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.
@@ -1,506 +1,1600 @@
1
1
  // src/MCPLocal.ts
2
- import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.js";
2
+ import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
- import { Field, Fields, Messages } from "fixparser";
5
4
  import { z } from "zod";
6
- var MCPLocal = class {
5
+
6
+ // src/MCPBase.ts
7
+ var MCPBase = class {
8
+ /**
9
+ * Optional logger instance for diagnostics and output.
10
+ * @protected
11
+ */
12
+ logger;
13
+ /**
14
+ * FIXParser instance, set during plugin register().
15
+ * @protected
16
+ */
7
17
  parser;
8
- server = new McpServer(
9
- {
10
- name: "fixparser",
11
- version: "1.0.0"
12
- },
13
- {
14
- capabilities: {
15
- tools: {},
16
- resources: {}
17
- }
18
- }
19
- );
20
- transport = new StdioServerTransport();
18
+ /**
19
+ * Called when server is setup and listening.
20
+ * @protected
21
+ */
21
22
  onReady = void 0;
22
- pendingRequests = /* @__PURE__ */ new Map();
23
+ /**
24
+ * Map to store verified orders before execution
25
+ * @protected
26
+ */
23
27
  verifiedOrders = /* @__PURE__ */ new Map();
24
- // Store market data prices with timestamps
28
+ /**
29
+ * Map to store pending market data requests
30
+ * @protected
31
+ */
32
+ pendingRequests = /* @__PURE__ */ new Map();
33
+ /**
34
+ * Map to store market data prices
35
+ * @protected
36
+ */
25
37
  marketDataPrices = /* @__PURE__ */ new Map();
38
+ /**
39
+ * Maximum number of price history entries to keep per symbol
40
+ * @protected
41
+ */
26
42
  MAX_PRICE_HISTORY = 1e5;
27
- // Maximum number of price points to store per symbol
28
43
  constructor({ logger, onReady }) {
29
- if (onReady) this.onReady = onReady;
44
+ this.logger = logger;
45
+ this.onReady = onReady;
30
46
  }
31
- async register(parser) {
32
- this.parser = parser;
33
- this.parser.addOnMessageCallback((message) => {
34
- const msgType = message.messageType;
35
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
36
- let id;
37
- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
38
- const symbol = message.getField(Fields.Symbol);
39
- const price = message.getField(Fields.MDEntryPx);
40
- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
41
- if (symbol?.value && price?.value) {
42
- const symbolStr = String(symbol.value);
43
- const priceNum = Number(price.value);
44
- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
45
- priceHistory.push({
46
- timestamp: Number(timestamp),
47
- price: priceNum
48
- });
49
- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
50
- priceHistory.shift();
51
- }
52
- this.marketDataPrices.set(symbolStr, priceHistory);
53
- }
47
+ };
48
+
49
+ // src/schemas/schemas.ts
50
+ var toolSchemas = {
51
+ parse: {
52
+ description: "Parses a FIX message and describes it in plain language",
53
+ schema: {
54
+ type: "object",
55
+ properties: {
56
+ fixString: { type: "string" }
57
+ },
58
+ required: ["fixString"]
59
+ }
60
+ },
61
+ parseToJSON: {
62
+ description: "Parses a FIX message into JSON",
63
+ schema: {
64
+ type: "object",
65
+ properties: {
66
+ fixString: { type: "string" }
67
+ },
68
+ required: ["fixString"]
69
+ }
70
+ },
71
+ verifyOrder: {
72
+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
73
+ schema: {
74
+ type: "object",
75
+ properties: {
76
+ clOrdID: { type: "string" },
77
+ handlInst: {
78
+ type: "string",
79
+ enum: ["1", "2", "3"],
80
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
81
+ },
82
+ quantity: { type: "string" },
83
+ price: { type: "string" },
84
+ ordType: {
85
+ type: "string",
86
+ enum: [
87
+ "1",
88
+ "2",
89
+ "3",
90
+ "4",
91
+ "5",
92
+ "6",
93
+ "7",
94
+ "8",
95
+ "9",
96
+ "A",
97
+ "B",
98
+ "C",
99
+ "D",
100
+ "E",
101
+ "F",
102
+ "G",
103
+ "H",
104
+ "I",
105
+ "J",
106
+ "K",
107
+ "L",
108
+ "M",
109
+ "P",
110
+ "Q",
111
+ "R",
112
+ "S"
113
+ ],
114
+ 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"
115
+ },
116
+ side: {
117
+ type: "string",
118
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
119
+ 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"
120
+ },
121
+ symbol: { type: "string" },
122
+ timeInForce: {
123
+ type: "string",
124
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
125
+ 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"
126
+ }
127
+ },
128
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
129
+ }
130
+ },
131
+ executeOrder: {
132
+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
133
+ schema: {
134
+ type: "object",
135
+ properties: {
136
+ clOrdID: { type: "string" },
137
+ handlInst: {
138
+ type: "string",
139
+ enum: ["1", "2", "3"],
140
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
141
+ },
142
+ quantity: { type: "string" },
143
+ price: { type: "string" },
144
+ ordType: {
145
+ type: "string",
146
+ enum: [
147
+ "1",
148
+ "2",
149
+ "3",
150
+ "4",
151
+ "5",
152
+ "6",
153
+ "7",
154
+ "8",
155
+ "9",
156
+ "A",
157
+ "B",
158
+ "C",
159
+ "D",
160
+ "E",
161
+ "F",
162
+ "G",
163
+ "H",
164
+ "I",
165
+ "J",
166
+ "K",
167
+ "L",
168
+ "M",
169
+ "P",
170
+ "Q",
171
+ "R",
172
+ "S"
173
+ ],
174
+ 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"
175
+ },
176
+ side: {
177
+ type: "string",
178
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
179
+ 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"
180
+ },
181
+ symbol: { type: "string" },
182
+ timeInForce: {
183
+ type: "string",
184
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
185
+ 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"
54
186
  }
55
- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
56
- const mdReqID = message.getField(Fields.MDReqID);
57
- if (mdReqID) id = String(mdReqID.value);
58
- } else if (msgType === Messages.ExecutionReport) {
59
- const clOrdID = message.getField(Fields.ClOrdID);
60
- if (clOrdID) id = String(clOrdID.value);
61
- } else if (msgType === Messages.Reject) {
62
- const refSeqNum = message.getField(Fields.RefSeqNum);
63
- if (refSeqNum) id = String(refSeqNum.value);
187
+ },
188
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
+ }
190
+ },
191
+ marketDataRequest: {
192
+ description: "Requests market data for specified symbols",
193
+ schema: {
194
+ type: "object",
195
+ properties: {
196
+ mdUpdateType: {
197
+ type: "string",
198
+ enum: ["0", "1"],
199
+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
+ },
201
+ symbols: { type: "array", items: { type: "string" } },
202
+ mdReqID: { type: "string" },
203
+ subscriptionRequestType: {
204
+ type: "string",
205
+ enum: ["0", "1", "2"],
206
+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
+ },
208
+ mdEntryTypes: {
209
+ type: "array",
210
+ items: {
211
+ type: "string",
212
+ enum: [
213
+ "0",
214
+ "1",
215
+ "2",
216
+ "3",
217
+ "4",
218
+ "5",
219
+ "6",
220
+ "7",
221
+ "8",
222
+ "9",
223
+ "A",
224
+ "B",
225
+ "C",
226
+ "D",
227
+ "E",
228
+ "F",
229
+ "G",
230
+ "H",
231
+ "I",
232
+ "J",
233
+ "K",
234
+ "L",
235
+ "M",
236
+ "N",
237
+ "O",
238
+ "P",
239
+ "Q",
240
+ "R",
241
+ "S",
242
+ "T",
243
+ "U",
244
+ "V",
245
+ "W",
246
+ "X",
247
+ "Y",
248
+ "Z"
249
+ ]
250
+ },
251
+ 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"
64
252
  }
65
- if (id) {
66
- const callback = this.pendingRequests.get(id);
67
- if (callback) {
68
- callback(message);
69
- this.pendingRequests.delete(id);
70
- }
253
+ },
254
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
+ }
256
+ },
257
+ getStockGraph: {
258
+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
264
+ required: ["symbol"]
265
