741
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
742
|
-
return async (args) => {
|
|
743
|
-
try {
|
|
744
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
745
|
-
if (!verifiedOrder) {
|
|
746
|
-
return {
|
|
747
|
-
content: [
|
|
748
|
-
{
|
|
749
|
-
type: "text",
|
|
750
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
751
|
-
uri: "executeOrder"
|
|
752
|
-
}
|
|
753
|
-
],
|
|
754
|
-
isError: true
|
|
755
|
-
};
|
|
756
|
-
}
|
|
757
|
-
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) {
|
|
758
|
-
return {
|
|
759
|
-
content: [
|
|
760
|
-
{
|
|
761
|
-
type: "text",
|
|
762
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
763
|
-
uri: "executeOrder"
|
|
764
|
-
}
|
|
765
|
-
],
|
|
766
|
-
isError: true
|
|
767
|
-
};
|
|
768
|
-
}
|
|
769
|
-
const response = new Promise((resolve) => {
|
|
770
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
771
|
-
});
|
|
772
|
-
const order = parser.createMessage(
|
|
773
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
774
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
775
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
776
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
777
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
778
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
779
|
-
new Field2(Fields2.Side, args.side),
|
|
780
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
781
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
782
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
783
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
784
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
785
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
786
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
787
|
-
);
|
|
788
|
-
if (!parser.connected) {
|
|
789
|
-
return {
|
|
790
|
-
content: [
|
|
791
|
-
{
|
|
792
|
-
type: "text",
|
|
793
|
-
text: "Error: Not connected. Ignoring message.",
|
|
794
|
-
uri: "executeOrder"
|
|
795
|
-
}
|
|
796
|
-
],
|
|
797
|
-
isError: true
|
|
798
|
-
};
|
|
799
|
-
}
|
|
800
|
-
parser.send(order);
|
|
801
|
-
const fixData = await response;
|
|
802
|
-
verifiedOrders.delete(args.clOrdID);
|
|
803
|
-
return {
|
|
804
|
-
content: [
|
|
805
|
-
{
|
|
806
|
-
type: "text",
|
|
807
|
-
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())}`,
|
|
808
|
-
uri: "executeOrder"
|
|
809
|
-
}
|
|
810
|
-
]
|
|
811
|
-
};
|
|
812
|
-
} catch (error) {
|
|
813
|
-
return {
|
|
814
|
-
content: [
|
|
815
|
-
{
|
|
816
|
-
type: "text",
|
|
817
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
818
|
-
uri: "executeOrder"
|
|
819
|
-
}
|
|
820
|
-
],
|
|
821
|
-
isError: true
|
|
822
|
-
};
|
|
823
|
-
}
|
|
824
|
-
};
|
|
825
|
-
};
|
|
826
|
-
|
|
827
|
-
// src/tools/parse.ts
|
|
828
|
-
var createParseHandler = (parser) => {
|
|
829
|
-
return async (args) => {
|
|
830
|
-
try {
|
|
831
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
832
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
833
|
-
return {
|
|
834
|
-
content: [
|
|
835
|
-
{
|
|
836
|
-
type: "text",
|
|
837
|
-
text: "Error: Failed to parse FIX string",
|
|
838
|
-
uri: "parse"
|
|
839
|
-
}
|
|
840
|
-
],
|
|
841
|
-
isError: true
|
|
842
|
-
};
|
|
843
|
-
}
|
|
844
|
-
return {
|
|
845
|
-
content: [
|
|
846
|
-
{
|
|
847
|
-
type: "text",
|
|
848
|
-
text: `${parsedMessage[0].description}
|
|
849
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
850
|
-
uri: "parse"
|
|
851
|
-
}
|
|
852
|
-
]
|
|
853
|
-
};
|
|
854
|
-
} catch (error) {
|
|
855
|
-
return {
|
|
856
|
-
content: [
|
|
857
|
-
{
|
|
858
|
-
type: "text",
|
|
859
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
860
|
-
uri: "parse"
|
|
861
|
-
}
|
|
862
|
-
],
|
|
863
|
-
isError: true
|
|
864
|
-
};
|
|
865
|
-
}
|
|
866
|
-
};
|
|
867
|
-
};
|
|
868
|
