fixparser-plugin-mcp 9.1.7-c415bb75 → 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.
@@ -5,1124 +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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- // src/MCPBase.ts
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- var MCPBase = class {
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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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- * @protected
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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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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- marketDataRequest: {
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- description: "Requests market data for specified symbols",
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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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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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- };
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-
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- // src/tools/marketData.ts
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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [
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- MDEntryType.Bid,
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- MDEntryType.Offer,
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- MDEntryType.Trade,
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- MDEntryType.IndexValue,
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- MDEntryType.OpeningPrice,
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- MDEntryType.ClosingPrice,
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- MDEntryType.SettlementPrice,
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- MDEntryType.TradingSessionHighPrice,
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- MDEntryType.TradingSessionLowPrice,
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- MDEntryType.VWAP,
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- MDEntryType.Imbalance,
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- MDEntryType.TradeVolume,
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- MDEntryType.OpenInterest,
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- MDEntryType.CompositeUnderlyingPrice,
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- MDEntryType.SimulatedSellPrice,
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- MDEntryType.SimulatedBuyPrice,
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- MDEntryType.MarginRate,
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- MDEntryType.MidPrice,
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- MDEntryType.EmptyBook,
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- MDEntryType.SettleHighPrice,
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- MDEntryType.SettleLowPrice,
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- MDEntryType.PriorSettlePrice,
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- MDEntryType.SessionHighBid,
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- MDEntryType.SessionLowOffer,
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- MDEntryType.EarlyPrices,
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- MDEntryType.AuctionClearingPrice,
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- MDEntryType.SwapValueFactor,
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- MDEntryType.DailyValueAdjustmentForLongPositions,
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- MDEntryType.CumulativeValueAdjustmentForLongPositions,
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- MDEntryType.DailyValueAdjustmentForShortPositions,
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- MDEntryType.CumulativeValueAdjustmentForShortPositions,
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- MDEntryType.FixingPrice,
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- MDEntryType.CashRate,
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- MDEntryType.RecoveryRate,
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- MDEntryType.RecoveryRateForLong,
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- MDEntryType.RecoveryRateForShort,
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- MDEntryType.MarketBid,
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- MDEntryType.MarketOffer,
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- MDEntryType.ShortSaleMinPrice,
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- MDEntryType.PreviousClosingPrice,
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- MDEntryType.ThresholdLimitPriceBanding,
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- MDEntryType.DailyFinancingValue,
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- MDEntryType.AccruedFinancingValue,
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- MDEntryType.TWAP