+ }
266
+ },
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
269
+ schema: {
270
+ type: "object",
271
+ properties: {
272
+ symbol: { type: "string" }
273
+ },
274
+ required: ["symbol"]
275
+ }
276
+ },
277
+ technicalAnalysis: {
278
+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
279
+ schema: {
280
+ type: "object",
281
+ properties: {
282
+ symbol: {
283
+ type: "string",
284
+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
71
285
  }
286
+ },
287
+ required: ["symbol"]
288
+ }
289
+ }
290
+ };
291
+
292
+ // src/tools/analytics.ts
293
+ function sum(numbers) {
294
+ return numbers.reduce((acc, val) => acc + val, 0);
295
+ }
296
+ var TechnicalAnalyzer = class {
297
+ prices;
298
+ volumes;
299
+ highs;
300
+ lows;
301
+ constructor(data) {
302
+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
+ this.volumes = data.map((d) => d.volume);
304
+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
305
+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
306
+ }
307
+ // Calculate Simple Moving Average
308
+ calculateSMA(data, period) {
309
+ const sma = [];
310
+ for (let i = period - 1; i < data.length; i++) {
311
+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
312
+ sma.push(sum2 / period);
313
+ }
314
+ return sma;
315
+ }
316
+ // Calculate Exponential Moving Average
317
+ calculateEMA(data, period) {
318
+ const multiplier = 2 / (period + 1);
319
+ const ema = [data[0]];
320
+ for (let i = 1; i < data.length; i++) {
321
+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
322
+ }
323
+ return ema;
324
+ }
325
+ // Calculate RSI
326
+ calculateRSI(data, period = 14) {
327
+ if (data.length < period + 1) return [];
328
+ const changes = [];
329
+ for (let i = 1; i < data.length; i++) {
330
+ changes.push(data[i] - data[i - 1]);
331
+ }
332
+ const gains = changes.map((change) => change > 0 ? change : 0);
333
+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
334
+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
335
+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
336
+ const rsi = [];
337
+ for (let i = period; i < changes.length; i++) {
338
+ const rs = avgGain / avgLoss;
339
+ rsi.push(100 - 100 / (1 + rs));
340
+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
341
+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
342
+ }
343
+ return rsi;
344
+ }
345
+ // Calculate Bollinger Bands
346
+ calculateBollingerBands(data, period = 20, stdDev = 2) {
347
+ if (data.length < period) return [];
348
+ const sma = this.calculateSMA(data, period);
349
+ const bands = [];
350
+ for (let i = 0; i < sma.length; i++) {
351
+ const dataSlice = data.slice(i, i + period);
352
+ const mean = sma[i];
353
+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
354
+ const standardDeviation = Math.sqrt(variance);
355
+ bands.push({
356
+ upper: mean + standardDeviation * stdDev,
357
+ middle: mean,
358
+ lower: mean - standardDeviation * stdDev
359
+ });
360
+ }
361
+ return bands;
362
+ }
363
+ // Calculate maximum drawdown
364
+ calculateMaxDrawdown(prices) {
365
+ let maxPrice = prices[0];
366
+ let maxDrawdown = 0;
367
+ for (let i = 1; i < prices.length; i++) {
368
+ if (prices[i] > maxPrice) {
369
+ maxPrice = prices[i];
370
+ }
371
+ const drawdown = (maxPrice - prices[i]) / maxPrice;
372
+ if (drawdown > maxDrawdown) {
373
+ maxDrawdown = drawdown;
72
374
  }
73
- });
74
- this.addWorkflows();
75
- await this.server.connect(this.transport);
76
- if (this.onReady) {
77
- this.onReady();
78
375
  }
376
+ return maxDrawdown;
79
377
  }
80
- addWorkflows() {
81
- if (!this.parser) {
82
- return;
378
+ // Calculate price changes for volatility
379
+ calculatePriceChanges() {
380
+ const changes = [];
381
+ for (let i = 1; i < this.prices.length; i++) {
382
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
83
383
  }
84
- if (!this.server) {
85
- return;
384
+ return changes;
385
+ }
386
+ // Generate comprehensive market analysis
387
+ analyze() {
388
+ const currentPrice = this.prices[this.prices.length - 1];
389
+ const startPrice = this.prices[0];
390
+ const sessionHigh = Math.max(...this.highs);
391
+ const sessionLow = Math.min(...this.lows);
392
+ const totalVolume = sum(this.volumes);
393
+ const avgVolume = totalVolume / this.volumes.length;
394
+ const priceChanges = this.calculatePriceChanges();
395
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
396
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
397
+ ) * Math.sqrt(252) * 100 : 0;
398
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
399
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
400
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
401
+ 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;
402
+ 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;
403
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
404
+ return {
405
+ currentPrice,
406
+ startPrice,
407
+ sessionHigh,
408
+ sessionLow,
409
+ totalVolume,
410
+ avgVolume,
411
+ volatility,
412
+ sessionReturn,
413
+ pricePosition,
414
+ trueVWAP,
415
+ momentum5,
416
+ momentum10,
417
+ maxDrawdown
418
+ };
419
+ }
420
+ // Generate technical indicators
421
+ getTechnicalIndicators() {
422
+ return {
423
+ sma5: this.calculateSMA(this.prices, 5),
424
+ sma10: this.calculateSMA(this.prices, 10),
425
+ ema8: this.calculateEMA(this.prices, 8),
426
+ ema21: this.calculateEMA(this.prices, 21),
427
+ rsi: this.calculateRSI(this.prices, 14),
428
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2)
429
+ };
430
+ }
431
+ // Generate trading signals
432
+ generateSignals() {
433
+ const analysis = this.analyze();
434
+ let bullishSignals = 0;
435
+ let bearishSignals = 0;
436
+ const signals = [];
437
+ if (analysis.currentPrice > analysis.trueVWAP) {
438
+ signals.push(
439
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
440
+ );
441
+ bullishSignals++;
442
+ } else {
443
+ signals.push(
444
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
445
+ );
446
+ bearishSignals++;
86
447
  }
87
- this.server.tool(
88
- "parse",
89
- "Parses a FIX message and describes it in plain language",
90
- {
91
- fixString: z.string().describe("FIX message string to parse")
448
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
449
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
450
+ bullishSignals++;
451
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
452
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
453
+ bearishSignals++;
454
+ } else {
455
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
456
+ }
457
+ const currentVolume = this.volumes[this.volumes.length - 1];
458
+ const volumeRatio = currentVolume / analysis.avgVolume;
459
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
460
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
461
+ bullishSignals++;
462
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
463
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
464
+ bearishSignals++;
465
+ } else {
466
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
467
+ }
468
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
469
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
470
+ bearishSignals++;
471
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
472
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
473
+ bullishSignals++;
474
+ } else {
475
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
476
+ }
477
+ return { bullishSignals, bearishSignals, signals };
478
+ }
479
+ // Generate comprehensive JSON analysis
480
+ generateJSONAnalysis(symbol) {
481
+ const analysis = this.analyze();