-
|
|
869
|
-
// src/tools/parseToJSON.ts
|
|
870
|
-
var createParseToJSONHandler = (parser) => {
|
|
871
|
-
return async (args) => {
|
|
872
|
-
try {
|
|
873
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
874
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
875
|
-
return {
|
|
876
|
-
content: [
|
|
877
|
-
{
|
|
878
|
-
type: "text",
|
|
879
|
-
text: "Error: Failed to parse FIX string",
|
|
880
|
-
uri: "parseToJSON"
|
|
881
|
-
}
|
|
882
|
-
],
|
|
883
|
-
isError: true
|
|
884
|
-
};
|
|
885
|
-
}
|
|
886
|
-
return {
|
|
887
|
-
content: [
|
|
888
|
-
{
|
|
889
|
-
type: "text",
|
|
890
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
891
|
-
uri: "parseToJSON"
|
|
892
|
-
}
|
|
893
|
-
]
|
|
894
|
-
};
|
|
895
|
-
} catch (error) {
|
|
896
|
-
return {
|
|
897
|
-
content: [
|
|
898
|
-
{
|
|
899
|
-
type: "text",
|
|
900
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
901
|
-
uri: "parseToJSON"
|
|
902
|
-
}
|
|
903
|
-
],
|
|
904
|
-
isError: true
|
|
905
|
-
};
|
|
906
|
-
}
|
|
907
|
-
};
|
|
908
|
-
};
|
|
909
|
-
|
|
910
|
-
// src/tools/index.ts
|
|
911
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
912
|
-
parse: createParseHandler(parser),
|
|
913
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
914
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
915
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
916
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
917
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
918
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
919
|
-
});
|
|
920
|
-
|
|
921
|
-
// src/utils/messageHandler.ts
|
|
922
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
923
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
924
|
-
parser.logger.log({
|
|
925
|
-
level: "info",
|
|
926
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
927
|
-
});
|
|
928
|
-
const msgType = message.messageType;
|
|
929
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
930
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
931
|
-
const fixJson = message.toFIXJSON();
|
|
932
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
933
|
-
const data = {
|
|
934
|
-
timestamp: Date.now(),
|
|
935
|
-
bid: 0,
|
|
936
|
-
offer: 0,
|
|
937
|
-
spread: 0,
|
|
938
|
-
volume: 0,
|
|
939
|
-
trade: 0,
|
|
940
|
-
indexValue: 0,
|
|
941
|
-
openingPrice: 0,
|
|
942
|
-
closingPrice: 0,
|
|
943
|
-
settlementPrice: 0,
|
|
944
|
-
tradingSessionHighPrice: 0,
|
|
945
|
-
tradingSessionLowPrice: 0,
|
|
946
|
-
vwap: 0,
|
|
947
|
-
imbalance: 0,
|
|
948
|
-
openInterest: 0,
|
|
949
|
-
compositeUnderlyingPrice: 0,
|
|
950
|
-
simulatedSellPrice: 0,
|
|
951
|
-
simulatedBuyPrice: 0,
|
|
952
|
-
marginRate: 0,
|
|
953
|
-
midPrice: 0,
|
|
954
|
-
emptyBook: 0,
|
|
955
|
-
settleHighPrice: 0,
|
|
956
|
-
settleLowPrice: 0,
|
|
957
|
-
priorSettlePrice: 0,
|
|
958
|
-
sessionHighBid: 0,
|
|
959
|
-
sessionLowOffer: 0,
|
|
960
|
-
earlyPrices: 0,
|
|
961
|
-
auctionClearingPrice: 0,
|
|
962
|
-
swapValueFactor: 0,
|
|
963
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
964
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
965
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
966
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
967
|
-
fixingPrice: 0,
|
|
968
|
-
cashRate: 0,
|
|
969
|
-
recoveryRate: 0,
|
|
970
|
-
recoveryRateForLong: 0,
|
|
971
|
-
recoveryRateForShort: 0,
|
|
972
|
-
marketBid: 0,
|
|
973
|
-
marketOffer: 0,
|
|
974
|
-
shortSaleMinPrice: 0,
|
|
975
|
-
previousClosingPrice: 0,
|
|
976
|
-
thresholdLimitPriceBanding: 0,
|
|
977
|
-
dailyFinancingValue: 0,
|
|
978
|
-
accruedFinancingValue: 0,
|
|
979
|
-
twap: 0
|
|
980
|
-
};
|
|
981
|
-
for (const entry of entries) {
|
|
982
|
-
const entryType = entry.MDEntryType;
|
|
983
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