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- ];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new QuickChart();
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- chart.setWidth(1200);
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- chart.setHeight(600);
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- chart.setBackgroundColor("transparent");
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
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- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- beginAtZero: false
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- }
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- }
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- }
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- };
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- chart.setConfig(config);
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- const imageBuffer = await chart.toBinary();
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- const base64 = imageBuffer.toString("base64");
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- return {
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- content: [
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- {
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- type: "resource",
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- resource: {
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- uri: "resource://graph",
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- mimeType: "image/png",
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- blob: base64
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- }
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- }
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- ]
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- };
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- } catch (error) {
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- return {
490
- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
494
- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockPriceHistory"
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- }
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- ]
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- };
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- }
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- return {
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- content: [
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- {
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- type: "text",
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- text: JSON.stringify(
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- {
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- symbol,
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- count: priceHistory.length,
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- data: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- bid: point.bid,
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- offer: point.offer,
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- spread: point.spread,
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- volume: point.volume
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
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- }
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- ]
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- };
541
- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
546
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
547
- uri: "getStockPriceHistory"
548
- }
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- ],
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- isError: true
551
- };
552
- }
553
- };
554
- };
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-
556
- // src/tools/order.ts
557
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
558
- var ordTypeNames = {
559
- "1": "Market",
560
- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
573
- F: "ForexLimit",
574
- G: "ForexSwap",
575
- H: "ForexPreviouslyQuoted",
576
- I: "Funari",
577
- J: "MarketIfTouched",
578
- K: "MarketWithLeftOverAsLimit",
579
- L: "PreviousFundValuationPoint",
580
- M: "NextFundValuationPoint",
581
- P: "Pegged",
582
- Q: "CounterOrderSelection",
583
- R: "StopOnBidOrOffer",
584
- S: "StopLimitOnBidOrOffer"
585
- };
586
- var sideNames = {
587
- "1": "Buy",
588
- "2": "Sell",
589
- "3": "BuyMinus",
590
- "4": "SellPlus",
591
- "5": "SellShort",
592
- "6": "SellShortExempt",
593
- "7": "Undisclosed",
594
- "8": "Cross",
595
- "9": "CrossShort",
596
- A: "CrossShortExempt",
597
- B: "AsDefined",
598
- C: "Opposite",
599
- D: "Subscribe",
600
- E: "Redeem",
601
- F: "Lend",
602
- G: "Borrow",
603
- H: "SellUndisclosed"
604
- };
605
- var timeInForceNames = {
606
- "0": "Day",
607
- "1": "GoodTillCancel",
608
- "2": "AtTheOpening",
609
- "3": "ImmediateOrCancel",
610
- "4": "FillOrKill",
611
- "5": "GoodTillCrossing",
612
- "6": "GoodTillDate",
613
- "7": "AtTheClose",
614
