fixparser-plugin-mcp 9.1.7-c5ae06ce → 9.1.7-c6228661
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 +1559 -455
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1618 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1917 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1549 -455
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1608 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1879 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +14 -47
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +18 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +10 -43
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +18 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +9 -8
- package/types/MCPLocal.d.ts +0 -16
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -23,508 +33,1602 @@ __export(MCPLocal_exports, {
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MCPLocal: () => MCPLocal
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});
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module.exports = __toCommonJS(MCPLocal_exports);
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var
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser = require("fixparser");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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},
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{
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capabilities: {
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tools: {},
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resources: {}
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}
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}
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);
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transport = new import_stdio.StdioServerTransport();
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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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/**
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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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/**
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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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// Maximum number of price points to store per symbol
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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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"A",
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"B",
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"C",
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"D",
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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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],
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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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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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"1",
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|
+
"9",
|
|
257
|
+
"A",
|
|
258
|
+
"B",
|
|
259
|
+
"C",
|
|
260
|
+
"D",
|
|
261
|
+
"E",
|
|
262
|
+
"F",
|
|
263
|
+
"G",
|
|
264
|
+
"H",
|
|
265
|
+
"I",
|
|
266
|
+
"J",
|
|
267
|
+
"K",
|
|
268
|
+
"L",
|
|
269
|
+
"M",
|
|
270
|
+
"N",
|
|
271
|
+
"O",
|
|
272
|
+
"P",
|
|
273
|
+
"Q",
|
|
274
|
+
"R",
|
|
275
|
+
"S",
|
|
276
|
+
"T",
|
|
277
|
+
"U",
|
|
278
|
+
"V",
|
|
279
|
+
"W",
|
|
280
|
+
"X",
|
|
281
|
+
"Y",
|
|
282
|
+
"Z"
|
|
283
|
+
]
|
|
284
|
+
},
|
|
285
|
+
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"
|
|
95
286
|
}
|
|
287
|
+
},
|
|
288
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
289
|
+
}
|
|
290
|
+
},
|
|
291
|
+
getStockGraph: {
|
|
292
|
+
description: "Generates a price chart for a given symbol",
|
|
293
|
+
schema: {
|
|
294
|
+
type: "object",
|
|
295
|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
297
|
+
},
|
|
298
|
+
required: ["symbol"]
|
|
299
|
+
}
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
302
|
+
description: "Returns price history for a given symbol",
|
|
303
|
+
schema: {
|
|
304
|
+
type: "object",
|
|
305
|
+
properties: {
|
|
306
|
+
symbol: { type: "string" }
|
|
307
|
+
},
|
|
308
|
+
required: ["symbol"]
|
|
309
|
+
}
|
|
310
|
+
},
|
|
311
|
+
technicalAnalysis: {
|
|
312
|
+
description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
|
|
313
|
+
schema: {
|
|
314
|
+
type: "object",
|
|
315
|
+
properties: {
|
|
316
|
+
symbol: {
|
|
317
|
+
type: "string",
|
|
318
|
+
description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
|
|
319
|
+
}
|
|
320
|
+
},
|
|
321
|
+
required: ["symbol"]
|
|
322
|
+
}
|
|
323
|
+
}
|
|
324
|
+
};
|
|
325
|
+
|
|
326
|
+
// src/tools/analytics.ts
|
|
327
|
+
function sum(numbers) {
|
|
328
|
+
return numbers.reduce((acc, val) => acc + val, 0);
|
|
329
|
+
}
|
|
330
|
+
var TechnicalAnalyzer = class {
|
|
331
|
+
prices;
|
|
332
|
+
volumes;
|
|
333
|
+
highs;
|
|
334
|
+
lows;
|
|
335
|
+
constructor(data) {
|
|
336
|
+
this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
|
|
337
|
+
this.volumes = data.map((d) => d.volume);
|
|
338
|
+
this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
|
|
339
|
+
this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
|
|
340
|
+
}
|
|
341
|
+
// Calculate Simple Moving Average
|
|
342
|
+
calculateSMA(data, period) {
|
|
343
|
+
const sma = [];
|
|
344
|
+
for (let i = period - 1; i < data.length; i++) {
|
|
345
|
+
const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
|
|
346
|
+
sma.push(sum2 / period);
|
|
347
|
+
}
|
|
348
|
+
return sma;
|
|
349
|
+
}
|
|
350
|
+
// Calculate Exponential Moving Average
|
|
351
|
+
calculateEMA(data, period) {
|
|
352
|
+
const multiplier = 2 / (period + 1);
|
|
353
|
+
const ema = [data[0]];
|
|
354
|
+
for (let i = 1; i < data.length; i++) {
|
|
355
|
+
ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
|
|
356
|
+
}
|
|
357
|
+
return ema;
|
|
358
|
+
}
|
|
359
|
+
// Calculate RSI
|
|
360
|
+
calculateRSI(data, period = 14) {
|
|
361
|
+
if (data.length < period + 1) return [];
|
|
362
|
+
const changes = [];
|
|
363
|
+
for (let i = 1; i < data.length; i++) {
|
|
364
|
+
changes.push(data[i] - data[i - 1]);
|
|
365
|
+
}
|
|
366
|
+
const gains = changes.map((change) => change > 0 ? change : 0);
|
|
367
|
+
const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
|
|
368
|
+
let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
369
|
+
let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
370
|
+
const rsi = [];
|
|
371
|
+
for (let i = period; i < changes.length; i++) {
|
|
372
|
+
const rs = avgGain / avgLoss;
|
|
373
|
+
rsi.push(100 - 100 / (1 + rs));
|
|
374
|
+
avgGain = (avgGain * (period - 1) + gains[i]) / period;
|
|
375
|
+
avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
|
|
376
|
+
}
|
|
377
|
+
return rsi;
|
|
378
|
+
}
|
|
379
|
+
// Calculate Bollinger Bands
|
|
380
|
+
calculateBollingerBands(data, period = 20, stdDev = 2) {
|
|
381
|
+
if (data.length < period) return [];
|
|
382
|
+
const sma = this.calculateSMA(data, period);
|
|
383
|
+
const bands = [];
|
|
384
|
+
for (let i = 0; i < sma.length; i++) {
|
|
385
|
+
const dataSlice = data.slice(i, i + period);
|
|
386
|
+
const mean = sma[i];
|
|
387
|
+
const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
|
|
388
|
+
const standardDeviation = Math.sqrt(variance);
|
|
389
|
+
bands.push({
|
|
390
|
+
upper: mean + standardDeviation * stdDev,
|
|
391
|
+
middle: mean,
|
|
392
|
+
lower: mean - standardDeviation * stdDev
|
|
393
|
+
});
|
|
394
|
+
}
|
|
395
|
+
return bands;
|
|
396
|
+
}
|
|