984
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
985
|
-
if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
|
|
986
|
-
parser.logger.log({
|
|
987
|
-
level: "info",
|
|
988
|
-
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
989
|
-
});
|
|
990
|
-
}
|
|
991
|
-
switch (entryType) {
|
|
992
|
-
case MDEntryType2.Bid:
|
|
993
|
-
data.bid = price;
|
|
994
|
-
break;
|
|
995
|
-
case MDEntryType2.Offer:
|
|
996
|
-
data.offer = price;
|
|
997
|
-
break;
|
|
998
|
-
case MDEntryType2.Trade:
|
|
999
|
-
data.trade = price;
|
|
1000
|
-
break;
|
|
1001
|
-
case MDEntryType2.IndexValue:
|
|
1002
|
-
data.indexValue = price;
|
|
1003
|
-
break;
|
|
1004
|
-
case MDEntryType2.OpeningPrice:
|
|
1005
|
-
data.openingPrice = price;
|
|
1006
|
-
break;
|
|
1007
|
-
case MDEntryType2.ClosingPrice:
|
|
1008
|
-
data.closingPrice = price;
|
|
1009
|
-
break;
|
|
1010
|
-
case MDEntryType2.SettlementPrice:
|
|
1011
|
-
data.settlementPrice = price;
|
|
1012
|
-
break;
|
|
1013
|
-
case MDEntryType2.TradingSessionHighPrice:
|
|
1014
|
-
data.tradingSessionHighPrice = price;
|
|
1015
|
-
break;
|
|
1016
|
-
case MDEntryType2.TradingSessionLowPrice:
|
|
1017
|
-
data.tradingSessionLowPrice = price;
|
|
1018
|
-
break;
|
|
1019
|
-
case MDEntryType2.VWAP:
|
|
1020
|
-
data.vwap = price;
|
|
1021
|
-
break;
|
|
1022
|
-
case MDEntryType2.Imbalance:
|
|
1023
|
-
data.imbalance = size;
|
|
1024
|
-
break;
|
|
1025
|
-
case MDEntryType2.TradeVolume:
|
|
1026
|
-
data.volume = size;
|
|
1027
|
-
break;
|
|
1028
|
-
case MDEntryType2.OpenInterest:
|
|
1029
|
-
data.openInterest = size;
|
|
1030
|
-
break;
|
|
1031
|
-
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1032
|
-
data.compositeUnderlyingPrice = price;
|
|
1033
|
-
break;
|
|
1034
|
-
case MDEntryType2.SimulatedSellPrice:
|
|
1035
|
-
data.simulatedSellPrice = price;
|
|
1036
|
-
break;
|
|
1037
|
-
case MDEntryType2.SimulatedBuyPrice:
|
|
1038
|
-
data.simulatedBuyPrice = price;
|
|
1039
|
-
break;
|
|
1040
|
-
case MDEntryType2.MarginRate:
|
|
1041
|
-
data.marginRate = price;
|
|
1042
|
-
break;
|
|
1043
|
-
case MDEntryType2.MidPrice:
|
|
1044
|
-
data.midPrice = price;
|
|
1045
|
-
break;
|
|
1046
|
-
case MDEntryType2.EmptyBook:
|
|
1047
|
-
data.emptyBook = 1;
|
|
1048
|
-
break;
|
|
1049
|
-
case MDEntryType2.SettleHighPrice:
|
|
1050
|
-
data.settleHighPrice = price;
|
|
1051
|
-
break;
|
|
1052
|
-
case MDEntryType2.SettleLowPrice:
|
|
1053
|
-
data.settleLowPrice = price;
|
|
1054
|
-
break;
|
|
1055
|
-
case MDEntryType2.PriorSettlePrice:
|
|
1056
|
-
data.priorSettlePrice = price;
|
|
1057
|
-
break;
|
|
1058
|
-
case MDEntryType2.SessionHighBid:
|
|
1059
|
-
data.sessionHighBid = price;
|
|
1060
|
-
break;
|
|
1061
|
-
case MDEntryType2.SessionLowOffer:
|
|
1062
|
-
data.sessionLowOffer = price;
|
|
1063
|
-
break;
|
|
1064
|
-
case MDEntryType2.EarlyPrices:
|
|
1065
|
-
data.earlyPrices = price;
|
|
1066
|
-
break;
|
|
1067
|
-
case MDEntryType2.AuctionClearingPrice:
|
|
1068
|
-
data.auctionClearingPrice = price;
|
|
1069
|
-
break;
|
|
1070
|
-
case MDEntryType2.SwapValueFactor:
|
|
1071
|
-
data.swapValueFactor = price;
|
|
1072
|
-
break;
|
|
1073
|
-
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1074
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1075
|
-
break;
|
|
1076
|
-
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1077
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1078
|
-
break;
|
|
1079
|
-
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1080
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1081
|
-
break;
|
|
1082
|
-
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1083
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1084
|
-
break;
|
|
1085
|
-
case MDEntryType2.FixingPrice:
|
|
1086
|
-
data.fixingPrice = price;
|
|
1087
|
-
break;
|
|
1088
|