- "8": "GoodThroughCrossing",
615
- "9": "AtCrossing",
616
- A: "GoodForTime",
617
- B: "GoodForAuction",
618
- C: "GoodForMonth"
619
- };
620
- var handlInstNames = {
621
- "1": "AutomatedExecutionNoIntervention",
622
- "2": "AutomatedExecutionInterventionOK",
623
- "3": "ManualOrder"
624
- };
625
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
626
- return async (args) => {
627
- try {
628
- verifiedOrders.set(args.clOrdID, {
629
- clOrdID: args.clOrdID,
630
- handlInst: args.handlInst,
631
- quantity: Number.parseFloat(String(args.quantity)),
632
- price: Number.parseFloat(String(args.price)),
633
- ordType: args.ordType,
634
- side: args.side,
635
- symbol: args.symbol,
636
- timeInForce: args.timeInForce
637
- });
638
- return {
639
- content: [
640
- {
641
- type: "text",
642
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
643
-
644
- Parameters verified:
645
- - ClOrdID: ${args.clOrdID}
646
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
647
- - Quantity: ${args.quantity}
648
- - Price: ${args.price}
649
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
650
- - Side: ${args.side} (${sideNames[args.side]})
651
- - Symbol: ${args.symbol}
652
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
653
-
654
- To execute this order, call the executeOrder tool with these exact same parameters.`,
655
- uri: "verifyOrder"
656
- }
657
- ]
658
- };
659
- } catch (error) {
660
- return {
661
- content: [
662
- {
663
- type: "text",
664
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
665
- uri: "verifyOrder"
666
- }
667
- ],
668
- isError: true
669
- };
670
- }
671
- };
672
- };
673
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
674
- return async (args) => {
675
- try {
676
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
677
- if (!verifiedOrder) {
678
- return {
679
- content: [
680
- {
681
- type: "text",
682
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
683
- uri: "executeOrder"
684
- }
685
- ],
686
- isError: true
687
- };
688
- }
689
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
690
- return {
691
- content: [
692
- {
693
- type: "text",
694
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
695
- uri: "executeOrder"
696
- }
697
- ],
698
- isError: true
699
- };
700
- }
701
- const response = new Promise((resolve) => {
702
- pendingRequests.set(args.clOrdID, resolve);
703
- });
704
- const order = parser.createMessage(
705
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
706
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
707
- new Field2(Fields2.SenderCompID, parser.sender),
708
- new Field2(Fields2.TargetCompID, parser.target),
709
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
710
- new Field2(Fields2.ClOrdID, args.clOrdID),
711
- new Field2(Fields2.Side, args.side),
712
- new Field2(Fields2.Symbol, args.symbol),
713
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
714
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
715
- new Field2(Fields2.OrdType, args.ordType),
716
- new Field2(Fields2.HandlInst, args.handlInst),
717
- new Field2(Fields2.TimeInForce, args.timeInForce),
718
- new Field2(Fields2.TransactTime, parser.getTimestamp())
719
- );
720
- if (!parser.connected) {
721
- return {
722
- content: [
723
- {
724
- type: "text",
725
- text: "Error: Not connected. Ignoring message.",
726
- uri: "executeOrder"
727
- }
728
- ],
729
- isError: true
730
- };
731
- }
732
- parser.send(order);
733
- const fixData = await response;
734
- verifiedOrders.delete(args.clOrdID);
735
- return {
736
- content: [
737
- {
738
- type: "text",
739
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
740
- uri: "executeOrder"
741
- }
742
- ]
743
- };
744
- } catch (error) {
745
- return {
746
- content: [
747
- {
748
- type: "text",
749
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
750
- uri: "executeOrder"
751
- }
752
- ],
753
- isError: true
754
- };
755
- }
756
- };
757
- };
758
-
759
- // src/tools/parse.ts
760
- var createParseHandler = (parser) => {
761
- return async (args) => {
762
- try {
763
- const parsedMessage = parser.parse(args.fixString);
764
- if (!parsedMessage || parsedMessage.length === 0) {
765
- return {
766
- content: [
767
- {
768
- type: "text",
769
- text: "Error: Failed to parse FIX string",
770
- uri: "parse"
771
- }
772
- ],
773
- isError: true
774
- };
775
- }
776
- return {
777
- content: [
778
- {
779
- type: "text",
780
- text: `${parsedMessage[0].description}
781
- ${parsedMessage[0].messageTypeDescription}`,
782
- uri: "parse"
783
- }
784
- ]
785
- };
786
- } catch (error) {
787
- return {
788
- content: [
789
- {
790
- type: "text",
791
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
792
- uri: "parse"
793
- }
794
- ],
795
- isError: true
796
- };
797
- }
798
- };
799
- };
800
-
801
- // src/tools/parseToJSON.ts
802
- var createParseToJSONHandler = (parser) => {
803
- return async (args) => {
804
- try {
805
- const parsedMessage = parser.parse(args.fixString);
806
- if (!parsedMessage || parsedMessage.length === 0) {
807
- return {
808
- content: [
809
- {
810