397
|
+
// Calculate maximum drawdown
|
|
398
|
+
calculateMaxDrawdown(prices) {
|
|
399
|
+
let maxPrice = prices[0];
|
|
400
|
+
let maxDrawdown = 0;
|
|
401
|
+
for (let i = 1; i < prices.length; i++) {
|
|
402
|
+
if (prices[i] > maxPrice) {
|
|
403
|
+
maxPrice = prices[i];
|
|
404
|
+
}
|
|
405
|
+
const drawdown = (maxPrice - prices[i]) / maxPrice;
|
|
406
|
+
if (drawdown > maxDrawdown) {
|
|
407
|
+
maxDrawdown = drawdown;
|
|
96
408
|
}
|
|
97
|
-
});
|
|
98
|
-
this.addWorkflows();
|
|
99
|
-
await this.server.connect(this.transport);
|
|
100
|
-
if (this.onReady) {
|
|
101
|
-
this.onReady();
|
|
102
409
|
}
|
|
410
|
+
return maxDrawdown;
|
|
103
411
|
}
|
|
104
|
-
|
|
105
|
-
|
|
106
|
-
|
|
412
|
+
// Calculate price changes for volatility
|
|
413
|
+
calculatePriceChanges() {
|
|
414
|
+
const changes = [];
|
|
415
|
+
for (let i = 1; i < this.prices.length; i++) {
|
|
416
|
+
changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
|
|
107
417
|
}
|
|
108
|
-
|
|
109
|
-
|
|
418
|
+
return changes;
|
|
419
|
+
}
|
|
420
|
+
// Generate comprehensive market analysis
|
|
421
|
+
analyze() {
|
|
422
|
+
const currentPrice = this.prices[this.prices.length - 1];
|
|
423
|
+
const startPrice = this.prices[0];
|
|
424
|
+
const sessionHigh = Math.max(...this.highs);
|
|
425
|
+
const sessionLow = Math.min(...this.lows);
|
|
426
|
+
const totalVolume = sum(this.volumes);
|
|
427
|
+
const avgVolume = totalVolume / this.volumes.length;
|
|
428
|
+
const priceChanges = this.calculatePriceChanges();
|
|
429
|
+
const volatility = priceChanges.length > 0 ? Math.sqrt(
|
|
430
|
+
priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
|
|
431
|
+
) * Math.sqrt(252) * 100 : 0;
|
|
432
|
+
const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
|
|
433
|
+
const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
|
|
434
|
+
const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
|
|
435
|
+
const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
|
|
436
|
+
const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
|
|
437
|
+
const maxDrawdown = this.calculateMaxDrawdown(this.prices);
|
|
438
|
+
return {
|
|
439
|
+
currentPrice,
|
|
440
|
+
startPrice,
|
|
441
|
+
sessionHigh,
|
|
442
|
+
sessionLow,
|
|
443
|
+
totalVolume,
|
|
444
|
+
avgVolume,
|
|
445
|
+
volatility,
|
|
446
|
+
sessionReturn,
|
|
447
|
+
pricePosition,
|
|
448
|
+
trueVWAP,
|
|
449
|
+
momentum5,
|
|
450
|
+
momentum10,
|
|
451
|
+
maxDrawdown
|
|
452
|
+
};
|
|
453
|
+
}
|
|
454
|
+
// Generate technical indicators
|
|
455
|
+
getTechnicalIndicators() {
|
|
456
|
+
return {
|
|
457
|
+
sma5: this.calculateSMA(this.prices, 5),
|
|
458
|
+
sma10: this.calculateSMA(this.prices, 10),
|
|
459
|
+
ema8: this.calculateEMA(this.prices, 8),
|
|
460
|
+
ema21: this.calculateEMA(this.prices, 21),
|
|
461
|
+
rsi: this.calculateRSI(this.prices, 14),
|
|
462
|
+
bollinger: this.calculateBollingerBands(this.prices, 20, 2)
|
|
463
|
+
};
|
|
464
|
+
}
|
|
465
|
+
// Generate trading signals
|
|
466
|
+
generateSignals() {
|
|
467
|
+
const analysis = this.analyze();
|
|
468
|
+
let bullishSignals = 0;
|
|
469
|
+
let bearishSignals = 0;
|
|
470
|
+
const signals = [];
|
|
471
|
+
if (analysis.currentPrice > analysis.trueVWAP) {
|
|
472
|
+
signals.push(
|
|
473
|
+
`\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
474
|
+
);
|
|
475
|
+
bullishSignals++;
|
|
476
|
+
} else {
|
|
477
|
+
signals.push(
|
|
478
|
+
`\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
479
|
+
);
|
|
480
|
+
bearishSignals++;
|
|
110
481
|
}
|
|
111
|
-
|
|
112
|
-
"
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
482
|
+
if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
|
|
483
|
+
signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
|
|
484
|
+
bullishSignals++;
|
|
485
|
+
} else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
|
|
486
|
+
signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
|
|
487
|
+
bearishSignals++;
|
|
488
|
+
} else {
|
|
489
|
+
signals.push("\u25D0 MIXED: Conflicting momentum signals");
|
|
490
|
+
}
|
|
491
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
492
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
493
|
+
if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
|
|
494
|
+
signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
|
|
495
|
+
bullishSignals++;
|
|
496
|
+
} else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
|
|
497
|
+
signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
|
|
498
|
+
bearishSignals++;
|
|
499
|
+
} else {
|
|
500
|
+
signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
|
|
501
|
+
}
|
|
502
|
+
if (analysis.pricePosition > 65 && analysis.volatility > 30) {
|
|
503
|
+
signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
|
|
504
|
+
bearishSignals++;
|
|
505
|
+
} else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
|
|
506
|
+
signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
|
|
507
|
+
bullishSignals++;
|
|
508
|
+
} else {
|
|
509
|
+
signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
|
|
510
|
+
}
|
|
511
|
+
return { bullishSignals, bearishSignals, signals };
|
|
512
|
+
}
|
|
513
|
+
// Generate comprehensive JSON analysis
|
|
514
|
+
generateJSONAnalysis(symbol) {
|
|
515
|
+
const analysis = this.analyze();
|
|
516
|
+
const indicators = this.getTechnicalIndicators();
|
|
517
|
+
const signals = this.generateSignals();
|
|
518
|
+
const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
|
|
519
|
+
const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
|
|
520
|
+
const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
|
|
521
|
+
const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
|
|
522
|
+
const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
|
|
523
|
+
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
524
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
525
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
526
|
+
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
527
|
+
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
528
|
+
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
529
|
+
const totalScore = signals.bullishSignals - signals.bearishSignals;
|
|
530
|
+
const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
|
|
531
|
+
const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
|
|
532
|
+
const stopLoss = analysis.sessionLow * 0.995;
|
|
533
|
+
const profitTarget = analysis.sessionHigh * 0.995;
|
|
534
|
+
const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
|
|
535
|
+
return {
|
|
536
|
+
symbol,
|
|
537
|
+
timestamp: (/* @__PURE__ */ new Date()).toISOString(),
|
|
538
|
+
marketStructure: {
|
|
539
|
+
currentPrice: analysis.currentPrice,
|
|
540
|
+
startPrice: analysis.startPrice,
|
|
541
|
+
sessionHigh: analysis.sessionHigh,
|
|
542
|
+
sessionLow: analysis.sessionLow,
|
|
543
|
+
rangeWidth,
|
|
544
|
+
totalVolume: analysis.totalVolume,
|
|
545
|
+
sessionPerformance: analysis.sessionReturn,
|
|
546
|
+
positionInRange: analysis.pricePosition
|
|
116
547
|
},
|
|
117
|
-
|
|
118
|
-
|
|
119
|
-
|
|
120
|
-
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
|
|
124
|
-
|
|
548
|
+
volatility: {
|
|
549
|
+
impliedVolatility: analysis.volatility,
|
|
550
|
+
maxDrawdown: analysis.maxDrawdown * 100,
|
|
551
|
+
currentDrawdown
|
|
552
|
+
},
|
|
553
|
+
technicalIndicators: {
|
|
554
|
+
sma5: currentSMA5,
|
|
555
|
+
sma10: currentSMA10,
|
|
556
|
+
ema8: currentEMA8,
|
|
557
|
+
ema21: currentEMA21,
|
|
558
|
+
rsi: currentRSI,
|
|
559
|
+
bollingerBands: currentBB ? {
|
|
560
|
+
upper: currentBB.upper,
|
|
561
|
+
middle: currentBB.middle,
|
|
562
|
+
lower: currentBB.lower,
|
|
563
|
+
position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
|
|
564
|
+
} : null
|
|