-
case MDEntryType2.CashRate:
|
|
1089
|
-
data.cashRate = price;
|
|
1090
|
-
break;
|
|
1091
|
-
case MDEntryType2.RecoveryRate:
|
|
1092
|
-
data.recoveryRate = price;
|
|
1093
|
-
break;
|
|
1094
|
-
case MDEntryType2.RecoveryRateForLong:
|
|
1095
|
-
data.recoveryRateForLong = price;
|
|
1096
|
-
break;
|
|
1097
|
-
case MDEntryType2.RecoveryRateForShort:
|
|
1098
|
-
data.recoveryRateForShort = price;
|
|
1099
|
-
break;
|
|
1100
|
-
case MDEntryType2.MarketBid:
|
|
1101
|
-
data.marketBid = price;
|
|
1102
|
-
break;
|
|
1103
|
-
case MDEntryType2.MarketOffer:
|
|
1104
|
-
data.marketOffer = price;
|
|
1105
|
-
break;
|
|
1106
|
-
case MDEntryType2.ShortSaleMinPrice:
|
|
1107
|
-
data.shortSaleMinPrice = price;
|
|
1108
|
-
break;
|
|
1109
|
-
case MDEntryType2.PreviousClosingPrice:
|
|
1110
|
-
data.previousClosingPrice = price;
|
|
1111
|
-
break;
|
|
1112
|
-
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1113
|
-
data.thresholdLimitPriceBanding = price;
|
|
1114
|
-
break;
|
|
1115
|
-
case MDEntryType2.DailyFinancingValue:
|
|
1116
|
-
data.dailyFinancingValue = price;
|
|
1117
|
-
break;
|
|
1118
|
-
case MDEntryType2.AccruedFinancingValue:
|
|
1119
|
-
data.accruedFinancingValue = price;
|
|
1120
|
-
break;
|
|
1121
|
-
case MDEntryType2.TWAP:
|
|
1122
|
-
data.twap = price;
|
|
1123
|
-
break;
|
|
1124
|
-
}
|
|
1125
|
-
}
|
|
1126
|
-
data.spread = data.offer - data.bid;
|
|
1127
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1128
|
-
marketDataPrices.set(symbol, []);
|
|
1129
|
-
}
|
|
1130
|
-
const prices = marketDataPrices.get(symbol);
|
|
1131
|
-
prices.push(data);
|
|
1132
|
-
if (prices.length > maxPriceHistory) {
|
|
1133
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1134
|
-
}
|
|
1135
|
-
onPriceUpdate?.(symbol, data);
|
|
1136
|
-
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1137
|
-
if (mdReqID) {
|
|
1138
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1139
|
-
if (callback) {
|
|
1140
|
-
callback(message);
|
|
1141
|
-
pendingRequests.delete(mdReqID);
|
|
1142
|
-
}
|
|
1143
|
-
}
|
|
1144
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
1145
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1146
|
-
const callback = pendingRequests.get(reqId);
|
|
1147
|
-
if (callback) {
|
|
1148
|
-
callback(message);
|
|
1149
|
-
pendingRequests.delete(reqId);
|
|
1150
|
-
}
|
|
1151
|
-
}
|
|
1152
|
-
}
|
|
1153
|
-
|
|
1154
|
-
// src/MCPRemote.ts
|
|
1155
|
-
var transports = {};
|
|
1156
|
-
function jsonSchemaToZod(schema) {
|
|
1157
|
-
if (schema.type === "object") {
|
|
1158
|
-
const shape = {};
|
|
1159
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1160
|
-
const propSchema = prop;
|
|
1161
|
-
if (propSchema.type === "string") {
|
|
1162
|
-
if (propSchema.enum) {
|
|
1163
|
-
shape[key] = z.enum(propSchema.enum);
|
|
1164
|
-
} else {
|
|
1165
|
-
shape[key] = z.string();
|
|
1166
|
-
}
|
|
1167
|
-
} else if (propSchema.type === "number") {
|
|
1168
|
-
shape[key] = z.number();
|
|
1169
|
-
} else if (propSchema.type === "boolean") {
|
|
1170
|
-
shape[key] = z.boolean();
|
|
1171
|
-
} else if (propSchema.type === "array") {
|
|
1172
|
-
if (propSchema.items.type === "string") {
|
|
1173
|
-
shape[key] = z.array(z.string());
|
|
1174
|
-
} else if (propSchema.items.type === "number") {
|
|
1175
|
-
shape[key] = z.array(z.number());
|
|
1176
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1177
|
-
shape[key] = z.array(z.boolean());
|
|
1178
|
-
} else {
|
|
1179
|
-
shape[key] = z.array(z.any());
|
|
1180
|
-
}
|
|
1181
|
-
} else {
|
|
1182
|
-
shape[key] = z.any();
|
|
1183
|
-
}
|
|
1184
|
-
}
|
|
1185
|
-
return shape;
|
|
1186
|
-
}
|
|
1187
|
-
return {};
|
|
1188
|
-
}
|
|
1189
|
-
var MCPRemote = class extends MCPBase {
|
|
1190
|
-
/**
|
|
1191
|
-
* Port number the server will listen on.
