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.
@@ -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)
@@ -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
@@ -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 import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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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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- var MCPLocal = class {
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+
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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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- server = new import_mcp.McpServer(
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- {
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- name: "fixparser",
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- version: "1.0.0"
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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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- pendingRequests = /* @__PURE__ */ new Map();
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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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- // Store market data prices with timestamps
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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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- if (onReady) this.onReady = onReady;
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+ this.logger = logger;
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+ this.onReady = onReady;
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  }
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- async register(parser) {
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- this.parser = parser;
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- this.parser.addOnMessageCallback((message) => {
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- const msgType = message.messageType;
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- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
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- let id;
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- if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
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- const symbol = message.getField(import_fixparser.Fields.Symbol);
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- const price = message.getField(import_fixparser.Fields.MDEntryPx);
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- const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
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- if (symbol?.value && price?.value) {
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- const symbolStr = String(symbol.value);
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- const priceNum = Number(price.value);
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- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
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- priceHistory.push({
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- timestamp: Number(timestamp),
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- price: priceNum
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- });
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- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
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- priceHistory.shift();
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- }
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- this.marketDataPrices.set(symbolStr, priceHistory);
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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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- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
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- const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
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- if (mdReqID) id = String(mdReqID.value);
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- } else if (msgType === import_fixparser.Messages.ExecutionReport) {
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- const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
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- if (clOrdID) id = String(clOrdID.value);
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- } else if (msgType === import_fixparser.Messages.Reject) {
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- const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
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- if (refSeqNum) id = String(refSeqNum.value);
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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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- if (id) {
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- const callback = this.pendingRequests.get(id);
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- if (callback) {
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- callback(message);
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- this.pendingRequests.delete(id);
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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"
95
286
  }
287
+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
289
+ }
290
+ },
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+ getStockGraph: {
292
+ description: "Generates a price chart for a given symbol",
293
+ schema: {
294
+ type: "object",
295
+ properties: {
296
+ symbol: { type: "string" }
297
+ },
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+ required: ["symbol"]
299
+ }
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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" }
307
+ },
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+ required: ["symbol"]
309
+ }
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+ },
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+ technicalAnalysis: {
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+ 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",
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+ 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;
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+ highs;
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+ 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
- addWorkflows() {
105
- if (!this.parser) {
106
- return;
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
- if (!this.server) {
109
- return;
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
- this.server.tool(
112
- "parse",
113
- "Parses a FIX message and describes it in plain language",
114
- {
115
- fixString: import_zod.z.string().describe("FIX message string to parse")
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
- async (args) => {
118
- try {
119
- const parsedMessage = this.parser?.parse(args.fixString);
120
- if (!parsedMessage || parsedMessage.length === 0) {
121
- return {
122
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
123
- isError: true
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
+ ${JSON.stringify(analysis, null, 2)}`,
617
+ uri: "technicalAnalysis"
125
618
  }
126
- return {
127
- content: [
128
- {
129
- type: "text",
130
- text: `${parsedMessage[0].description}
131
- ${parsedMessage[0].messageTypeDescription}`
132
- }
133
- ]
134
- };
135
- } catch (error) {
136
- return {
137
- content: [
138
- {
139
- type: "text",
140
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
141
- }
142
- ],
143
- isError: true
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
- this.server.tool(
149
- "parseToJSON",
150
- "Parses a FIX message into JSON",
151
- {
152
- fixString: import_zod.z.string().describe("FIX message string to parse")
153
- },
154
- async (args) => {
155
- try {
156
- const parsedMessage = this.parser?.parse(args.fixString);
157
- if (!parsedMessage || parsedMessage.length === 0) {
158
- return {
159
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
160
- isError: true
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
- this.server.tool(
185
- "verifyOrder",
186
- "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
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
- type: "text",
213
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
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
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
270
- return {
271
- content: [
272
- {
273
- type: "text",
274
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
275
- }
276
- ],
277
- isError: true
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
- this.parser?.send(order);
311
- const fixData = await response;
312
- this.verifiedOrders.delete(args.clOrdID);
313
- return {
314
- content: [
315
- {
316
- type: "text",
317
- text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
318
- }
319
- ]
320
- };
321
- } catch (error) {
322
- return {
323
- content: [
324
- {
325
- type: "text",
326
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
327
- }
328
- ],
329
- isError: true
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
- this.server.tool(
335
- "marketDataRequest",
336
- "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
337
- {
338
- mdUpdateType: import_zod.z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
339
- symbols: import_zod.z.array(import_zod.z.string()).min(1).describe("Array of trading symbols"),
340
- mdReqID: import_zod.z.string().describe("Market data request ID"),
341
- subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
342
- mdEntryTypes: import_zod.z.array(import_zod.z.string()).min(1).describe("Array of market data entry types (0=Bid, 1=Offer, 2=Trade, etc.)")