- type: "text",
811
- text: "Error: Failed to parse FIX string",
812
- uri: "parseToJSON"
813
- }
814
- ],
815
- isError: true
816
- };
817
- }
818
- return {
819
- content: [
820
- {
821
- type: "text",
822
- text: `${parsedMessage[0].toFIXJSON()}`,
823
- uri: "parseToJSON"
824
- }
825
- ]
826
- };
827
- } catch (error) {
828
- return {
829
- content: [
830
- {
831
- type: "text",
832
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
833
- uri: "parseToJSON"
834
- }
835
- ],
836
- isError: true
837
- };
838
- }
839
- };
840
- };
841
-
842
- // src/tools/index.ts
843
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
844
- parse: createParseHandler(parser),
845
- parseToJSON: createParseToJSONHandler(parser),
846
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
847
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
848
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
849
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
850
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
851
- });
852
-
853
- // src/utils/messageHandler.ts
854
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
855
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
856
- parser.logger.log({
857
- level: "info",
858
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
859
- });
860
- const msgType = message.messageType;
861
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
862
- const symbol = message.getField(Fields3.Symbol)?.value;
863
- const fixJson = message.toFIXJSON();
864
- const entries = fixJson.Body?.NoMDEntries || [];
865
- const data = {
866
- timestamp: Date.now(),
867
- bid: 0,
868
- offer: 0,
869
- spread: 0,
870
- volume: 0,
871
- trade: 0,
872
- indexValue: 0,
873
- openingPrice: 0,
874
- closingPrice: 0,
875
- settlementPrice: 0,
876
- tradingSessionHighPrice: 0,
877
- tradingSessionLowPrice: 0,
878
- vwap: 0,
879
- imbalance: 0,
880
- openInterest: 0,
881
- compositeUnderlyingPrice: 0,
882
- simulatedSellPrice: 0,
883
- simulatedBuyPrice: 0,
884
- marginRate: 0,
885
- midPrice: 0,
886
- emptyBook: 0,
887
- settleHighPrice: 0,
888
- settleLowPrice: 0,
889
- priorSettlePrice: 0,
890
- sessionHighBid: 0,
891
- sessionLowOffer: 0,
892
- earlyPrices: 0,
893
- auctionClearingPrice: 0,
894
- swapValueFactor: 0,
895
- dailyValueAdjustmentForLongPositions: 0,
896
- cumulativeValueAdjustmentForLongPositions: 0,
897
- dailyValueAdjustmentForShortPositions: 0,
898
- cumulativeValueAdjustmentForShortPositions: 0,
899
- fixingPrice: 0,
900
- cashRate: 0,
901
- recoveryRate: 0,
902
- recoveryRateForLong: 0,
903
- recoveryRateForShort: 0,
904
- marketBid: 0,
905
- marketOffer: 0,
906
- shortSaleMinPrice: 0,
907
- previousClosingPrice: 0,
908
- thresholdLimitPriceBanding: 0,
909
- dailyFinancingValue: 0,
910
- accruedFinancingValue: 0,
911
- twap: 0
912
- };
913
- for (const entry of entries) {
914
- const entryType = entry.MDEntryType;
915
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
916
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
917
- switch (entryType) {
918
- case MDEntryType2.Bid:
919
- data.bid = price;
920
- break;
921
- case MDEntryType2.Offer:
922
- data.offer = price;
923
- break;
924
- case MDEntryType2.Trade:
925
- data.trade = price;
926
- break;
927
- case MDEntryType2.IndexValue:
928
- data.indexValue = price;
929
- break;
930
- case MDEntryType2.OpeningPrice:
931
- data.openingPrice = price;
932
- break;
933
- case MDEntryType2.ClosingPrice:
934
- data.closingPrice = price;
935
- break;
936
- case MDEntryType2.SettlementPrice:
937
- data.settlementPrice = price;
938
- break;
939
- case MDEntryType2.TradingSessionHighPrice:
940
- data.tradingSessionHighPrice = price;
941
- break;
942
- case MDEntryType2.TradingSessionLowPrice:
943
- data.tradingSessionLowPrice = price;
944
- break;
945
- case MDEntryType2.VWAP:
946
- data.vwap = price;
947
- break;
948
- case MDEntryType2.Imbalance:
949
- data.imbalance = size;
950
- break;
951
- case MDEntryType2.TradeVolume:
952
- data.volume = size;
953
- break;
954
- case MDEntryType2.OpenInterest:
955
- data.openInterest = size;
956
- break;
957
- case MDEntryType2.CompositeUnderlyingPrice:
958
- data.compositeUnderlyingPrice = price;
959
- break;
960
- case MDEntryType2.SimulatedSellPrice:
961
- data.simulatedSellPrice = price;
962
- break;
963
- case MDEntryType2.SimulatedBuyPrice:
964
- data.simulatedBuyPrice = price;
965
- break;
966
- case MDEntryType2.MarginRate:
967
- data.marginRate = price;
968
- break;
969
- case MDEntryType2.MidPrice:
970
- data.midPrice = price;
971
- break;
972
- case MDEntryType2.EmptyBook:
973
- data.emptyBook = 1;
974
- break;
975
- case MDEntryType2.SettleHighPrice:
976
- data.settleHighPrice = price;
977
- break;
978
- case MDEntryType2.SettleLowPrice:
979
- data.settleLowPrice = price;
980
- break;
981
- case MDEntryType2.PriorSettlePrice:
982
- data.priorSettlePrice = price;
983
- break;
984
- case MDEntryType2.SessionHighBid:
985
- data.sessionHighBid = price;
986
- break;
987
- case MDEntryType2.SessionLowOffer:
988
- data.sessionLowOffer = price;
989
- break;
990