565
|
+
},
|
|
566
|
+
volumeAnalysis: {
|
|
567
|
+
currentVolume,
|
|
568
|
+
averageVolume: Math.round(analysis.avgVolume),
|
|
569
|
+
volumeRatio,
|
|
570
|
+
trueVWAP: analysis.trueVWAP,
|
|
571
|
+
priceVsVWAP
|
|
572
|
+
},
|
|
573
|
+
momentum: {
|
|
574
|
+
momentum5: analysis.momentum5,
|
|
575
|
+
momentum10: analysis.momentum10,
|
|
576
|
+
sessionROC: analysis.sessionReturn
|
|
577
|
+
},
|
|
578
|
+
tradingSignals: {
|
|
579
|
+
...signals,
|
|
580
|
+
overallSignal,
|
|
581
|
+
signalScore: totalScore
|
|
582
|
+
},
|
|
583
|
+
riskManagement: {
|
|
584
|
+
targetEntry,
|
|
585
|
+
stopLoss,
|
|
586
|
+
profitTarget,
|
|
587
|
+
riskRewardRatio
|
|
588
|
+
}
|
|
589
|
+
};
|
|
590
|
+
}
|
|
591
|
+
};
|
|
592
|
+
var createTechnicalAnalysisHandler = (marketDataPrices) => {
|
|
593
|
+
return async (args) => {
|
|
594
|
+
try {
|
|
595
|
+
const symbol = args.symbol;
|
|
596
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
597
|
+
if (priceHistory.length === 0) {
|
|
598
|
+
return {
|
|
599
|
+
content: [
|
|
600
|
+
{
|
|
601
|
+
type: "text",
|
|
602
|
+
text: `No price data available for ${symbol}. Please request market data first.`,
|
|
603
|
+
uri: "technicalAnalysis"
|
|
604
|
+
}
|
|
605
|
+
]
|
|
606
|
+
};
|
|
607
|
+
}
|
|
608
|
+
const analyzer = new TechnicalAnalyzer(priceHistory);
|
|
609
|
+
const analysis = analyzer.generateJSONAnalysis(symbol);
|
|
610
|
+
return {
|
|
611
|
+
content: [
|
|
612
|
+
{
|
|
613
|
+
type: "text",
|
|
614
|
+
text: `Technical Analysis for ${symbol}:
|
|
615
|
+
|
|
616
|
+
${JSON.stringify(analysis, null, 2)}`,
|
|
617
|
+
uri: "technicalAnalysis"
|
|
125
618
|
}
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
129
|
-
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
|
|
136
|
-
|
|
137
|
-
|
|
138
|
-
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
619
|
+
]
|
|
620
|
+
};
|
|
621
|
+
} catch (error) {
|
|
622
|
+
return {
|
|
623
|
+
content: [
|
|
624
|
+
{
|
|
625
|
+
type: "text",
|
|
626
|
+
text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
|
|
627
|
+
uri: "technicalAnalysis"
|
|
628
|
+
}
|
|
629
|
+
],
|
|
630
|
+
isError: true
|
|
631
|
+
};
|
|
632
|
+
}
|
|
633
|
+
};
|
|
634
|
+
};
|
|
635
|
+
|
|
636
|
+
// src/tools/marketData.ts
|
|
637
|
+
var import_fixparser = require("fixparser");
|
|
638
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
639
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
640
|
+
return async (args) => {
|
|
641
|
+
try {
|
|
642
|
+
parser.logger.log({
|
|
643
|
+
level: "info",
|
|
644
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
645
|
+
});
|
|
646
|
+
const response = new Promise((resolve) => {
|
|
647
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
648
|
+
parser.logger.log({
|
|
649
|
+
level: "info",
|
|
650
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
651
|
+
});
|
|
652
|
+
});
|
|
653
|
+
const entryTypes = args.mdEntryTypes || [
|
|
654
|
+
import_fixparser.MDEntryType.Bid,
|
|
655
|
+
import_fixparser.MDEntryType.Offer,
|
|
656
|
+
import_fixparser.MDEntryType.Trade,
|
|
657
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
658
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
659
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
660
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
661
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
662
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
663
|
+
import_fixparser.MDEntryType.VWAP,
|
|
664
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
665
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
666
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
667
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
668
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
669
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
670
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
671
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
672
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
673
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
674
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
675
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
676
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
677
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
678
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
679
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
680
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
681
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
682
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
683
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
684
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
685
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
686
|
+
import_fixparser.MDEntryType.CashRate,
|
|
687
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
688
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
689
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
690
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
691
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
692
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
693
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
694
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
695
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
696
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
697
|
+
import_fixparser.MDEntryType.TWAP
|
|
698
|
+
];
|
|
699
|
+
const messageFields = [
|
|
700
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
701
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
702
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
703
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
704
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
705
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
706
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
707
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
708
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
709
|
+
];
|
|
710
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
711
|
+
args.symbols.forEach((symbol) => {
|
|
712
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
713
|
+
});
|
|
714
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
715
|
+
entryTypes.forEach((entryType) => {
|
|
716
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
717
|
+
});
|
|
718
|
+
const mdr = parser.createMessage(...messageFields);
|
|
719
|
+
if (!parser.connected) {
|
|
720
|
+
parser.logger.log({
|
|
721
|
+
level: "error",
|
|
722
|
+
message: "Not connected. Cannot send market data request."
|
|
723
|
+
});
|
|
724
|
+
return {
|
|
725
|
+
content: [
|
|
726
|
+
{
|
|
727
|
+
type: "text",
|
|
728
|
+
text: "Error: Not connected. Ignoring message.",
|
|
729
|
+
uri: "marketDataRequest"
|
|
730
|
+
}
|
|
731
|
+
],
|
|
732
|
+
isError: true
|
|
733
|
+
};
|
|
146
734
|
}
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
150
|
-
|
|
151
|
-
|
|
152
|
-
|
|
153
|
-
|
|
154
|
-
|
|
155
|
-
|
|
156
|
-
|
|
157
|
-
|
|
158
|
-
|
|
159
|
-
|
|
160
|
-
|
|
161
|
-
}
|
|
735
|
+
parser.logger.log({
|
|
736
|
+
level: "info",
|
|
737
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
738
|
+
});
|
|
739
|
+
parser.send(mdr);
|
|
740
|
+
const fixData = await response;
|
|
741
|
+
parser.logger.log({
|
|
742
|
+
level: "info",
|
|
743
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
744
|
+
});
|
|
745
|
+
return {
|
|
746
|
+
content: [
|
|
747
|
+
{
|
|
748
|
+
type: "text",
|
|
749
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
750
|
+
uri: "marketDataRequest"
|
|
751
|
+
}
|
|
752
|
+
]
|
|
753
|
+
};
|
|
754
|
+
} catch (error) {
|
|
755
|
+
return {
|
|
756
|
+
content: [
|
|
757
|
+
{
|
|
758
|
+
type: "text",
|
|
759
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