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
- this.server.resource(
404
- "greeting-resource",
405
- "https://example.com/greetings/default",
406
- { mimeType: "text/plain" },
407
- async () => {
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
- contents: [
1164
+ content: [
410
1165
  {
411
- uri: "https://example.com/greetings/default",
412
- text: "Hello, world!"
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
- this.server.resource(
419
- "stockGraph",
420
- new import_mcp.ResourceTemplate("stock://{symbol}", { list: void 0 }),
421
- async (uri, variables) => {
422
- const symbol = String(variables.symbol);
423
- const priceHistory = this.marketDataPrices.get(symbol) || [];
424
- if (priceHistory.length === 0) {
425
- return {
426
- contents: [
427
- {
428
- uri: uri.href,
429
- text: `No price data available for ${symbol}`
430
- }
431
- ]
432
- };
433
- }
434
- const width = 600;
435
- const height = 300;
436
- const padding = 40;
437
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
438
- const yMin = Math.min(...priceHistory.map((d) => d.price));
439
- const yMax = Math.max(...priceHistory.map((d) => d.price));
440
- const yScale = (height - 2 * padding) / (yMax - yMin);
441
- const points = priceHistory.map((d, i) => {
442
- const x = padding + i * xScale;
443
- const y = height - padding - (d.price - yMin) * yScale;
444
- return `${x},${y}`;
445
- }).join(" L ");
446
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
447
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
448
- <!-- Background -->
449
- <rect width="100%" height="100%" fill="#f8f9fa"/>
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: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1192
+ uri: "executeOrder"
1193
+ }
1194
+ ],
1195
+ isError: true
1196
+ };
1197
+ }
1198
+ };
1199
+ };
1200
+
1201
+ // src/tools/parse.ts
1202
+ var createParseHandler = (parser) => {
1203
+ return async (args) => {
1204
+ try {
1205
+ const parsedMessage = parser.parse(args.fixString);
1206
+ if (!parsedMessage || parsedMessage.length === 0) {
494
1207
  return {
495
- contents: [
1208
+ content: [
496
1209
  {
497
- uri: uri.href,
498
- text: svg
1210
+ type: "text",
1211
+ text: "Error: Failed to parse FIX string",
1212
+ uri: "parse"
499
1213
  }
500
- ]
1214
+ ],
1215
+ isError: true
501
1216
  };
502
1217
  }
503
- );
504
- this.server.resource(
505
- "stockPriceHistory",
506
- new import_mcp.ResourceTemplate("price-history://{symbol}", { list: void 0 }),
507
- async (uri, variables) => {
508
- const symbol = String(variables.symbol);
509
- const priceHistory = this.marketDataPrices.get(symbol) || [];
1218
+ return {
1219
+ content: [
1220
+ {
1221
+ type: "text",
1222
+ text: `${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: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1234
+ uri: "parse"
1235
+ }
1236
+ ],
1237
+ isError: true
1238
+ };
1239
+ }
1240
+ };
1241
+ };
1242
+
1243
+ // src/tools/parseToJSON.ts
1244
+ var createParseToJSONHandler = (parser) => {
1245
+ return async (args) => {
1246
+ try {
1247
+ const parsedMessage = parser.parse(args.fixString);
1248
+ if (!parsedMessage || parsedMessage.length === 0) {
510
1249
  return {
511
- contents: [
1250
+ content: [
512
1251
  {
513
- uri: uri.href,
514
- text: JSON.stringify(
515
- {
516
- symbol,
517
- count: priceHistory.length,
518
- prices: priceHistory.map((point) => ({
519
- timestamp: new Date(point.timestamp).toISOString(),
520
- price: point.price
521
- }))
522
- },
523
- null,
524
- 2
525
- )
1252
+ type: "text",
1253
+ text: "Error: Failed to parse FIX string",
1254
+ uri: "parseToJSON"
526
1255
  }
527
- ]
1256
+ ],
1257
+ isError: true
1258
+ };
1259
+ }
1260
+ return {
1261
+ content: [
1262
+ {
1263
+ type: "text",
1264
+ text: `${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
  );