482
+ const indicators = this.getTechnicalIndicators();
483
+ const signals = this.generateSignals();
484
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
485
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
486
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
487
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
488
+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
489
+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
490
+ const currentVolume = this.volumes[this.volumes.length - 1];
491
+ const volumeRatio = currentVolume / analysis.avgVolume;
492
+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
493
+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
494
+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
495
+ const totalScore = signals.bullishSignals - signals.bearishSignals;
496
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
497
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
498
+ const stopLoss = analysis.sessionLow * 0.995;
499
+ const profitTarget = analysis.sessionHigh * 0.995;
500
+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
501
+ return {
502
+ symbol,
503
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
504
+ marketStructure: {
505
+ currentPrice: analysis.currentPrice,
506
+ startPrice: analysis.startPrice,
507
+ sessionHigh: analysis.sessionHigh,
508
+ sessionLow: analysis.sessionLow,
509
+ rangeWidth,
510
+ totalVolume: analysis.totalVolume,
511
+ sessionPerformance: analysis.sessionReturn,
512
+ positionInRange: analysis.pricePosition
92
513
  },
93
- async (args) => {
94
- try {
95
- const parsedMessage = this.parser?.parse(args.fixString);
96
- if (!parsedMessage || parsedMessage.length === 0) {
97
- return {
98
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
99
- isError: true
100
- };
514
+ volatility: {
515
+ impliedVolatility: analysis.volatility,
516
+ maxDrawdown: analysis.maxDrawdown * 100,
517
+ currentDrawdown
518
+ },
519
+ technicalIndicators: {
520
+ sma5: currentSMA5,
521
+ sma10: currentSMA10,
522
+ ema8: currentEMA8,
523
+ ema21: currentEMA21,
524
+ rsi: currentRSI,
525
+ bollingerBands: currentBB ? {
526
+ upper: currentBB.upper,
527
+ middle: currentBB.middle,
528
+ lower: currentBB.lower,
529
+ position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
530
+ } : null
531
+ },
532
+ volumeAnalysis: {
533
+ currentVolume,
534
+ averageVolume: Math.round(analysis.avgVolume),
535
+ volumeRatio,
536
+ trueVWAP: analysis.trueVWAP,
537
+ priceVsVWAP
538
+ },
539
+ momentum: {
540
+ momentum5: analysis.momentum5,
541
+ momentum10: analysis.momentum10,
542
+ sessionROC: analysis.sessionReturn
543
+ },
544
+ tradingSignals: {
545
+ ...signals,
546
+ overallSignal,
547
+ signalScore: totalScore
548
+ },
549
+ riskManagement: {
550
+ targetEntry,
551
+ stopLoss,
552
+ profitTarget,
553
+ riskRewardRatio
554
+ }
555
+ };
556
+ }
557
+ };
558
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
559
+ return async (args) => {
560
+ try {
561
+ const symbol = args.symbol;
562
+ const priceHistory = marketDataPrices.get(symbol) || [];
563
+ if (priceHistory.length === 0) {
564
+ return {
565
+ content: [
566
+ {
567
+ type: "text",
568
+ text: `No price data available for ${symbol}. Please request market data first.`,
569
+ uri: "technicalAnalysis"
570
+ }
571
+ ]
572
+ };
573
+ }
574
+ const analyzer = new TechnicalAnalyzer(priceHistory);
575
+ const analysis = analyzer.generateJSONAnalysis(symbol);
576
+ return {
577
+ content: [
578
+ {
579
+ type: "text",
580
+ text: `Technical Analysis for ${symbol}:
581
+
582
+ ${JSON.stringify(analysis, null, 2)}`,
583
+ uri: "technicalAnalysis"
101
584
  }
102
- return {
103
- content: [
104
- {
105
- type: "text",
106
- text: `${parsedMessage[0].description}
107
- ${parsedMessage[0].messageTypeDescription}`
108
- }
109
- ]
110
- };
111
- } catch (error) {
112
- return {
113
- content: [
114
- {
115
- type: "text",
116
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
117
- }
118
- ],
119
- isError: true
120
- };
121
- }
585
+ ]
586
+ };
587
+ } catch (error) {
588
+ return {
589
+ content: [
590
+ {
591
+ type: "text",
592
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
593
+ uri: "technicalAnalysis"
594
+ }
595
+ ],
596
+ isError: true
597
+ };
598
+ }
599
+ };
600
+ };
601
+
602
+ // src/tools/marketData.ts
603
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
604
+ import QuickChart from "quickchart-js";
605
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
606
+ return async (args) => {
607
+ try {
608
+ parser.logger.log({
609
+ level: "info",
610
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
611
+ });
612
+ const response = new Promise((resolve) => {
613
+ pendingRequests.set(args.mdReqID, resolve);
614
+ parser.logger.log({
615
+ level: "info",
616
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
617
+ });
618
+ });
619
+ const entryTypes = args.mdEntryTypes || [
620
+ MDEntryType.Bid,
621
+ MDEntryType.Offer,
622
+ MDEntryType.Trade,
623
+ MDEntryType.IndexValue,
624
+ MDEntryType.OpeningPrice,
625
+ MDEntryType.ClosingPrice,
626
+ MDEntryType.SettlementPrice,
627
+ MDEntryType.TradingSessionHighPrice,
628
+ MDEntryType.TradingSessionLowPrice,
629
+ MDEntryType.VWAP,
630
+ MDEntryType.Imbalance,
631
+ MDEntryType.TradeVolume,
632
+ MDEntryType.OpenInterest,
633
+ MDEntryType.CompositeUnderlyingPrice,
634
+ MDEntryType.SimulatedSellPrice,
635
+ MDEntryType.SimulatedBuyPrice,
636
+ MDEntryType.MarginRate,
637
+ MDEntryType.MidPrice,
638
+ MDEntryType.EmptyBook,
639
+ MDEntryType.SettleHighPrice,
640
+ MDEntryType.SettleLowPrice,
641
+ MDEntryType.PriorSettlePrice,
642
+ MDEntryType.SessionHighBid,
643
+ MDEntryType.SessionLowOffer,
644
+ MDEntryType.EarlyPrices,
645
+ MDEntryType.AuctionClearingPrice,
646
+ MDEntryType.SwapValueFactor,
647
+ MDEntryType.DailyValueAdjustmentForLongPositions,
648
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
649
+ MDEntryType.DailyValueAdjustmentForShortPositions,
650
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
651
+ MDEntryType.FixingPrice,
652
+ MDEntryType.CashRate,
653
+ MDEntryType.RecoveryRate,
654
+ MDEntryType.RecoveryRateForLong,
655
+ MDEntryType.RecoveryRateForShort,
656
+ MDEntryType.MarketBid,
657
+ MDEntryType.MarketOffer,
658
+ MDEntryType.ShortSaleMinPrice,
659
+ MDEntryType.PreviousClosingPrice,
660
+ MDEntryType.ThresholdLimitPriceBanding,
661
+ MDEntryType.DailyFinancingValue,
662
+ MDEntryType.AccruedFinancingValue,
663
+ MDEntryType.TWAP
664
+ ];
665
+ const messageFields = [
666
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
667
+ new Field(Fields.SenderCompID, parser.sender),
668
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
669
+ new Field(Fields.TargetCompID, parser.target),
670
+ new Field(Fields.SendingTime, parser.getTimestamp()),
671
+ new Field(Fields.MDReqID, args.mdReqID),
672
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
+ new Field(Fields.MarketDepth, 0),
674
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
675
+ ];
676
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
677
+ args.symbols.forEach((symbol) => {
678
+ messageFields.push(new Field(Fields.Symbol, symbol));
679
+ });
680
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
681
+ entryTypes.forEach((entryType) => {
682
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
683
+ });
684
+ const mdr = parser.createMessage(...messageFields);
685
+ if (!parser.connected) {
686
+ parser.logger.log({
687
+ level: "error",
688
+ message: "Not connected. Cannot send market data request."