760
|
+
uri: "marketDataRequest"
|
|
761
|
+
}
|
|
762
|
+
],
|
|
763
|
+
isError: true
|
|
764
|
+
};
|
|
765
|
+
}
|
|
766
|
+
};
|
|
767
|
+
};
|
|
768
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
769
|
+
return async (args) => {
|
|
770
|
+
try {
|
|
771
|
+
const symbol = args.symbol;
|
|
772
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
773
|
+
if (priceHistory.length === 0) {
|
|
774
|
+
return {
|
|
775
|
+
content: [
|
|
776
|
+
{
|
|
777
|
+
type: "text",
|
|
778
|
+
text: `No price data available for ${symbol}`,
|
|
779
|
+
uri: "getStockGraph"
|
|
780
|
+
}
|
|
781
|
+
]
|
|
782
|
+
};
|
|
783
|
+
}
|
|
784
|
+
const chart = new import_quickchart_js.default();
|
|
785
|
+
chart.setWidth(1200);
|
|
786
|
+
chart.setHeight(600);
|
|
787
|
+
chart.setBackgroundColor("transparent");
|
|
788
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
789
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
790
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
791
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
792
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
793
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
794
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
795
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
796
|
+
const config = {
|
|
797
|
+
type: "line",
|
|
798
|
+
data: {
|
|
799
|
+
labels,
|
|
800
|
+
datasets: [
|
|
801
|
+
{
|
|
802
|
+
label: "Bid",
|
|
803
|
+
data: bidData,
|
|
804
|
+
borderColor: "#28a745",
|
|
805
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
806
|
+
fill: false,
|
|
807
|
+
tension: 0.4
|
|
808
|
+
},
|
|
809
|
+
{
|
|
810
|
+
label: "Offer",
|
|
811
|
+
data: offerData,
|
|
812
|
+
borderColor: "#dc3545",
|
|
813
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
814
|
+
fill: false,
|
|
815
|
+
tension: 0.4
|
|
816
|
+
},
|
|
817
|
+
{
|
|
818
|
+
label: "Spread",
|
|
819
|
+
data: spreadData,
|
|
820
|
+
borderColor: "#6c757d",
|
|
821
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
822
|
+
fill: false,
|
|
823
|
+
tension: 0.4
|
|
824
|
+
},
|
|
825
|
+
{
|
|
826
|
+
label: "Trade",
|
|
827
|
+
data: tradeData,
|
|
828
|
+
borderColor: "#ffc107",
|
|
829
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
830
|
+
fill: false,
|
|
831
|
+
tension: 0.4
|
|
832
|
+
},
|
|
833
|
+
{
|
|
834
|
+
label: "VWAP",
|
|
835
|
+
data: vwapData,
|
|
836
|
+
borderColor: "#17a2b8",
|
|
837
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
838
|
+
fill: false,
|
|
839
|
+
tension: 0.4
|
|
840
|
+
},
|
|
841
|
+
{
|
|
842
|
+
label: "TWAP",
|
|
843
|
+
data: twapData,
|
|
844
|
+
borderColor: "#6610f2",
|
|
845
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
846
|
+
fill: false,
|
|
847
|
+
tension: 0.4
|
|
848
|
+
},
|
|
849
|
+
{
|
|
850
|
+
label: "Volume",
|
|
851
|
+
data: volumeData,
|
|
852
|
+
borderColor: "#007bff",
|
|
853
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
854
|
+
fill: true,
|
|
855
|
+
tension: 0.4
|
|
856
|
+
}
|
|
857
|
+
]
|
|
858
|
+
},
|
|
859
|
+
options: {
|
|
860
|
+
responsive: true,
|
|
861
|
+
plugins: {
|
|
862
|
+
title: {
|
|
863
|
+
display: true,
|
|
864
|
+
text: `${symbol} Market Data`
|
|
865
|
+
}
|
|
866
|
+
},
|
|
867
|
+
scales: {
|
|
868
|
+
y: {
|
|
869
|
+
beginAtZero: false
|
|
870
|
+
}
|
|
162
871
|
}
|
|
163
|
-
return {
|
|
164
|
-
content: [
|
|
165
|
-
{
|
|
166
|
-
type: "text",
|
|
167
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
168
|
-
}
|
|
169
|
-
]
|
|
170
|
-
};
|
|
171
|
-
} catch (error) {
|
|
172
|
-
return {
|
|
173
|
-
content: [
|
|
174
|
-
{
|
|
175
|
-
type: "text",
|
|
176
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
177
|
-
}
|
|
178
|
-
],
|
|
179
|
-
isError: true
|
|
180
|
-
};
|
|
181
872
|
}
|
|
873
|
+
};
|
|
874
|
+
chart.setConfig(config);
|
|
875
|
+
const imageBuffer = await chart.toBinary();
|
|
876
|
+
const base64 = imageBuffer.toString("base64");
|
|
877
|
+
return {
|
|
878
|
+
content: [
|
|
879
|
+
{
|
|
880
|
+
type: "resource",
|
|
881
|
+
resource: {
|
|
882
|
+
uri: "resource://graph",
|
|
883
|
+
mimeType: "image/png",
|
|
884
|
+
blob: base64
|
|
885
|
+
}
|
|
886
|
+
}
|
|
887
|
+
]
|
|
888
|
+
};
|
|
889
|
+
} catch (error) {
|
|
890
|
+
return {
|
|
891
|
+
content: [
|
|
892
|
+
{
|
|
893
|
+
type: "text",
|
|
894
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
895
|
+
uri: "getStockGraph"
|
|
896
|
+
}
|
|
897
|
+
],
|
|
898
|
+
isError: true
|
|
899
|
+
};
|
|
900
|
+
}
|
|
901
|
+
};
|
|
902
|
+
};
|
|
903
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
904
|
+
return async (args) => {
|
|
905
|
+
try {
|
|
906
|
+
const symbol = args.symbol;
|
|
907
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
908
|
+
if (priceHistory.length === 0) {
|
|
909
|
+
return {
|
|
910
|
+
content: [
|
|
911
|
+
{
|
|
912
|
+
type: "text",
|
|
913
|
+
text: `No price data available for ${symbol}`,
|
|
914
|
+
uri: "getStockPriceHistory"
|
|
915
|
+
}
|
|
916
|
+
]
|
|
917
|
+
};
|
|
182
918
|
}
|
|
183
|
-
|
|
184
|
-
|
|
185
|
-
|
|
186
|
-
|
|
187
|
-
|
|
188
|
-
clOrdID: import_zod.z.string().describe("Client Order ID"),
|
|
189
|
-
handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
190
|
-
quantity: import_zod.z.string().describe("Order quantity"),
|
|
191
|
-
price: import_zod.z.string().describe("Order price"),
|
|
192
|
-
ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
193
|
-
side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
194
|
-
symbol: import_zod.z.string().describe("Trading symbol"),
|
|
195
|
-
timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
196
|
-
},
|
|
197
|
-
async (args) => {
|
|
198
|
-
try {
|
|
199
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
200
|
-
clOrdID: args.clOrdID,
|
|
201
|
-
handlInst: args.handlInst,
|
|
202
|
-
quantity: Number.parseFloat(args.quantity),
|
|
203
|
-
price: Number.parseFloat(args.price),
|
|
204
|
-
ordType: args.ordType,
|
|
205
|
-
side: args.side,
|
|
206
|
-
symbol: args.symbol,
|
|
207
|
-
timeInForce: args.timeInForce
|
|
208
|
-
});
|
|
209
|
-
return {
|
|
210
|
-
content: [
|
|
919
|
+
return {
|
|
920
|
+
content: [
|
|
921
|
+
{
|
|
922
|
+
type: "text",
|
|
923
|
+
text: JSON.stringify(
|
|
211
924
|
{
|
|
212
|
-
|
|
213
|
-
|
|
214
|
-
|
|
925
|
+
symbol,
|
|
926
|
+
count: priceHistory.length,
|
|
927
|
+
data: priceHistory.map((point) => ({
|
|
928
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
929
|
+
bid: point.bid,
|
|
930
|
+
offer: point.offer,
|
|
931
|
+
spread: point.spread,
|
|
932
|
+
volume: point.volume,
|
|
933
|
+
trade: point.trade,
|
|
934
|
+
indexValue: point.indexValue,
|
|
935
|
+
openingPrice: point.openingPrice,
|
|
936
|
+
closingPrice: point.closingPrice,
|
|
937
|
+
settlementPrice: point.settlementPrice,
|
|
938
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
939
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
940
|
+
vwap: point.vwap,
|
|
941
|
+
imbalance: point.imbalance,
|
|
942
|
+
openInterest: point.openInterest,
|
|
943
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
944
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
945
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
946
|
+
marginRate: point.marginRate,
|
|
947
|
+
midPrice: point.midPrice,
|
|
948
|
+
emptyBook: point.emptyBook,
|
|
949
|
+
settleHighPrice: point.settleHighPrice,
|
|
950
|
+
settleLowPrice: point.settleLowPrice,
|
|
951
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
952
|
+
sessionHighBid: point.sessionHighBid,
|
|
953
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
954
|
+
earlyPrices: point.earlyPrices,
|
|
955
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
956
|
+
swapValueFactor: point.swapValueFactor,
|
|
957
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