- case MDEntryType2.EarlyPrices:
991
- data.earlyPrices = price;
992
- break;
993
- case MDEntryType2.AuctionClearingPrice:
994
- data.auctionClearingPrice = price;
995
- break;
996
- case MDEntryType2.SwapValueFactor:
997
- data.swapValueFactor = price;
998
- break;
999
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1000
- data.dailyValueAdjustmentForLongPositions = price;
1001
- break;
1002
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1003
- data.cumulativeValueAdjustmentForLongPositions = price;
1004
- break;
1005
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1006
- data.dailyValueAdjustmentForShortPositions = price;
1007
- break;
1008
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1009
- data.cumulativeValueAdjustmentForShortPositions = price;
1010
- break;
1011
- case MDEntryType2.FixingPrice:
1012
- data.fixingPrice = price;
1013
- break;
1014
- case MDEntryType2.CashRate:
1015
- data.cashRate = price;
1016
- break;
1017
- case MDEntryType2.RecoveryRate:
1018
- data.recoveryRate = price;
1019
- break;
1020
- case MDEntryType2.RecoveryRateForLong:
1021
- data.recoveryRateForLong = price;
1022
- break;
1023
- case MDEntryType2.RecoveryRateForShort:
1024
- data.recoveryRateForShort = price;
1025
- break;
1026
- case MDEntryType2.MarketBid:
1027
- data.marketBid = price;
1028
- break;
1029
- case MDEntryType2.MarketOffer:
1030
- data.marketOffer = price;
1031
- break;
1032
- case MDEntryType2.ShortSaleMinPrice:
1033
- data.shortSaleMinPrice = price;
1034
- break;
1035
- case MDEntryType2.PreviousClosingPrice:
1036
- data.previousClosingPrice = price;
1037
- break;
1038
- case MDEntryType2.ThresholdLimitPriceBanding:
1039
- data.thresholdLimitPriceBanding = price;
1040
- break;
1041
- case MDEntryType2.DailyFinancingValue:
1042
- data.dailyFinancingValue = price;
1043
- break;
1044
- case MDEntryType2.AccruedFinancingValue:
1045
- data.accruedFinancingValue = price;
1046
- break;
1047
- case MDEntryType2.TWAP:
1048
- data.twap = price;
1049
- break;
1050
- }
1051
- }
1052
- data.spread = data.offer - data.bid;
1053
- if (!marketDataPrices.has(symbol)) {
1054
- marketDataPrices.set(symbol, []);
1055
- }
1056
- const prices = marketDataPrices.get(symbol);
1057
- prices.push(data);
1058
- if (prices.length > maxPriceHistory) {
1059
- prices.splice(0, prices.length - maxPriceHistory);
1060
- }
1061
- onPriceUpdate?.(symbol, data);
1062
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1063
- if (mdReqID) {
1064
- const callback = pendingRequests.get(mdReqID);
1065
- if (callback) {
1066
- callback(message);
1067
- pendingRequests.delete(mdReqID);
1068
- }
1069
- }
1070
- } else if (msgType === Messages3.ExecutionReport) {
1071
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1072
- const callback = pendingRequests.get(reqId);
1073
- if (callback) {
1074
- callback(message);
1075
- pendingRequests.delete(reqId);
1076
- }
1077
- }
1078
- }
1079
-
1080
- // src/MCPRemote.ts
1081
- var transports = {};
1082
- function jsonSchemaToZod(schema) {
1083
- if (schema.type === "object") {
1084
- const shape = {};
1085
- for (const [key, prop] of Object.entries(schema.properties || {})) {
1086
- const propSchema = prop;
1087
- if (propSchema.type === "string") {
1088
- if (propSchema.enum) {
1089
- shape[key] = z.enum(propSchema.enum);
1090
- } else {
1091
- shape[key] = z.string();
1092
- }
1093
- } else if (propSchema.type === "number") {
1094
- shape[key] = z.number();
1095
- } else if (propSchema.type === "boolean") {
1096
- shape[key] = z.boolean();
1097
- } else if (propSchema.type === "array") {
1098
- if (propSchema.items.type === "string") {
1099
- shape[key] = z.array(z.string());
1100
- } else if (propSchema.items.type === "number") {
1101
- shape[key] = z.array(z.number());
1102
- } else if (propSchema.items.type === "boolean") {
1103
- shape[key] = z.array(z.boolean());
1104
- } else {
1105
- shape[key] = z.array(z.any());
1106
- }
1107
- } else {
1108
- shape[key] = z.any();
1109
- }
1110
- }
1111
- return shape;
1112
- }
1113
- return {};
1114
- }
1115
- var MCPRemote = class extends MCPBase {
1116
- /**
1117
- * Port number the server will listen on.
1118
32
  * @private
1119
33
  */
1120
- port;
34
+ parser;
1121
35
  /**
1122
36
  * Node.js HTTP server instance created internally.
1123
37
  * @private
1124
38
  */
1125
- httpServer;
39
+ server;
1126
40
  /**
1127
41
  * MCP server instance handling MCP protocol logic.
1128
42
  * @private
@@ -1132,74 +46,90 @@ var MCPRemote = class extends MCPBase {
1132
46
  * Optional name of the plugin/server instance.
1133
47
  * @private
1134
48
  */
1135
- serverName;
49
+ name;
1136
50
  /**
1137
51
  * Optional version string of the plugin/server.
1138
52
  * @private
1139
53
  */
1140
- serverVersion;
54
+ version;
1141
55
  /**
1142
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
1143
57
  * @private
1144
58
  */
1145
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
1146
60
  /**
1147
- * Map to store pending requests and their callbacks
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.