689
+ });
690
+ return {
691
+ content: [
692
+ {
693
+ type: "text",
694
+ text: "Error: Not connected. Ignoring message.",
695
+ uri: "marketDataRequest"
696
+ }
697
+ ],
698
+ isError: true
699
+ };
122
700
  }
123
- );
124
- this.server.tool(
125
- "parseToJSON",
126
- "Parses a FIX message into JSON",
127
- {
128
- fixString: z.string().describe("FIX message string to parse")
129
- },
130
- async (args) => {
131
- try {
132
- const parsedMessage = this.parser?.parse(args.fixString);
133
- if (!parsedMessage || parsedMessage.length === 0) {
134
- return {
135
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
136
- isError: true
137
- };
701
+ parser.logger.log({
702
+ level: "info",
703
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
704
+ });
705
+ parser.send(mdr);
706
+ const fixData = await response;
707
+ parser.logger.log({
708
+ level: "info",
709
+ message: `Received market data response for request ID: ${args.mdReqID}`
710
+ });
711
+ return {
712
+ content: [
713
+ {
714
+ type: "text",
715
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
716
+ uri: "marketDataRequest"
717
+ }
718
+ ]
719
+ };
720
+ } catch (error) {
721
+ return {
722
+ content: [
723
+ {
724
+ type: "text",
725
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
726
+ uri: "marketDataRequest"
727
+ }
728
+ ],
729
+ isError: true
730
+ };
731
+ }
732
+ };
733
+ };
734
+ var createGetStockGraphHandler = (marketDataPrices) => {
735
+ return async (args) => {
736
+ try {
737
+ const symbol = args.symbol;
738
+ const priceHistory = marketDataPrices.get(symbol) || [];
739
+ if (priceHistory.length === 0) {
740
+ return {
741
+ content: [
742
+ {
743
+ type: "text",
744
+ text: `No price data available for ${symbol}`,
745
+ uri: "getStockGraph"
746
+ }
747
+ ]
748
+ };
749
+ }
750
+ const chart = new QuickChart();
751
+ chart.setWidth(1200);
752
+ chart.setHeight(600);
753
+ chart.setBackgroundColor("transparent");
754
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
755
+ const bidData = priceHistory.map((point) => point.bid);
756
+ const offerData = priceHistory.map((point) => point.offer);
757
+ const spreadData = priceHistory.map((point) => point.spread);
758
+ const volumeData = priceHistory.map((point) => point.volume);
759
+ const tradeData = priceHistory.map((point) => point.trade);
760
+ const vwapData = priceHistory.map((point) => point.vwap);
761
+ const twapData = priceHistory.map((point) => point.twap);
762
+ const config = {
763
+ type: "line",
764
+ data: {
765
+ labels,
766
+ datasets: [
767
+ {
768
+ label: "Bid",
769
+ data: bidData,
770
+ borderColor: "#28a745",
771
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
772
+ fill: false,
773
+ tension: 0.4
774
+ },
775
+ {
776
+ label: "Offer",
777
+ data: offerData,
778
+ borderColor: "#dc3545",
779
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
780
+ fill: false,
781
+ tension: 0.4
782
+ },
783
+ {
784
+ label: "Spread",
785
+ data: spreadData,
786
+ borderColor: "#6c757d",
787
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
788
+ fill: false,
789
+ tension: 0.4
790
+ },
791
+ {
792
+ label: "Trade",
793
+ data: tradeData,
794
+ borderColor: "#ffc107",
795
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
796
+ fill: false,
797
+ tension: 0.4
798
+ },
799
+ {
800
+ label: "VWAP",
801
+ data: vwapData,
802
+ borderColor: "#17a2b8",
803
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
804
+ fill: false,
805
+ tension: 0.4
806
+ },
807
+ {
808
+ label: "TWAP",
809
+ data: twapData,
810
+ borderColor: "#6610f2",
811
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
812
+ fill: false,
813
+ tension: 0.4
814
+ },
815
+ {
816
+ label: "Volume",
817
+ data: volumeData,
818
+ borderColor: "#007bff",
819
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
820
+ fill: true,
821
+ tension: 0.4
822
+ }
823
+ ]
824
+ },
825
+ options: {
826
+ responsive: true,
827
+ plugins: {
828
+ title: {
829
+ display: true,
830
+ text: `${symbol} Market Data`
831
+ }
832
+ },
833
+ scales: {
834
+ y: {
835
+ beginAtZero: false
836
+ }
138
837
  }
139
- return {
140
- content: [
141
- {
142
- type: "text",
143
- text: `${parsedMessage[0].toFIXJSON()}`
144
- }
145
- ]
146
- };
147
- } catch (error) {
148
- return {
149
- content: [
150
- {
151
- type: "text",
152
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
153
- }
154
- ],
155
- isError: true
156
- };
157
838
  }
839
+ };
840
+ chart.setConfig(config);
841
+ const imageBuffer = await chart.toBinary();
842
+ const base64 = imageBuffer.toString("base64");
843
+ return {
844
+ content: [
845
+ {
846
+ type: "resource",
847
+ resource: {
848
+ uri: "resource://graph",
849
+ mimeType: "image/png",
850
+ blob: base64
851
+ }
852
+ }
853
+ ]
854
+ };
855
+ } catch (error) {
856
+ return {
857
+ content: [
858
+ {
859
+ type: "text",
860
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
861
+ uri: "getStockGraph"
862
+ }
863
+ ],
864
+ isError: true
865
+ };
866
+ }
867
+ };
868
+ };
869
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
870
+ return async (args) => {
871
+ try {
872
+ const symbol = args.symbol;
873
+ const priceHistory = marketDataPrices.get(symbol) || [];
874
+ if (priceHistory.length === 0) {
875
+ return {
876
+ content: [
877
+ {
878
+ type: "text",
879
+ text: `No price data available for ${symbol}`,
880
+ uri: "getStockPriceHistory"
881
+ }
882
+ ]
883
+ };
158
884
  }
159
- );
160
- this.server.tool(
161
- "verifyOrder",
162
- "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
163
- {
164
- clOrdID: z.string().describe("Client Order ID"),
165
- handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
166
- quantity: z.string().describe("Order quantity"),
167
- price: z.string().describe("Order price"),
168
- ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
169
- side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
170
- symbol: z.string().describe("Trading symbol"),
171
- timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
172
- },
173
- async (args) => {
174
- try {
175
- this.verifiedOrders.set(args.clOrdID, {
176
- clOrdID: args.clOrdID,
177
- handlInst: args.handlInst,
178
- quantity: Number.parseFloat(args.quantity),
179
- price: Number.parseFloat(args.price),
180
- ordType: args.ordType,
181
- side: args.side,
182
- symbol: args.symbol,
183
- timeInForce: args.timeInForce
184
- });
185
- return {
186
- content: [
885
+ return {
886
+ content: [
887
+ {
888
+ type: "text",
889
+ text: JSON.stringify(
187
890
  {
188
- type: "text",
189
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
190
-
891
+ symbol,
892
+ count: priceHistory.length,
893
+ data: priceHistory.map((point) => ({
894
+ timestamp: new Date(point.timestamp).toISOString(),
895
+ bid: point.bid,
896
+ offer: point.offer,
897
+ spread: point.spread,
898
+ volume: point.volume,
899
+ trade: point.trade,
900
+ indexValue: point.indexValue,
901
+ openingPrice: point.openingPrice,
902
+ closingPrice: point.closingPrice,
903
+ settlementPrice: point.settlementPrice,
904
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
905
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
906
+ vwap: point.vwap,
907
+ imbalance: point.imbalance,
908
+ openInterest: point.openInterest,
909
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
910
+ simulatedSellPrice: point.simulatedSellPrice,
911
+ simulatedBuyPrice: point.simulatedBuyPrice,
912