958
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
959
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
960
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
961
|
+
fixingPrice: point.fixingPrice,
|
|
962
|
+
cashRate: point.cashRate,
|
|
963
|
+
recoveryRate: point.recoveryRate,
|
|
964
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
965
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
966
|
+
marketBid: point.marketBid,
|
|
967
|
+
marketOffer: point.marketOffer,
|
|
968
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
969
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
970
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
971
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
972
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
973
|
+
twap: point.twap
|
|
974
|
+
}))
|
|
975
|
+
},
|
|
976
|
+
null,
|
|
977
|
+
2
|
|
978
|
+
),
|
|
979
|
+
uri: "getStockPriceHistory"
|
|
980
|
+
}
|
|
981
|
+
]
|
|
982
|
+
};
|
|
983
|
+
} catch (error) {
|
|
984
|
+
return {
|
|
985
|
+
content: [
|
|
986
|
+
{
|
|
987
|
+
type: "text",
|
|
988
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
989
|
+
uri: "getStockPriceHistory"
|
|
990
|
+
}
|
|
991
|
+
],
|
|
992
|
+
isError: true
|
|
993
|
+
};
|
|
994
|
+
}
|
|
995
|
+
};
|
|
996
|
+
};
|
|
997
|
+
|
|
998
|
+
// src/tools/order.ts
|
|
999
|
+
var import_fixparser2 = require("fixparser");
|
|
1000
|
+
var ordTypeNames = {
|
|
1001
|
+
"1": "Market",
|
|
1002
|
+
"2": "Limit",
|
|
1003
|
+
"3": "Stop",
|
|
1004
|
+
"4": "StopLimit",
|
|
1005
|
+
"5": "MarketOnClose",
|
|
1006
|
+
"6": "WithOrWithout",
|
|
1007
|
+
"7": "LimitOrBetter",
|
|
1008
|
+
"8": "LimitWithOrWithout",
|
|
1009
|
+
"9": "OnBasis",
|
|
1010
|
+
A: "OnClose",
|
|
1011
|
+
B: "LimitOnClose",
|
|
1012
|
+
C: "ForexMarket",
|
|
1013
|
+
D: "PreviouslyQuoted",
|
|
1014
|
+
E: "PreviouslyIndicated",
|
|
1015
|
+
F: "ForexLimit",
|
|
1016
|
+
G: "ForexSwap",
|
|
1017
|
+
H: "ForexPreviouslyQuoted",
|
|
1018
|
+
I: "Funari",
|
|
1019
|
+
J: "MarketIfTouched",
|
|
1020
|
+
K: "MarketWithLeftOverAsLimit",
|
|
1021
|
+
L: "PreviousFundValuationPoint",
|
|
1022
|
+
M: "NextFundValuationPoint",
|
|
1023
|
+
P: "Pegged",
|
|
1024
|
+
Q: "CounterOrderSelection",
|
|
1025
|
+
R: "StopOnBidOrOffer",
|
|
1026
|
+
S: "StopLimitOnBidOrOffer"
|
|
1027
|
+
};
|
|
1028
|
+
var sideNames = {
|
|
1029
|
+
"1": "Buy",
|
|
1030
|
+
"2": "Sell",
|
|
1031
|
+
"3": "BuyMinus",
|
|
1032
|
+
"4": "SellPlus",
|
|
1033
|
+
"5": "SellShort",
|
|
1034
|
+
"6": "SellShortExempt",
|
|
1035
|
+
"7": "Undisclosed",
|
|
1036
|
+
"8": "Cross",
|
|
1037
|
+
"9": "CrossShort",
|
|
1038
|
+
A: "CrossShortExempt",
|
|
1039
|
+
B: "AsDefined",
|
|
1040
|
+
C: "Opposite",
|
|
1041
|
+
D: "Subscribe",
|
|
1042
|
+
E: "Redeem",
|
|
1043
|
+
F: "Lend",
|
|
1044
|
+
G: "Borrow",
|
|
1045
|
+
H: "SellUndisclosed"
|
|
1046
|
+
};
|
|
1047
|
+
var timeInForceNames = {
|
|
1048
|
+
"0": "Day",
|
|
1049
|
+
"1": "GoodTillCancel",
|
|
1050
|
+
"2": "AtTheOpening",
|
|
1051
|
+
"3": "ImmediateOrCancel",
|
|
1052
|
+
"4": "FillOrKill",
|
|
1053
|
+
"5": "GoodTillCrossing",
|
|
1054
|
+
"6": "GoodTillDate",
|
|
1055
|
+
"7": "AtTheClose",
|
|
1056
|
+
"8": "GoodThroughCrossing",
|
|
1057
|
+
"9": "AtCrossing",
|
|
1058
|
+
A: "GoodForTime",
|
|
1059
|
+
B: "GoodForAuction",
|
|
1060
|
+
C: "GoodForMonth"
|
|
1061
|
+
};
|
|
1062
|
+
var handlInstNames = {
|
|
1063
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
1064
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
1065
|
+
"3": "ManualOrder"
|
|
1066
|
+
};
|
|
1067
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
1068
|
+
return async (args) => {
|
|
1069
|
+
try {
|
|
1070
|
+
verifiedOrders.set(args.clOrdID, {
|
|
1071
|
+
clOrdID: args.clOrdID,
|
|
1072
|
+
handlInst: args.handlInst,
|
|
1073
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
1074
|
+
price: Number.parseFloat(String(args.price)),
|
|
1075
|
+
ordType: args.ordType,
|
|
1076
|
+
side: args.side,
|
|
1077
|
+
symbol: args.symbol,
|
|
1078
|
+
timeInForce: args.timeInForce
|
|
1079
|
+
});
|
|
1080
|
+
return {
|
|
1081
|
+
content: [
|
|
1082
|
+
{
|
|
1083
|
+
type: "text",
|
|
1084
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
1085
|
+
|
|
215
1086
|
Parameters verified:
|
|
216
1087
|
- ClOrdID: ${args.clOrdID}
|
|
217
|
-
- HandlInst: ${args.handlInst}
|
|
1088
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
218
1089
|
- Quantity: ${args.quantity}
|
|
219
1090
|
- Price: ${args.price}
|
|
220
|
-
- OrdType: ${args.ordType}
|
|
221
|
-
- Side: ${args.side}
|
|
1091
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
1092
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
222
1093
|
- Symbol: ${args.symbol}
|
|
223
|
-
- TimeInForce: ${args.timeInForce}
|
|
1094
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
224
1095
|
|
|
225
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
226
|
-
|
|
227
|
-
]
|
|
228
|
-
};
|
|
229
|
-
} catch (error) {
|
|
230
|
-
return {
|
|
231
|
-
content: [
|
|
232
|
-
{
|
|
233
|
-
type: "text",
|
|
234
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
235
|
-
}
|
|
236
|
-
],
|
|
237
|
-
isError: true
|
|
238
|
-
};
|
|
239
|
-
}
|
|
240
|
-
}
|
|
241
|
-
);
|
|
242
|
-
this.server.tool(
|
|
243
|
-
"executeOrder",
|
|
244
|
-
"Executes a New Order Single after verification. This is the second step - only call after successful verification.",
|
|
245
|
-
{
|
|
246
|
-
clOrdID: import_zod.z.string().describe("Client Order ID"),
|
|
247
|
-
handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
248
|
-
quantity: import_zod.z.string().describe("Order quantity"),
|
|
249
|
-
price: import_zod.z.string().describe("Order price"),
|
|
250
|
-
ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
251
|
-
side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
252
|
-
symbol: import_zod.z.string().describe("Trading symbol"),
|
|
253
|
-
timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
254
|
-
},
|
|
255
|
-
async (args) => {
|
|
256
|
-
try {
|
|
257
|
-
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
258
|
-
if (!verifiedOrder) {
|
|
259
|
-
return {
|
|
260
|
-
content: [
|
|
261
|
-
{
|
|
262
|
-
type: "text",
|
|
263
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
264
|
-
}
|
|
265
|
-
],
|
|
266
|
-
isError: true
|
|
267
|
-
};
|
|
1096
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
1097
|
+
uri: "verifyOrder"
|
|
268
1098
|
}
|
|
269
|
-
|
|
270
|
-
|
|
271
|
-
|
|
272
|
-
|
|
273
|
-
|
|
274
|
-
|
|
275
|
-
|
|
276
|
-
|
|
277
|
-
|
|
278
|
-
};
|
|
279
|
-
}
|
|
280
|
-
const response = new Promise((resolve) => {
|
|
281
|
-
this.pendingRequests.set(args.clOrdID, resolve);
|
|
282
|
-
});
|
|
283
|
-
const order = this.parser?.createMessage(
|
|
284
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
285
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
286
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
287
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
288
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
289
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
290
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
291
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
292
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
293
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
294
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
295
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
296
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
297
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
298
|
-
);
|
|
299
|
-
if (!this.parser?.connected) {
|
|
300
|
-
return {
|
|
301
|
-
content: [
|
|
302
|
-
{
|
|
303
|
-
type: "text",
|
|
304
|
-
text: "Error: Not connected. Ignoring message."