1148
64
  * @private
65
+ * @type {Map<string, (data: Message) => void>}
1149
66
  */
1150
67
  pendingRequests = /* @__PURE__ */ new Map();
1151
- /**
1152
- * Map to store market data prices for each symbol
1153
- * @private
1154
- */
1155
- marketDataPrices = /* @__PURE__ */ new Map();
1156
- /**
1157
- * Maximum number of price history entries to keep per symbol
1158
- * @private
1159
- */
1160
- MAX_PRICE_HISTORY = 1e5;
1161
68
  constructor({ port, logger, onReady }) {
1162
- super({ logger, onReady });
1163
69
  this.port = port;
70
+ if (logger) this.logger = logger;
71
+ if (onReady) this.onReady = onReady;
1164
72
  }
1165
73
  async register(parser) {
1166
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
+ });
1167
95
  this.logger = parser.logger;
1168
96
  this.logger?.log({
1169
97
  level: "info",
1170
98
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
1171
99
  });
1172
- this.parser.addOnMessageCallback((message) => {
1173
- if (this.parser) {
1174
- handleMessage(
1175
- message,
1176
- this.parser,
1177
- this.pendingRequests,
1178
- this.marketDataPrices,
1179
- this.MAX_PRICE_HISTORY
1180
- );
1181
- }
1182
- });
1183
- this.httpServer = createServer(async (req, res) => {
1184
- this.logger?.log({
1185
- level: "info",
1186
- message: `Incoming request: ${req.method} ${req.url}`
1187
- });
100
+ this.server = createServer(async (req, res) => {
1188
101
  if (!req.url || !req.method) {
1189
- this.logger?.log({
1190
- level: "error",
1191
- message: "Invalid request: missing URL or method"
1192
- });
1193
102
  res.writeHead(400);
1194
103
  res.end("Bad Request");
1195
104
  return;
1196
105
  }
1197
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${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 === "/") {
1198
132
  const sessionId = req.headers["mcp-session-id"];
1199
- this.logger?.log({
1200
- level: "info",
1201
- message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
1202
- });
1203
133
  if (req.method === "POST") {
1204
134
  const bodyChunks = [];
1205
135
  req.on("data", (chunk) => {
@@ -1210,61 +140,33 @@ var MCPRemote = class extends MCPBase {
1210
140
  const body = Buffer.concat(bodyChunks).toString();
1211
141
  try {
1212
142
  parsed = JSON.parse(body);
1213
- this.logger?.log({
1214
- level: "info",
1215
- message: `Parsed request body: ${JSON.stringify(parsed)}`
1216
- });
1217
143
  } catch (err) {
1218
- this.logger?.log({
1219
- level: "error",
1220
- message: `Failed to parse JSON body: ${err}`
1221
- });
1222
144
  res.writeHead(400);
1223
145
  res.end(JSON.stringify({ error: "Invalid JSON" }));
1224
146
  return;
1225
147
  }
1226
148
  let transport;
1227
149
  if (sessionId && transports[sessionId]) {
1228
- this.logger?.log({
1229
- level: "info",
1230
- message: `Using existing transport for session: ${sessionId}`
1231
- });
1232
150
  transport = transports[sessionId];
1233
151
  } else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
1234
- this.logger?.log({
1235
- level: "info",
1236
- message: "Creating new transport for initialization request"
1237
- });
1238
152
  transport = new StreamableHTTPServerTransport({
1239
153
  sessionIdGenerator: () => randomUUID(),
1240
154
  onsessioninitialized: (sessionId2) => {
1241
- this.logger?.log({
1242
- level: "info",
1243
- message: `New session initialized: ${sessionId2}`
1244
- });
1245
155
  transports[sessionId2] = transport;
1246
156
  }
1247
157
  });
1248
158
  transport.onclose = () => {
1249
159
  if (transport.sessionId) {
1250
- this.logger?.log({
1251
- level: "info",
1252
- message: `Session closed: ${transport.sessionId}`
1253
- });
1254
160
  delete transports[transport.sessionId];
1255
161
  }
1256
162
  };
1257
163
  this.mcpServer = new McpServer({
1258
- name: this.serverName || "FIXParser",
1259
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
1260
166
  });
1261
- this.setupTools();
167
+ this.addWorkflows();
1262
168
  await this.mcpServer.connect(transport);
1263
169
  } else {
1264
- this.logger?.log({
1265
- level: "error",
1266