+ marginRate: point.marginRate,
913
+ midPrice: point.midPrice,
914
+ emptyBook: point.emptyBook,
915
+ settleHighPrice: point.settleHighPrice,
916
+ settleLowPrice: point.settleLowPrice,
917
+ priorSettlePrice: point.priorSettlePrice,
918
+ sessionHighBid: point.sessionHighBid,
919
+ sessionLowOffer: point.sessionLowOffer,
920
+ earlyPrices: point.earlyPrices,
921
+ auctionClearingPrice: point.auctionClearingPrice,
922
+ swapValueFactor: point.swapValueFactor,
923
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
924
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
925
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
926
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
927
+ fixingPrice: point.fixingPrice,
928
+ cashRate: point.cashRate,
929
+ recoveryRate: point.recoveryRate,
930
+ recoveryRateForLong: point.recoveryRateForLong,
931
+ recoveryRateForShort: point.recoveryRateForShort,
932
+ marketBid: point.marketBid,
933
+ marketOffer: point.marketOffer,
934
+ shortSaleMinPrice: point.shortSaleMinPrice,
935
+ previousClosingPrice: point.previousClosingPrice,
936
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
937
+ dailyFinancingValue: point.dailyFinancingValue,
938
+ accruedFinancingValue: point.accruedFinancingValue,
939
+ twap: point.twap
940
+ }))
941
+ },
942
+ null,
943
+ 2
944
+ ),
945
+ uri: "getStockPriceHistory"
946
+ }
947
+ ]
948
+ };
949
+ } catch (error) {
950
+ return {
951
+ content: [
952
+ {
953
+ type: "text",
954
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
955
+ uri: "getStockPriceHistory"
956
+ }
957
+ ],
958
+ isError: true
959
+ };
960
+ }
961
+ };
962
+ };
963
+
964
+ // src/tools/order.ts
965
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
966
+ var ordTypeNames = {
967
+ "1": "Market",
968
+ "2": "Limit",
969
+ "3": "Stop",
970
+ "4": "StopLimit",
971
+ "5": "MarketOnClose",
972
+ "6": "WithOrWithout",
973
+ "7": "LimitOrBetter",
974
+ "8": "LimitWithOrWithout",
975
+ "9": "OnBasis",
976
+ A: "OnClose",
977
+ B: "LimitOnClose",
978
+ C: "ForexMarket",
979
+ D: "PreviouslyQuoted",
980
+ E: "PreviouslyIndicated",
981
+ F: "ForexLimit",
982
+ G: "ForexSwap",
983
+ H: "ForexPreviouslyQuoted",
984
+ I: "Funari",
985
+ J: "MarketIfTouched",
986
+ K: "MarketWithLeftOverAsLimit",
987
+ L: "PreviousFundValuationPoint",
988
+ M: "NextFundValuationPoint",
989
+ P: "Pegged",
990
+ Q: "CounterOrderSelection",
991
+ R: "StopOnBidOrOffer",
992
+ S: "StopLimitOnBidOrOffer"
993
+ };
994
+ var sideNames = {
995
+ "1": "Buy",
996
+ "2": "Sell",
997
+ "3": "BuyMinus",
998
+ "4": "SellPlus",
999
+ "5": "SellShort",
1000
+ "6": "SellShortExempt",
1001
+ "7": "Undisclosed",
1002
+ "8": "Cross",
1003
+ "9": "CrossShort",
1004
+ A: "CrossShortExempt",
1005
+ B: "AsDefined",
1006
+ C: "Opposite",
1007
+ D: "Subscribe",
1008
+ E: "Redeem",
1009
+ F: "Lend",
1010
+ G: "Borrow",
1011
+ H: "SellUndisclosed"
1012
+ };
1013
+ var timeInForceNames = {
1014
+ "0": "Day",
1015
+ "1": "GoodTillCancel",
1016
+ "2": "AtTheOpening",
1017
+ "3": "ImmediateOrCancel",
1018
+ "4": "FillOrKill",
1019
+ "5": "GoodTillCrossing",
1020
+ "6": "GoodTillDate",
1021
+ "7": "AtTheClose",
1022
+ "8": "GoodThroughCrossing",
1023
+ "9": "AtCrossing",
1024
+ A: "GoodForTime",
1025
+ B: "GoodForAuction",
1026
+ C: "GoodForMonth"
1027
+ };
1028
+ var handlInstNames = {
1029
+ "1": "AutomatedExecutionNoIntervention",
1030
+ "2": "AutomatedExecutionInterventionOK",
1031
+ "3": "ManualOrder"
1032
+ };
1033
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1034
+ return async (args) => {
1035
+ try {
1036
+ verifiedOrders.set(args.clOrdID, {
1037
+ clOrdID: args.clOrdID,
1038
+ handlInst: args.handlInst,
1039
+ quantity: Number.parseFloat(String(args.quantity)),
1040
+ price: Number.parseFloat(String(args.price)),
1041
+ ordType: args.ordType,
1042
+ side: args.side,
1043
+ symbol: args.symbol,
1044
+ timeInForce: args.timeInForce
1045
+ });
1046
+ return {
1047
+ content: [
1048
+ {
1049
+ type: "text",
1050
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1051
+
191
1052
  Parameters verified:
192
1053
  - ClOrdID: ${args.clOrdID}
193
- - HandlInst: ${args.handlInst}
1054
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
194
1055
  - Quantity: ${args.quantity}
195
1056
  - Price: ${args.price}
196
- - OrdType: ${args.ordType}
197
- - Side: ${args.side}
1057
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1058
+ - Side: ${args.side} (${sideNames[args.side]})
198
1059
  - Symbol: ${args.symbol}
199
- - TimeInForce: ${args.timeInForce}
1060
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
200
1061
 
201
- To execute this order, call the executeOrder tool with these exact same parameters.`
202
- }
203
- ]
204
- };
205
- } catch (error) {
206
- return {
207
- content: [
208
- {
209
- type: "text",
210
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
211
- }
212
- ],
213
- isError: true
214
- };
215
- }
216
- }
217
- );
218
- this.server.tool(
219
- "executeOrder",
220
- "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
221
- {
222
- clOrdID: z.string().describe("Client Order ID"),
223
- handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
224
- quantity: z.string().describe("Order quantity"),
225
- price: z.string().describe("Order price"),
226
- ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
227
- side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
228
- symbol: z.string().describe("Trading symbol"),
229
- timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
230
- },
231
- async (args) => {
232
- try {
233
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
234
- if (!verifiedOrder) {
235
- return {
236
- content: [
237
- {
238
- type: "text",
239
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
240
- }
241
- ],
242
- isError: true
243
- };
1062
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1063
+ uri: "verifyOrder"
244
1064
  }
245
- 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) {
246
- return {
247
- content: [
248
- {
249
- type: "text",
250
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
251
- }
252
- ],
253
- isError: true
254
- };
1065
+ ]
1066
+ };
1067
+ } catch (error) {
1068
+ return {
1069
+ content: [
1070
+ {
1071
+ type: "text",
1072
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1073
+ uri: "verifyOrder"
255
1074
  }
256
- const response = new Promise((resolve) => {
257
- this.pendingRequests.set(args.clOrdID, resolve);
258
- });
259
- const order = this.parser?.createMessage(
260
- new Field(Fields.MsgType, Messages.NewOrderSingle),
261
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
262
- new Field(Fields.SenderCompID, this.parser?.sender),
263
- new Field(Fields.TargetCompID, this.parser?.target),
264
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
265
- new Field(Fields.ClOrdID, args.clOrdID),
266
- new Field(Fields.Side, args.side),
267
- new Field(Fields.Symbol, args.symbol),
268
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
269
- new Field(Fields.Price, Number.parseFloat(args.price)),
270
- new Field(Fields.OrdType, args.ordType),
271
- new Field(Fields.HandlInst, args.handlInst),
272
- new Field(Fields.TimeInForce, args.timeInForce),
273
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
274
- );
275
- if (!this.parser?.connected) {
276
- return {
277
- content: [
278
- {
279
- type: "text",
280
- text: "Error: Not connected. Ignoring message."