|
|
305
|
-
}
|
|
306
|
-
],
|
|
307
|
-
isError: true
|
|
308
|
-
};
|
|
1099
|
+
]
|
|
1100
|
+
};
|
|
1101
|
+
} catch (error) {
|
|
1102
|
+
return {
|
|
1103
|
+
content: [
|
|
1104
|
+
{
|
|
1105
|
+
type: "text",
|
|
1106
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
1107
|
+
uri: "verifyOrder"
|
|
309
1108
|
}
|
|
310
|
-
|
|
311
|
-
|
|
312
|
-
|
|
313
|
-
|
|
314
|
-
|
|
315
|
-
|
|
316
|
-
|
|
317
|
-
|
|
318
|
-
|
|
319
|
-
|
|
320
|
-
|
|
321
|
-
|
|
322
|
-
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
}
|
|
1109
|
+
],
|
|
1110
|
+
isError: true
|
|
1111
|
+
};
|
|
1112
|
+
}
|
|
1113
|
+
};
|
|
1114
|
+
};
|
|
1115
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
1116
|
+
return async (args) => {
|
|
1117
|
+
try {
|
|
1118
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
1119
|
+
if (!verifiedOrder) {
|
|
1120
|
+
return {
|
|
1121
|
+
content: [
|
|
1122
|
+
{
|
|
1123
|
+
type: "text",
|
|
1124
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
1125
|
+
uri: "executeOrder"
|
|
1126
|
+
}
|
|
1127
|
+
],
|
|
1128
|
+
isError: true
|
|
1129
|
+
};
|
|
332
1130
|
}
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
async (args) => {
|
|
345
|
-
try {
|
|
346
|
-
const response = new Promise((resolve) => {
|
|
347
|
-
this.pendingRequests.set(args.mdReqID, resolve);
|
|
348
|
-
});
|
|
349
|
-
const messageFields = [
|
|
350
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
351
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
352
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
353
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
354
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
355
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
356
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
357
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
358
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
359
|
-
];
|
|
360
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
361
|
-
args.symbols.forEach((symbol) => {
|
|
362
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
363
|
-
});
|
|
364
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
365
|
-
args.mdEntryTypes.forEach((entryType) => {
|
|
366
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
367
|
-
});
|
|
368
|
-
const mdr = this.parser?.createMessage(...messageFields);
|
|
369
|
-
if (!this.parser?.connected) {
|
|
370
|
-
return {
|
|
371
|
-
content: [
|
|
372
|
-
{
|
|
373
|
-
type: "text",
|
|
374
|
-
text: "Error: Not connected. Ignoring message."
|
|
375
|
-
}
|
|
376
|
-
],
|
|
377
|
-
isError: true
|
|
378
|
-
};
|
|
379
|
-
}
|
|
380
|
-
this.parser?.send(mdr);
|
|
381
|
-
const fixData = await response;
|
|
382
|
-
return {
|
|
383
|
-
content: [
|
|
384
|
-
{
|
|
385
|
-
type: "text",
|
|
386
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
387
|
-
}
|
|
388
|
-
]
|
|
389
|
-
};
|
|
390
|
-
} catch (error) {
|
|
391
|
-
return {
|
|
392
|
-
content: [
|
|
393
|
-
{
|
|
394
|
-
type: "text",
|
|
395
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
396
|
-
}
|
|
397
|
-
],
|
|
398
|
-
isError: true
|
|
399
|
-
};
|
|
400
|
-
}
|
|
1131
|
+
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) {
|
|
1132
|
+
return {
|
|
1133
|
+
content: [
|
|
1134
|
+
{
|
|
1135
|
+
type: "text",
|
|
1136
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
1137
|
+
uri: "executeOrder"
|
|
1138
|
+
}
|
|
1139
|
+
],
|
|
1140
|
+
isError: true
|
|
1141
|
+
};
|
|
401
1142
|
}
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
-
|
|
1143
|
+
const response = new Promise((resolve) => {
|
|
1144
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
1145
|
+
});
|
|
1146
|
+
const order = parser.createMessage(
|
|
1147
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
1148
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
1149
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
1150
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
1151
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
1152
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
1153
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
1154
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
1155
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
1156
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
1157
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
1158
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
1159
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
1160
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
1161
|
+
);
|
|
1162
|
+
if (!parser.connected) {
|
|
408
1163
|
return {
|
|
409
|
-
|
|
1164
|
+
content: [
|
|
410
1165
|
{
|
|
411
|
-
|
|
412
|
-
text: "
|
|
1166
|
+
type: "text",
|
|
1167
|
+
text: "Error: Not connected. Ignoring message.",
|
|
1168
|
+
uri: "executeOrder"
|
|
413
1169
|
}
|
|
414
|
-
]
|
|
1170
|
+
],
|
|
1171
|
+
isError: true
|
|
415
1172
|
};
|
|
416
1173
|
}
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
<!-- Grid lines -->
|
|
452
|
-
<g stroke="#e9ecef" stroke-width="1">
|
|
453
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
454
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
455
|
-
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
456
|
-
}).join("\n")}
|
|
457
|
-
</g>
|
|
458
|
-
|
|
459
|
-
<!-- Price line -->
|
|
460
|
-
<path d="M ${points}"
|
|
461
|
-
fill="none"
|
|
462
|
-
stroke="#007bff"
|
|
463
|
-
stroke-width="2"/>
|
|
464
|
-
|
|
465
|
-
<!-- Data points -->
|
|
466
|
-
${priceHistory.map((d, i) => {
|
|
467
|
-
const x = padding + i * xScale;
|
|
468
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
469
|
-
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
470
|
-
}).join("\n")}
|
|
471
|
-
|
|
472
|
-
<!-- Labels -->
|
|
473
|
-
<g font-family="Arial" font-size="12" fill="#495057">
|
|
474
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
475
|
-
const x = padding + (width - 2 * padding) * i / 4;
|
|
476
|
-
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
477
|
-
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
478
|
-
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
479
|
-
}).join("\n")}
|
|
480
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
481
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
482
|
-
const price = yMax - (yMax - yMin) * i / 4;
|
|
483
|
-
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
484
|
-
}).join("\n")}
|
|
485
|
-
</g>
|
|
486
|
-
|
|
487
|
-
<!-- Title -->
|
|
488
|
-
<text x="${width / 2}" y="${padding / 2}"
|
|
489
|
-
font-family="Arial" font-size="16" font-weight="bold"
|
|
490
|
-
text-anchor="middle" fill="#212529">
|
|
491
|
-
${symbol} - Price Chart (${priceHistory.length} points)
|
|
492
|
-
</text>
|
|
493
|
-
</svg>`;
|
|
1174
|
+
parser.send(order);
|
|
1175
|
+
const fixData = await response;
|
|
1176
|
+
verifiedOrders.delete(args.clOrdID);
|
|
1177
|
+
return {
|
|
1178
|
+
content: [
|
|
1179
|
+
{
|
|
1180
|
+
type: "text",
|
|
1181
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
1182
|
+
uri: "executeOrder"
|
|
1183
|
+
}
|
|
1184
|
+
]
|
|
1185
|
+
};
|
|
1186
|
+
} catch (error) {
|
|
1187
|
+
return {
|
|
1188
|
+
content: [
|
|
1189
|
+
{
|
|
1190
|
+
type: "text",
|
|
1191
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
1192
|
+
uri: "executeOrder"
|
|
1193
|
+
}
|
|
1194
|
+
],
|
|
1195
|
+
isError: true
|
|
1196
|
+
};
|
|
1197
|
+
}
|
|
1198
|
+
};
|
|
1199
|
+
};
|
|
1200
|
+
|
|
1201
|
+
// src/tools/parse.ts
|
|
1202
|
+
var createParseHandler = (parser) => {
|
|
1203
|
+
return async (args) => {
|
|
1204
|
+
try {
|
|
1205
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
1206
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
494
1207