|
|
1192
32
|
* @private
|
|
1193
33
|
*/
|
|
1194
|
-
|
|
34
|
+
parser;
|
|
1195
35
|
/**
|
|
1196
36
|
* Node.js HTTP server instance created internally.
|
|
1197
37
|
* @private
|
|
1198
38
|
*/
|
|
1199
|
-
|
|
39
|
+
server;
|
|
1200
40
|
/**
|
|
1201
41
|
* MCP server instance handling MCP protocol logic.
|
|
1202
42
|
* @private
|
|
@@ -1206,65 +46,89 @@ var MCPRemote = class extends MCPBase {
|
|
|
1206
46
|
* Optional name of the plugin/server instance.
|
|
1207
47
|
* @private
|
|
1208
48
|
*/
|
|
1209
|
-
|
|
49
|
+
name;
|
|
1210
50
|
/**
|
|
1211
51
|
* Optional version string of the plugin/server.
|
|
1212
52
|
* @private
|
|
1213
53
|
*/
|
|
1214
|
-
|
|
54
|
+
version;
|
|
1215
55
|
/**
|
|
1216
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
1217
57
|
* @private
|
|
1218
58
|
*/
|
|
1219
|
-
|
|
59
|
+
onReady = void 0;
|
|
1220
60
|
/**
|
|
1221
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
1222
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1223
66
|
*/
|
|
1224
67
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1225
|
-
/**
|
|
1226
|
-
* Map to store market data prices for each symbol
|
|
1227
|
-
* @private
|
|
1228
|
-
*/
|
|
1229
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1230
|
-
/**
|
|
1231
|
-
* Maximum number of price history entries to keep per symbol
|
|
1232
|
-
* @private
|
|
1233
|
-
*/
|
|
1234
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
1235
68
|
constructor({ port, logger, onReady }) {
|
|
1236
|
-
super({ logger, onReady });
|
|
1237
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
1238
72
|
}
|
|
1239
73
|
async register(parser) {
|
|
1240
74
|
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
|
+
});
|
|
1241
95
|
this.logger = parser.logger;
|
|
1242
96
|
this.logger?.log({
|
|
1243
97
|
level: "info",
|
|
1244
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1245
99
|
});
|
|
1246
|
-
this.
|
|
1247
|
-
if (this.parser) {
|
|
1248
|
-
handleMessage(
|
|
1249
|
-
message,
|
|
1250
|
-
this.parser,
|
|
1251
|
-
this.pendingRequests,
|
|
1252
|
-
this.marketDataPrices,
|
|
1253
|
-
this.MAX_PRICE_HISTORY
|
|
1254
|
-
);
|
|
1255
|
-
this.logger?.log({
|
|
1256
|
-
level: "info",
|
|
1257
|
-
message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
|
|
1258
|
-
});
|
|
1259
|
-
}
|
|
1260
|
-
});
|
|
1261
|
-
this.httpServer = createServer(async (req, res) => {
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
1262
101
|
if (!req.url || !req.method) {
|
|
1263
102
|
res.writeHead(400);
|
|
1264
103
|
res.end("Bad Request");
|
|
1265
104
|
return;
|
|
1266
105
|
}
|
|
1267
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
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 === "/") {
|
|
1268
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
1269
133
|
if (req.method === "POST") {
|
|
1270
134
|
const bodyChunks = [];
|
|
@@ -1297,10 +161,10 @@ var MCPRemote = class extends MCPBase {
|
|
|
1297
161
|
}
|
|
1298
162
|
};
|
|
1299
163
|
this.mcpServer = new McpServer({
|
|
1300
|
-
name: this.