281
- }
282
- ],
283
- isError: true
284
- };
285
- }
286
- this.parser?.send(order);
287
- const fixData = await response;
288
- this.verifiedOrders.delete(args.clOrdID);
289
- return {
290
- content: [
291
- {
292
- type: "text",
293
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
294
- }
295
- ]
296
- };
297
- } catch (error) {
298
- return {
299
- content: [
300
- {
301
- type: "text",
302
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
303
- }
304
- ],
305
- isError: true
306
- };
307
- }
1075
+ ],
1076
+ isError: true
1077
+ };
1078
+ }
1079
+ };
1080
+ };
1081
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1082
+ return async (args) => {
1083
+ try {
1084
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1085
+ if (!verifiedOrder) {
1086
+ return {
1087
+ content: [
1088
+ {
1089
+ type: "text",
1090
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1091
+ uri: "executeOrder"
1092
+ }
1093
+ ],
1094
+ isError: true
1095
+ };
308
1096
  }
309
- );
310
- this.server.tool(
311
- "marketDataRequest",
312
- "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.",
313
- {
314
- mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
315
- symbols: z.array(z.string()).min(1).describe("Array of trading symbols"),
316
- mdReqID: z.string().describe("Market data request ID"),
317
- subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
318
- mdEntryTypes: z.array(z.string()).min(1).describe("Array of market data entry types (0=Bid, 1=Offer, 2=Trade, etc.)")
319
- },
320
- async (args) => {
321
- try {
322
- const response = new Promise((resolve) => {
323
- this.pendingRequests.set(args.mdReqID, resolve);
324
- });
325
- const messageFields = [
326
- new Field(Fields.MsgType, Messages.MarketDataRequest),
327
- new Field(Fields.SenderCompID, this.parser?.sender),
328
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
329
- new Field(Fields.TargetCompID, this.parser?.target),
330
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
331
- new Field(Fields.MDReqID, args.mdReqID),
332
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
333
- new Field(Fields.MarketDepth, 0),
334
- new Field(Fields.MDUpdateType, args.mdUpdateType)
335
- ];
336
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
337
- args.symbols.forEach((symbol) => {
338
- messageFields.push(new Field(Fields.Symbol, symbol));
339
- });
340
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
341
- args.mdEntryTypes.forEach((entryType) => {
342
- messageFields.push(new Field(Fields.MDEntryType, entryType));
343
- });
344
- const mdr = this.parser?.createMessage(...messageFields);
345
- if (!this.parser?.connected) {
346
- return {
347
- content: [
348
- {
349
- type: "text",
350
- text: "Error: Not connected. Ignoring message."
351
- }
352
- ],
353
- isError: true
354
- };
355
- }
356
- this.parser?.send(mdr);
357
- const fixData = await response;
358
- return {
359
- content: [
360
- {
361
- type: "text",
362
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
363
- }
364
- ]
365
- };
366
- } catch (error) {
367
- return {
368
- content: [
369
- {
370
- type: "text",
371
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
372
- }
373
- ],
374
- isError: true
375
- };
376
- }
1097
+ 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) {
1098
+ return {
1099
+ content: [
1100
+ {
1101
+ type: "text",
1102
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1103
+ uri: "executeOrder"
1104
+ }
1105
+ ],
1106
+ isError: true
1107
+ };
377
1108
  }
378
- );
379
- this.server.resource(
380
- "greeting-resource",
381
- "https://example.com/greetings/default",
382
- { mimeType: "text/plain" },
383
- async () => {
1109
+ const response = new Promise((resolve) => {
1110
+ pendingRequests.set(args.clOrdID, resolve);
1111
+ });
1112
+ const order = parser.createMessage(
1113
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1114
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1115
+ new Field2(Fields2.SenderCompID, parser.sender),
1116
+ new Field2(Fields2.TargetCompID, parser.target),
1117
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
1118
+ new Field2(Fields2.ClOrdID, args.clOrdID),
1119
+ new Field2(Fields2.Side, args.side),
1120
+ new Field2(Fields2.Symbol, args.symbol),
1121
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1122
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1123
+ new Field2(Fields2.OrdType, args.ordType),
1124
+ new Field2(Fields2.HandlInst, args.handlInst),
1125
+ new Field2(Fields2.TimeInForce, args.timeInForce),
1126
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
1127
+ );
1128
+ if (!parser.connected) {
384
1129
  return {
385
- contents: [
1130
+ content: [
386
1131
  {
387
- uri: "https://example.com/greetings/default",
388
- text: "Hello, world!"
1132
+ type: "text",
1133
+ text: "Error: Not connected. Ignoring message.",
1134
+ uri: "executeOrder"
389
1135
  }
390
- ]
1136
+ ],
1137
+ isError: true
391
1138
  };
392
1139
  }
393
- );
394
- this.server.resource(
395
- "stockGraph",
396
- new ResourceTemplate("stock://{symbol}", { list: void 0 }),
397
- async (uri, variables) => {
398
- const symbol = String(variables.symbol);
399
- const priceHistory = this.marketDataPrices.get(symbol) || [];
400
- if (priceHistory.length === 0) {
401
- return {
402
- contents: [
403
- {
404
- uri: uri.href,
405
- text: `No price data available for ${symbol}`
406
- }
407
- ]
408
- };
409
- }
410
- const width = 600;
411
- const height = 300;
412
- const padding = 40;
413
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
414
- const yMin = Math.min(...priceHistory.map((d) => d.price));
415
- const yMax = Math.max(...priceHistory.map((d) => d.price));
416
- const yScale = (height - 2 * padding) / (yMax - yMin);
417
- const points = priceHistory.map((d, i) => {
418
- const x = padding + i * xScale;
419
- const y = height - padding - (d.price - yMin) * yScale;
420
- return `${x},${y}`;
421
- }).join(" L ");
422
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
423
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
424
- <!-- Background -->
425
- <rect width="100%" height="100%" fill="#f8f9fa"/>
426
-
427
- <!-- Grid lines -->
428
- <g stroke="#e9ecef" stroke-width="1">
429
- ${Array.from({ length: 5 }, (_, i) => {
430
- const y = padding + (height - 2 * padding) * i / 4;
431
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
432
- }).join("\n")}
433
- </g>
434
-
435
- <!-- Price line -->
436
- <path d="M ${points}"
437
- fill="none"
438
- stroke="#007bff"
439
- stroke-width="2"/>
440
-
441
- <!-- Data points -->
442
- ${priceHistory.map((d, i) => {
443
- const x = padding + i * xScale;
444
- const y = height - padding - (d.price - yMin) * yScale;
445
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
446
- }).join("\n")}
447
-
448
- <!-- Labels -->
449
- <g font-family="Arial" font-size="12" fill="#495057">
450
- ${Array.from({ length: 5 }, (_, i) => {
451
- const x = padding + (width - 2 * padding) * i / 4;
452
- const index = Math.floor((priceHistory.length - 1) * i / 4);
453