- message: "Invalid request: No valid session ID provided"
1267
- });
1268
170
  res.writeHead(400, { "Content-Type": "application/json" });
1269
171
  res.end(
1270
172
  JSON.stringify({
@@ -1278,62 +180,26 @@ var MCPRemote = class extends MCPBase {
1278
180
  );
1279
181
  return;
1280
182
  }
1281
- try {
1282
- await transport.handleRequest(req, res, parsed);
1283
- this.logger?.log({
1284
- level: "info",
1285
- message: "Request handled successfully"
1286
- });
1287
- } catch (error) {
1288
- this.logger?.log({
1289
- level: "error",
1290
- message: `Error handling request: ${error}`
1291
- });
1292
- throw error;
1293
- }
183
+ await transport.handleRequest(req, res, parsed);
1294
184
  });
1295
185
  } else if (req.method === "GET" || req.method === "DELETE") {
1296
186
  if (!sessionId || !transports[sessionId]) {
1297
- this.logger?.log({
1298
- level: "error",
1299
- message: `Invalid session ID for ${req.method} request: ${sessionId}`
1300
- });
1301
187
  res.writeHead(400);
1302
188
  res.end("Invalid or missing session ID");
1303
189
  return;
1304
190
  }
1305
191
  const transport = transports[sessionId];
1306
- try {
1307
- await transport.handleRequest(req, res);
1308
- this.logger?.log({
1309
- level: "info",
1310
- message: `${req.method} request handled successfully for session: ${sessionId}`
1311
- });
1312
- } catch (error) {
1313
- this.logger?.log({
1314
- level: "error",
1315
- message: `Error handling ${req.method} request: ${error}`
1316
- });
1317
- throw error;
1318
- }
192
+ await transport.handleRequest(req, res);
1319
193
  } else {
1320
- this.logger?.log({
1321
- level: "error",
1322
- message: `Method not allowed: ${req.method}`
1323
- });
1324
194
  res.writeHead(405);
1325
195
  res.end("Method Not Allowed");
1326
196
  }
1327
- } else {
1328
- this.logger?.log({
1329
- level: "error",
1330
- message: `Not found: ${req.url}`
1331
- });
1332
- res.writeHead(404);
1333
- res.end("Not Found");
197
+ return;
1334
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
1335
201
  });
1336
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
1337
203
  this.logger?.log({
1338
204
  level: "info",
1339
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1343,55 +209,381 @@ var MCPRemote = class extends MCPBase {
1343
209
  this.onReady();
1344
210
  }
1345
211
  }
1346
- setupTools() {
212
+ addWorkflows() {
1347
213
  if (!this.parser) {
1348
214
  this.logger?.log({
1349
215
  level: "error",
1350
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
216
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
1351
217
  });
1352
218
  return;
1353
219
  }
1354
220
  if (!this.mcpServer) {
1355
221
  this.logger?.log({
1356
222
  level: "error",
1357
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
223
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1358
224
  });
1359
225
  return;
1360
226
  }
1361
- const toolHandlers = createToolHandlers(
1362
- this.parser,
1363
- this.verifiedOrders,
1364
- this.pendingRequests,
1365
- this.marketDataPrices
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
+ }
1366
257
  );
1367
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1368
- this.mcpServer?.registerTool(
1369
- name,
1370
- {
1371
- description,
1372
- inputSchema: jsonSchemaToZod(schema)
1373
- },
1374
- async (args) => {
1375
- const handler = toolHandlers[name];
1376
- if (!handler) {
1377
- return {
1378
- content: [
1379
- {
1380
- type: "text",
1381
- text: `Tool not found: ${name}`
1382
- }
1383
- ],
1384
- isError: true
1385
- };
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
+ }
1386
270
  }
1387
- const result = await handler(args);
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
+ });
1388
285
  return {
1389
- content: result.content,
1390
- isError: result.isError
286
+ isError: true,
287
+ content: [
288
+ {
289
+ type: "text",
290
+ text: "Error: Failed to parse FIX string"
291
+ }
292
+ ]
1391
293
  };
1392
294
  }
1393
- );
1394
- });
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
+ );
1395
587
  }
1396
588
  };
1397
589
  export {