|
return {
|
|
495
|
-
|
|
1208
|
+
content: [
|
|
496
1209
|
{
|
|
497
|
-
|
|
498
|
-
text:
|
|
1210
|
+
type: "text",
|
|
1211
|
+
text: "Error: Failed to parse FIX string",
|
|
1212
|
+
uri: "parse"
|
|
499
1213
|
}
|
|
500
|
-
]
|
|
1214
|
+
],
|
|
1215
|
+
isError: true
|
|
501
1216
|
};
|
|
502
1217
|
}
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
|
|
506
|
-
|
|
507
|
-
|
|
508
|
-
|
|
509
|
-
|
|
1218
|
+
return {
|
|
1219
|
+
content: [
|
|
1220
|
+
{
|
|
1221
|
+
type: "text",
|
|
1222
|
+
text: `${parsedMessage[0].description}
|
|
1223
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
1224
|
+
uri: "parse"
|
|
1225
|
+
}
|
|
1226
|
+
]
|
|
1227
|
+
};
|
|
1228
|
+
} catch (error) {
|
|
1229
|
+
return {
|
|
1230
|
+
content: [
|
|
1231
|
+
{
|
|
1232
|
+
type: "text",
|
|
1233
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
1234
|
+
uri: "parse"
|
|
1235
|
+
}
|
|
1236
|
+
],
|
|
1237
|
+
isError: true
|
|
1238
|
+
};
|
|
1239
|
+
}
|
|
1240
|
+
};
|
|
1241
|
+
};
|
|
1242
|
+
|
|
1243
|
+
// src/tools/parseToJSON.ts
|
|
1244
|
+
var createParseToJSONHandler = (parser) => {
|
|
1245
|
+
return async (args) => {
|
|
1246
|
+
try {
|
|
1247
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
1248
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
510
1249
|
return {
|
|
511
|
-
|
|
1250
|
+
content: [
|
|
512
1251
|
{
|
|
513
|
-
|
|
514
|
-
text:
|
|
515
|
-
|
|
516
|
-
symbol,
|
|
517
|
-
count: priceHistory.length,
|
|
518
|
-
prices: priceHistory.map((point) => ({
|
|
519
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
520
|
-
price: point.price
|
|
521
|
-
}))
|
|
522
|
-
},
|
|
523
|
-
null,
|
|
524
|
-
2
|
|
525
|
-
)
|
|
1252
|
+
type: "text",
|
|
1253
|
+
text: "Error: Failed to parse FIX string",
|
|
1254
|
+
uri: "parseToJSON"
|
|
526
1255
|
}
|
|
527
|
-
]
|
|
1256
|
+
],
|
|
1257
|
+
isError: true
|
|
1258
|
+
};
|
|
1259
|
+
}
|
|
1260
|
+
return {
|
|
1261
|
+
content: [
|
|
1262
|
+
{
|
|
1263
|
+
type: "text",
|
|
1264
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
1265
|
+
uri: "parseToJSON"
|
|
1266
|
+
}
|
|
1267
|
+
]
|
|
1268
|
+
};
|
|
1269
|
+
} catch (error) {
|
|
1270
|
+
return {
|
|
1271
|
+
content: [
|
|
1272
|
+
{
|
|
1273
|
+
type: "text",
|
|
1274
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
1275
|
+
uri: "parseToJSON"
|
|
1276
|
+
}
|
|
1277
|
+
],
|
|
1278
|
+
isError: true
|
|
1279
|
+
};
|
|
1280
|
+
}
|
|
1281
|
+
};
|
|
1282
|
+
};
|
|
1283
|
+
|
|
1284
|
+
// src/tools/index.ts
|
|
1285
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
1286
|
+
parse: createParseHandler(parser),
|
|
1287
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
1288
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
1289
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
1290
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
1291
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
1292
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
|
|
1293
|
+
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
1294
|
+
});
|
|
1295
|
+
|
|
1296
|
+
// src/utils/messageHandler.ts
|
|
1297
|
+
var import_fixparser3 = require("fixparser");
|
|
1298
|
+
function getEnumValue(enumObj, name) {
|
|
1299
|
+
return enumObj[name] || name;
|
|
1300
|
+
}
|
|
1301
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
1302
|
+
const msgType = message.messageType;
|
|
1303
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
1304
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
1305
|
+
const fixJson = message.toFIXJSON();
|
|
1306
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
1307
|
+
const data = {
|
|
1308
|
+
timestamp: Date.now(),
|
|
1309
|
+
bid: 0,
|
|
1310
|
+
offer: 0,
|
|
1311
|
+
spread: 0,
|
|
1312
|
+
volume: 0,
|
|
1313
|
+
trade: 0,
|
|
1314
|
+
indexValue: 0,
|
|
1315
|
+
openingPrice: 0,
|
|
1316
|
+
closingPrice: 0,
|
|
1317
|
+
settlementPrice: 0,
|
|
1318
|
+
tradingSessionHighPrice: 0,
|
|
1319
|
+
tradingSessionLowPrice: 0,
|
|
1320
|
+
vwap: 0,
|
|
1321
|
+
imbalance: 0,
|
|
1322
|
+
openInterest: 0,
|
|
1323
|
+
compositeUnderlyingPrice: 0,
|
|
1324
|
+
simulatedSellPrice: 0,
|
|
1325
|
+
simulatedBuyPrice: 0,
|
|
1326
|
+
marginRate: 0,
|
|
1327
|
+
midPrice: 0,
|
|
1328
|
+
emptyBook: 0,
|
|
1329
|
+
settleHighPrice: 0,
|
|
1330
|
+
settleLowPrice: 0,
|
|
1331
|
+
priorSettlePrice: 0,
|
|
1332
|
+
sessionHighBid: 0,
|
|
1333
|
+
sessionLowOffer: 0,
|
|
1334
|
+
earlyPrices: 0,
|
|
1335
|
+
auctionClearingPrice: 0,
|
|
1336
|
+
swapValueFactor: 0,
|
|
1337
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1338
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1339
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1340
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1341
|
+
fixingPrice: 0,
|
|
1342
|
+
cashRate: 0,
|
|
1343
|
+
recoveryRate: 0,
|
|
1344
|
+
recoveryRateForLong: 0,
|
|
1345
|
+
recoveryRateForShort: 0,
|
|
1346
|
+
marketBid: 0,
|
|
1347
|
+
marketOffer: 0,
|
|
1348
|
+
shortSaleMinPrice: 0,
|
|
1349
|
+
previousClosingPrice: 0,
|
|
1350
|
+
thresholdLimitPriceBanding: 0,
|
|
1351
|
+
dailyFinancingValue: 0,
|
|
1352
|
+
accruedFinancingValue: 0,
|
|
1353
|
+
twap: 0
|
|
1354
|
+
};
|
|
1355
|
+
for (const entry of entries) {
|
|
1356
|
+
const entryType = entry.MDEntryType;
|
|
1357
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1358
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1359
|
+
const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
|
|
1360
|
+
switch (enumValue) {
|
|
1361
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
1362
|
+
data.bid = price;
|
|
1363
|
+
break;
|
|
1364
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
1365
|
+
data.offer = price;
|
|
1366
|
+
break;
|
|
1367
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
1368
|
+
data.trade = price;
|
|
1369
|
+
break;
|
|
1370
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
1371
|
+
data.indexValue = price;
|
|
1372
|
+
break;
|
|
1373
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1374
|
+
data.openingPrice = price;
|
|
1375
|
+
break;
|
|
1376
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1377
|
+
data.closingPrice = price;
|
|
1378
|
+
break;
|
|
1379
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1380
|
+
data.settlementPrice = price;
|
|
1381
|
+
break;
|
|
1382
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1383
|
+
data.tradingSessionHighPrice = price;
|
|
1384
|
+
break;
|
|
1385
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1386
|
+
data.tradingSessionLowPrice = price;
|
|
1387
|
+
break;
|
|
1388
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
1389
|
+
data.vwap = price;
|
|
1390
|
+
break;
|
|
1391
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
1392
|
+
data.imbalance = size;
|
|
1393
|
+
break;
|
|
1394
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1395
|
+
data.volume = size;
|
|
1396
|
+
break;
|
|
1397
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1398
|
+
data.openInterest = size;
|
|
1399
|
+
break;
|
|
1400
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1401
|
+
data.compositeUnderlyingPrice = price;
|
|
1402
|
+
break;
|
|
1403
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1404
|
+
data.simulatedSellPrice = price;
|
|
1405
|
+
break;
|
|
1406
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1407
|
+
data.simulatedBuyPrice = price;
|
|
1408
|
+
break;
|
|
1409
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1410
|
+
data.marginRate = price;
|
|
1411
|
+
break;
|
|
1412
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1413
|
+
data.midPrice = price;
|
|
1414
|
+
break;
|
|
1415
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1416
|
+
data.emptyBook = 1;