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
454
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
455
- }).join("\n")}
456
- ${Array.from({ length: 5 }, (_, i) => {
457
- const y = padding + (height - 2 * padding) * i / 4;
458
- const price = yMax - (yMax - yMin) * i / 4;
459
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
460
- }).join("\n")}
461
- </g>
462
-
463
- <!-- Title -->
464
- <text x="${width / 2}" y="${padding / 2}"
465
- font-family="Arial" font-size="16" font-weight="bold"
466
- text-anchor="middle" fill="#212529">
467
- ${symbol} - Price Chart (${priceHistory.length} points)
468
- </text>
469
- </svg>`;
1140
+ parser.send(order);
1141
+ const fixData = await response;
1142
+ verifiedOrders.delete(args.clOrdID);
1143
+ return {
1144
+ content: [
1145
+ {
1146
+ type: "text",
1147
+ text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1148
+ uri: "executeOrder"
1149
+ }
1150
+ ]
1151
+ };
1152
+ } catch (error) {
1153
+ return {
1154
+ content: [
1155
+ {
1156
+ type: "text",
1157
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1158
+ uri: "executeOrder"
1159
+ }
1160
+ ],
1161
+ isError: true
1162
+ };
1163
+ }
1164
+ };
1165
+ };
1166
+
1167
+ // src/tools/parse.ts
1168
+ var createParseHandler = (parser) => {
1169
+ return async (args) => {
1170
+ try {
1171
+ const parsedMessage = parser.parse(args.fixString);
1172
+ if (!parsedMessage || parsedMessage.length === 0) {
470
1173
  return {
471
- contents: [
1174
+ content: [
472
1175
  {
473
- uri: uri.href,
474
- text: svg
1176
+ type: "text",
1177
+ text: "Error: Failed to parse FIX string",
1178
+ uri: "parse"
475
1179
  }
476
- ]
1180
+ ],
1181
+ isError: true
477
1182
  };
478
1183
  }
479
- );
480
- this.server.resource(
481
- "stockPriceHistory",
482
- new ResourceTemplate("price-history://{symbol}", { list: void 0 }),
483
- async (uri, variables) => {
484
- const symbol = String(variables.symbol);
485
- const priceHistory = this.marketDataPrices.get(symbol) || [];
1184
+ return {
1185
+ content: [
1186
+ {
1187
+ type: "text",
1188
+ text: `${parsedMessage[0].description}
1189
+ ${parsedMessage[0].messageTypeDescription}`,
1190
+ uri: "parse"
1191
+ }
1192
+ ]
1193
+ };
1194
+ } catch (error) {
1195
+ return {
1196
+ content: [
1197
+ {
1198
+ type: "text",
1199
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1200
+ uri: "parse"
1201
+ }
1202
+ ],
1203
+ isError: true
1204
+ };
1205
+ }
1206
+ };
1207
+ };
1208
+
1209
+ // src/tools/parseToJSON.ts
1210
+ var createParseToJSONHandler = (parser) => {
1211
+ return async (args) => {
1212
+ try {
1213
+ const parsedMessage = parser.parse(args.fixString);
1214
+ if (!parsedMessage || parsedMessage.length === 0) {
486
1215
  return {
487
- contents: [
1216
+ content: [
488
1217
  {
489
- uri: uri.href,
490
- text: JSON.stringify(
491
- {
492
- symbol,
493
- count: priceHistory.length,
494
- prices: priceHistory.map((point) => ({
495
- timestamp: new Date(point.timestamp).toISOString(),
496
- price: point.price
497
- }))
498
- },
499
- null,
500
- 2
501
- )
1218
+ type: "text",
1219
+ text: "Error: Failed to parse FIX string",
1220
+ uri: "parseToJSON"
502
1221
  }
503
- ]
1222
+ ],
1223
+ isError: true
1224
+ };
1225
+ }
1226
+ return {
1227
+ content: [
1228
+ {
1229
+ type: "text",
1230
+ text: `${parsedMessage[0].toFIXJSON()}`,
1231
+ uri: "parseToJSON"
1232
+ }
1233
+ ]
1234
+ };
1235
+ } catch (error) {
1236
+ return {
1237
+ content: [
1238
+ {
1239
+ type: "text",
1240
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1241
+ uri: "parseToJSON"
1242
+ }
1243
+ ],
1244
+ isError: true
1245
+ };
1246
+ }
1247
+ };
1248
+ };
1249
+
1250
+ // src/tools/index.ts
1251
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1252
+ parse: createParseHandler(parser),
1253
+ parseToJSON: createParseToJSONHandler(parser),
1254
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1255
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1256
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1257
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
1258
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1259
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1260
+ });
1261
+
1262
+ // src/utils/messageHandler.ts
1263
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
1264
+ function getEnumValue(enumObj, name) {
1265
+ return enumObj[name] || name;
1266
+ }
1267
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1268
+ const msgType = message.messageType;
1269
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
1270
+ const symbol = message.getField(Fields3.Symbol)?.value;
1271
+ const fixJson = message.toFIXJSON();
1272
+ const entries = fixJson.Body?.NoMDEntries || [];
1273
+ const data = {
1274
+ timestamp: Date.now(),
1275
+ bid: 0,
1276
+ offer: 0,
1277
+ spread: 0,
1278
+ volume: 0,
1279
+ trade: 0,
1280
+ indexValue: 0,
1281
+ openingPrice: 0,
1282
+ closingPrice: 0,
1283
+ settlementPrice: 0,
1284
+ tradingSessionHighPrice: 0,
1285
+ tradingSessionLowPrice: 0,
1286
+ vwap: 0,
1287
+ imbalance: 0,
1288
+ openInterest: 0,
1289
+ compositeUnderlyingPrice: 0,
1290
+ simulatedSellPrice: 0,
1291
+ simulatedBuyPrice: 0,
1292
+ marginRate: 0,
1293
+ midPrice: 0,
1294
+ emptyBook: 0,
1295
+ settleHighPrice: 0,
1296
+ settleLowPrice: 0,
1297
+ priorSettlePrice: 0,
1298
+ sessionHighBid: 0,
1299
+ sessionLowOffer: 0,
1300
+ earlyPrices: 0,
1301
+ auctionClearingPrice: 0,
1302
+ swapValueFactor: 0,
1303
+ dailyValueAdjustmentForLongPositions: 0,
1304
+ cumulativeValueAdjustmentForLongPositions: 0,
1305
+ dailyValueAdjustmentForShortPositions: 0,
1306
+ cumulativeValueAdjustmentForShortPositions: 0,
1307
+ fixingPrice: 0,
1308
+ cashRate: 0,
1309
+ recoveryRate: 0,
1310
+ recoveryRateForLong: 0,
1311
+ recoveryRateForShort: 0,
1312
+ marketBid: 0,
1313
+ marketOffer: 0,
1314
+ shortSaleMinPrice: 0,
1315
+ previousClosingPrice: 0,
1316
+ thresholdLimitPriceBanding: 0,
1317
+ dailyFinancingValue: 0,
1318
+ accruedFinancingValue: 0,
1319
+ twap: 0
1320
+ };
1321
+ for (const entry of entries) {
1322
+ const entryType = entry.MDEntryType;
1323
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1324
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1325
+ const enumValue = getEnumValue(MDEntryType2, entryType);
1326
+ switch (enumValue) {
1327
+ case MDEntryType2.Bid:
1328
+ data.bid = price;
1329
+ break;
1330
+ case MDEntryType2.Offer:
1331
+ data.offer = price;
1332
+ break;
1333
+ case MDEntryType2.Trade:
1334
+ data.trade = price;
1335
+ break;
1336
+ case MDEntryType2.IndexValue:
1337
+ data.indexValue = price;
1338
+ break;
1339
+ case MDEntryType2.OpeningPrice:
1340
+ data.openingPrice = price;
1341
+ break;
1342
+ case MDEntryType2.ClosingPrice:
1343
+ data.closingPrice = price;
1344
+ break;
1345
+ case MDEntryType2.SettlementPrice:
1346
+ data.settlementPrice = price;
1347
+ break;
1348
+ case MDEntryType2.TradingSessionHighPrice:
1349
+ data.tradingSessionHighPrice = price;
1350
+ break;
1351
+ case MDEntryType2.TradingSessionLowPrice:
1352
+ data.tradingSessionLowPrice = price;
1353