|
|
1301
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1302
166
|
});
|
|
1303
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1304
168
|
await this.mcpServer.connect(transport);
|
|
1305
169
|
} else {
|
|
1306
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -1316,15 +180,7 @@ var MCPRemote = class extends MCPBase {
|
|
|
1316
180
|
);
|
|
1317
181
|
return;
|
|
1318
182
|
}
|
|
1319
|
-
|
|
1320
|
-
await transport.handleRequest(req, res, parsed);
|
|
1321
|
-
} catch (error) {
|
|
1322
|
-
this.logger?.log({
|
|
1323
|
-
level: "error",
|
|
1324
|
-
message: `Error handling request: ${error}`
|
|
1325
|
-
});
|
|
1326
|
-
throw error;
|
|
1327
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1328
184
|
});
|
|
1329
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1330
186
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -1333,29 +189,17 @@ var MCPRemote = class extends MCPBase {
|
|
|
1333
189
|
return;
|
|
1334
190
|
}
|
|
1335
191
|
const transport = transports[sessionId];
|
|
1336
|
-
|
|
1337
|
-
await transport.handleRequest(req, res);
|
|
1338
|
-
} catch (error) {
|
|
1339
|
-
this.logger?.log({
|
|
1340
|
-
level: "error",
|
|
1341
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1342
|
-
});
|
|
1343
|
-
throw error;
|
|
1344
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1345
193
|
} else {
|
|
1346
|
-
this.logger?.log({
|
|
1347
|
-
level: "error",
|
|
1348
|
-
message: `Method not allowed: ${req.method}`
|
|
1349
|
-
});
|
|
1350
194
|
res.writeHead(405);
|
|
1351
195
|
res.end("Method Not Allowed");
|
|
1352
196
|
}
|
|
1353
|
-
|
|
1354
|
-
res.writeHead(404);
|
|
1355
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1356
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1357
201
|
});
|
|
1358
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1359
203
|
this.logger?.log({
|
|
1360
204
|
level: "info",
|
|
1361
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1365,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1365
209
|
this.onReady();
|
|
1366
210
|
}
|
|
1367
211
|
}
|
|
1368
|
-
|
|
212
|
+
addWorkflows() {
|
|
1369
213
|
if (!this.parser) {
|
|
1370
214
|
this.logger?.log({
|
|
1371
215
|
level: "error",
|
|
1372
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1373
217
|
});
|
|
1374
218
|
return;
|
|
1375
219
|
}
|
|
1376
220
|
if (!this.mcpServer) {
|
|
1377
221
|
this.logger?.log({
|
|
1378
222
|
level: "error",
|
|
1379
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1380
224
|
});
|
|
1381
225
|
return;
|
|
1382
226
|
}
|
|
1383
|
-
|
|
1384
|
-
|
|
1385
|
-
|
|
1386
|
-
|
|
1387
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
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
|
+
}
|
|
1388
257
|
);
|
|
1389
|
-
|
|
1390
|
-
|
|
1391
|
-
|
|
1392
|
-
|
|
1393
|
-
|
|
1394
|
-
|
|
1395
|
-
|
|
1396
|
-
|
|
1397
|
-
|
|
1398
|
-
|
|
1399
|
-
|
|
1400
|
-
|
|
1401
|
-
{
|
|
1402
|
-
type: "text",
|
|
1403
|
-
text: `Tool not found: ${name}`
|
|
1404
|
-
}
|
|
1405
|
-
],
|
|
1406
|
-
isError: true
|
|
1407
|
-
};
|
|
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
|
+
}
|
|
1408
270
|
}
|
|
1409
|
-
|
|
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
|
+
});
|
|
1410
285
|
return {
|
|
1411
|
-
|
|
1412
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1413
293
|
};
|
|
1414
294
|
}
|
|
1415
|
-
|
|
1416
|
-
|
|
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
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
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
|
+
}
|
|
446
|
+
}
|
|
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
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
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
|
+
);
|
|
1417
587
|
}
|
|
1418
588
|
};
|
|
1419
589
|
export {
|