|
|
1417
|
+
break;
|
|
1418
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1419
|
+
data.settleHighPrice = price;
|
|
1420
|
+
break;
|
|
1421
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1422
|
+
data.settleLowPrice = price;
|
|
1423
|
+
break;
|
|
1424
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1425
|
+
data.priorSettlePrice = price;
|
|
1426
|
+
break;
|
|
1427
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1428
|
+
data.sessionHighBid = price;
|
|
1429
|
+
break;
|
|
1430
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1431
|
+
data.sessionLowOffer = price;
|
|
1432
|
+
break;
|
|
1433
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1434
|
+
data.earlyPrices = price;
|
|
1435
|
+
break;
|
|
1436
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1437
|
+
data.auctionClearingPrice = price;
|
|
1438
|
+
break;
|
|
1439
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1440
|
+
data.swapValueFactor = price;
|
|
1441
|
+
break;
|
|
1442
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1443
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1444
|
+
break;
|
|
1445
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1446
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1447
|
+
break;
|
|
1448
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1449
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1450
|
+
break;
|
|
1451
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1452
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1453
|
+
break;
|
|
1454
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1455
|
+
data.fixingPrice = price;
|
|
1456
|
+
break;
|
|
1457
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1458
|
+
data.cashRate = price;
|
|
1459
|
+
break;
|
|
1460
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1461
|
+
data.recoveryRate = price;
|
|
1462
|
+
break;
|
|
1463
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1464
|
+
data.recoveryRateForLong = price;
|
|
1465
|
+
break;
|
|
1466
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1467
|
+
data.recoveryRateForShort = price;
|
|
1468
|
+
break;
|
|
1469
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1470
|
+
data.marketBid = price;
|
|
1471
|
+
break;
|
|
1472
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1473
|
+
data.marketOffer = price;
|
|
1474
|
+
break;
|
|
1475
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1476
|
+
data.shortSaleMinPrice = price;
|
|
1477
|
+
break;
|
|
1478
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1479
|
+
data.previousClosingPrice = price;
|
|
1480
|
+
break;
|
|
1481
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1482
|
+
data.thresholdLimitPriceBanding = price;
|
|
1483
|
+
break;
|
|
1484
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1485
|
+
data.dailyFinancingValue = price;
|
|
1486
|
+
break;
|
|
1487
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1488
|
+
data.accruedFinancingValue = price;
|
|
1489
|
+
break;
|
|
1490
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1491
|
+
data.twap = price;
|
|
1492
|
+
break;
|
|
1493
|
+
}
|
|
1494
|
+
}
|
|
1495
|
+
data.spread = data.offer - data.bid;
|
|
1496
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1497
|
+
marketDataPrices.set(symbol, []);
|
|
1498
|
+
}
|
|
1499
|
+
const prices = marketDataPrices.get(symbol);
|
|
1500
|
+
prices.push(data);
|
|
1501
|
+
if (prices.length > maxPriceHistory) {
|
|
1502
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1503
|
+
}
|
|
1504
|
+
onPriceUpdate?.(symbol, data);
|
|
1505
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1506
|
+
if (mdReqID) {
|
|
1507
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1508
|
+
if (callback) {
|
|
1509
|
+
callback(message);
|
|
1510
|
+
pendingRequests.delete(mdReqID);
|
|
1511
|
+
}
|
|
1512
|
+
}
|
|
1513
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1514
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1515
|
+
const callback = pendingRequests.get(reqId);
|
|
1516
|
+
if (callback) {
|
|
1517
|
+
callback(message);
|
|
1518
|
+
pendingRequests.delete(reqId);
|
|
1519
|
+
}
|
|
1520
|
+
}
|
|
1521
|
+
}
|
|
1522
|
+
|
|
1523
|
+
// src/MCPLocal.ts
|
|
1524
|
+
var MCPLocal = class extends MCPBase {
|
|
1525
|
+
/**
|
|
1526
|
+
* Map to store verified orders before execution
|
|
1527
|
+
* @private
|
|
1528
|
+
*/
|
|
1529
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1530
|
+
/**
|
|
1531
|
+
* Map to store pending requests and their callbacks
|
|
1532
|
+
* @private
|
|
1533
|
+
*/
|
|
1534
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1535
|
+
/**
|
|
1536
|
+
* Map to store market data prices for each symbol
|
|
1537
|
+
* @private
|
|
1538
|
+
*/
|
|
1539
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1540
|
+
/**
|
|
1541
|
+
* Maximum number of price history entries to keep per symbol
|
|
1542
|
+
* @private
|
|
1543
|
+
*/
|
|
1544
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1545
|
+
server = new import_server.Server(
|
|
1546
|
+
{
|
|
1547
|
+
name: "fixparser",
|
|
1548
|
+
version: "1.0.0"
|
|
1549
|
+
},
|
|
1550
|
+
{
|
|
1551
|
+
capabilities: {
|
|
1552
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
1553
|
+
(acc, [name, { description, schema }]) => {
|
|
1554
|
+
acc[name] = {
|
|
1555
|
+
description,
|
|
1556
|
+
parameters: schema
|
|
1557
|
+
};
|
|
1558
|
+
return acc;
|
|
1559
|
+
},
|
|
1560
|
+
{}
|
|
1561
|
+
)
|
|
1562
|
+
}
|
|
1563
|
+
}
|
|
1564
|
+
);
|
|
1565
|
+
transport = new import_stdio.StdioServerTransport();
|
|
1566
|
+
constructor({ logger, onReady }) {
|
|
1567
|
+
super({ logger, onReady });
|
|
1568
|
+
}
|
|
1569
|
+
async register(parser) {
|
|
1570
|
+
this.parser = parser;
|
|
1571
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1572
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1573
|
+
});
|
|
1574
|
+
this.addWorkflows();
|
|
1575
|
+
await this.server.connect(this.transport);
|
|
1576
|
+
if (this.onReady) {
|
|
1577
|
+
this.onReady();
|
|
1578
|
+
}
|
|
1579
|
+
}
|
|
1580
|
+
addWorkflows() {
|
|
1581
|
+
if (!this.parser) {
|
|
1582
|
+
return;
|
|
1583
|
+
}
|
|
1584
|
+
if (!this.server) {
|
|
1585
|
+
return;
|
|
1586
|
+
}
|
|
1587
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
1588
|
+
return {
|
|
1589
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1590
|
+
name,
|
|
1591
|
+
description,
|
|
1592
|
+
inputSchema: schema
|
|
1593
|
+
}))
|
|
1594
|
+
};
|
|
1595
|
+
});
|
|
1596
|
+
this.server.setRequestHandler(
|
|
1597
|
+
import_zod.z.object({
|
|
1598
|
+
method: import_zod.z.literal("tools/call"),
|
|
1599
|
+
params: import_zod.z.object({
|
|
1600
|
+
name: import_zod.z.string(),
|
|
1601
|
+
arguments: import_zod.z.any(),
|
|
1602
|
+
_meta: import_zod.z.object({
|
|
1603
|
+
progressToken: import_zod.z.number()
|
|
1604
|
+
}).optional()
|
|
1605
|
+
})
|
|
1606
|
+
}),
|
|
1607
|
+
async (request) => {
|
|
1608
|
+
const { name, arguments: args } = request.params;
|
|
1609
|
+
const toolHandlers = createToolHandlers(
|
|
1610
|
+
this.parser,
|
|
1611
|
+
this.verifiedOrders,
|
|
1612
|
+
this.pendingRequests,
|
|
1613
|
+
this.marketDataPrices
|
|
1614
|
+
);
|
|
1615
|
+
const handler = toolHandlers[name];
|
|
1616
|
+
if (!handler) {
|
|
1617
|
+
return {
|
|
1618
|
+
content: [
|
|
1619
|
+
{
|
|
1620
|
+
type: "text",
|
|
1621
|
+
text: `Tool not found: ${name}`,
|
|
1622
|
+
uri: name
|
|
1623
|
+
}
|
|
1624
|
+
],
|
|
1625
|
+
isError: true
|
|
1626
|
+
};
|
|
1627
|
+
}
|
|
1628
|
+
const result = await handler(args);
|
|
1629
|
+
return {
|
|
1630
|
+
content: result.content,
|
|
1631
|
+
isError: result.isError
|
|
528
1632
|
};
|
|
529
1633
|
}
|
|
530
1634
|
);
|