+ break;
1354
+ case MDEntryType2.VWAP:
1355
+ data.vwap = price;
1356
+ break;
1357
+ case MDEntryType2.Imbalance:
1358
+ data.imbalance = size;
1359
+ break;
1360
+ case MDEntryType2.TradeVolume:
1361
+ data.volume = size;
1362
+ break;
1363
+ case MDEntryType2.OpenInterest:
1364
+ data.openInterest = size;
1365
+ break;
1366
+ case MDEntryType2.CompositeUnderlyingPrice:
1367
+ data.compositeUnderlyingPrice = price;
1368
+ break;
1369
+ case MDEntryType2.SimulatedSellPrice:
1370
+ data.simulatedSellPrice = price;
1371
+ break;
1372
+ case MDEntryType2.SimulatedBuyPrice:
1373
+ data.simulatedBuyPrice = price;
1374
+ break;
1375
+ case MDEntryType2.MarginRate:
1376
+ data.marginRate = price;
1377
+ break;
1378
+ case MDEntryType2.MidPrice:
1379
+ data.midPrice = price;
1380
+ break;
1381
+ case MDEntryType2.EmptyBook:
1382
+ data.emptyBook = 1;
1383
+ break;
1384
+ case MDEntryType2.SettleHighPrice:
1385
+ data.settleHighPrice = price;
1386
+ break;
1387
+ case MDEntryType2.SettleLowPrice:
1388
+ data.settleLowPrice = price;
1389
+ break;
1390
+ case MDEntryType2.PriorSettlePrice:
1391
+ data.priorSettlePrice = price;
1392
+ break;
1393
+ case MDEntryType2.SessionHighBid:
1394
+ data.sessionHighBid = price;
1395
+ break;
1396
+ case MDEntryType2.SessionLowOffer:
1397
+ data.sessionLowOffer = price;
1398
+ break;
1399
+ case MDEntryType2.EarlyPrices:
1400
+ data.earlyPrices = price;
1401
+ break;
1402
+ case MDEntryType2.AuctionClearingPrice:
1403
+ data.auctionClearingPrice = price;
1404
+ break;
1405
+ case MDEntryType2.SwapValueFactor:
1406
+ data.swapValueFactor = price;
1407
+ break;
1408
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
1409
+ data.dailyValueAdjustmentForLongPositions = price;
1410
+ break;
1411
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1412
+ data.cumulativeValueAdjustmentForLongPositions = price;
1413
+ break;
1414
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
1415
+ data.dailyValueAdjustmentForShortPositions = price;
1416
+ break;
1417
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1418
+ data.cumulativeValueAdjustmentForShortPositions = price;
1419
+ break;
1420
+ case MDEntryType2.FixingPrice:
1421
+ data.fixingPrice = price;
1422
+ break;
1423
+ case MDEntryType2.CashRate:
1424
+ data.cashRate = price;
1425
+ break;
1426
+ case MDEntryType2.RecoveryRate:
1427
+ data.recoveryRate = price;
1428
+ break;
1429
+ case MDEntryType2.RecoveryRateForLong:
1430
+ data.recoveryRateForLong = price;
1431
+ break;
1432
+ case MDEntryType2.RecoveryRateForShort:
1433
+ data.recoveryRateForShort = price;
1434
+ break;
1435
+ case MDEntryType2.MarketBid:
1436
+ data.marketBid = price;
1437
+ break;
1438
+ case MDEntryType2.MarketOffer:
1439
+ data.marketOffer = price;
1440
+ break;
1441
+ case MDEntryType2.ShortSaleMinPrice:
1442
+ data.shortSaleMinPrice = price;
1443
+ break;
1444
+ case MDEntryType2.PreviousClosingPrice:
1445
+ data.previousClosingPrice = price;
1446
+ break;
1447
+ case MDEntryType2.ThresholdLimitPriceBanding:
1448
+ data.thresholdLimitPriceBanding = price;
1449
+ break;
1450
+ case MDEntryType2.DailyFinancingValue:
1451
+ data.dailyFinancingValue = price;
1452
+ break;
1453
+ case MDEntryType2.AccruedFinancingValue:
1454
+ data.accruedFinancingValue = price;
1455
+ break;
1456
+ case MDEntryType2.TWAP:
1457
+ data.twap = price;
1458
+ break;
1459
+ }
1460
+ }
1461
+ data.spread = data.offer - data.bid;
1462
+ if (!marketDataPrices.has(symbol)) {
1463
+ marketDataPrices.set(symbol, []);
1464
+ }
1465
+ const prices = marketDataPrices.get(symbol);
1466
+ prices.push(data);
1467
+ if (prices.length > maxPriceHistory) {
1468
+ prices.splice(0, prices.length - maxPriceHistory);
1469
+ }
1470
+ onPriceUpdate?.(symbol, data);
1471
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
1472
+ if (mdReqID) {
1473
+ const callback = pendingRequests.get(mdReqID);
1474
+ if (callback) {
1475
+ callback(message);
1476
+ pendingRequests.delete(mdReqID);
1477
+ }
1478
+ }
1479
+ } else if (msgType === Messages3.ExecutionReport) {
1480
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
1481
+ const callback = pendingRequests.get(reqId);
1482
+ if (callback) {
1483
+ callback(message);
1484
+ pendingRequests.delete(reqId);
1485
+ }
1486
+ }
1487
+ }
1488
+
1489
+ // src/MCPLocal.ts
1490
+ var MCPLocal = class extends MCPBase {
1491
+ /**
1492
+ * Map to store verified orders before execution
1493
+ * @private
1494
+ */
1495
+ verifiedOrders = /* @__PURE__ */ new Map();
1496
+ /**
1497
+ * Map to store pending requests and their callbacks
1498
+ * @private
1499
+ */
1500
+ pendingRequests = /* @__PURE__ */ new Map();
1501
+ /**
1502
+ * Map to store market data prices for each symbol
1503
+ * @private
1504
+ */
1505
+ marketDataPrices = /* @__PURE__ */ new Map();
1506
+ /**
1507
+ * Maximum number of price history entries to keep per symbol
1508
+ * @private
1509
+ */
1510
+ MAX_PRICE_HISTORY = 1e5;
1511
+ server = new Server(
1512
+ {
1513
+ name: "fixparser",
1514
+ version: "1.0.0"
1515
+ },
1516
+ {
1517
+ capabilities: {
1518
+ tools: Object.entries(toolSchemas).reduce(
1519
+ (acc, [name, { description, schema }]) => {
1520
+ acc[name] = {
1521
+ description,
1522
+ parameters: schema
1523
+ };
1524
+ return acc;
1525
+ },
1526
+ {}
1527
+ )
1528
+ }
1529
+ }
1530
+ );
1531
+ transport = new StdioServerTransport();
1532
+ constructor({ logger, onReady }) {
1533
+ super({ logger, onReady });
1534
+ }
1535
+ async register(parser) {
1536
+ this.parser = parser;
1537
+ this.parser.addOnMessageCallback((message) => {
1538
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1539
+ });
1540
+ this.addWorkflows();
1541
+ await this.server.connect(this.transport);
1542
+ if (this.onReady) {
1543
+ this.onReady();
1544
+ }
1545
+ }
1546
+ addWorkflows() {
1547
+ if (!this.parser) {
1548
+ return;
1549
+ }
1550
+ if (!this.server) {
1551
+ return;
1552
+ }
1553
+ this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1554
+ return {
1555
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1556
+ name,
1557
+ description,
1558
+ inputSchema: schema
1559
+ }))
1560
+ };
1561
+ });
1562
+ this.server.setRequestHandler(
1563
+ z.object({
1564
+ method: z.literal("tools/call"),
1565
+ params: z.object({
1566
+ name: z.string(),
1567
+ arguments: z.any(),
1568
+ _meta: z.object({
1569
+ progressToken: z.number()
1570
+ }).optional()
1571
+ })
1572
+ }),
1573
+ async (request) => {
1574
+ const { name, arguments: args } = request.params;
1575
+ const toolHandlers = createToolHandlers(
1576
+ this.parser,
1577
+ this.verifiedOrders,
1578
+ this.pendingRequests,
1579
+ this.marketDataPrices
1580
+ );
1581
+ const handler = toolHandlers[name];
1582
+ if (!handler) {
1583
+ return {
1584
+ content: [
1585
+ {
1586
+ type: "text",
1587
+ text: `Tool not found: ${name}`,
1588
+ uri: name
1589
+ }
1590
+ ],
1591
+ isError: true
1592
+ };
1593
+ }
1594
+ const result = await handler(args);
1595
+ return {
1596
+ content: result.content,
1597
+ isError: result.isError
504
1598
  };
505
1599
  }
506
1600
  );