fixparser-plugin-mcp 9.1.7-c6228661 → 9.1.7-ce8f7927
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +128 -823
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1618
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +129 -824
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1608
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -9
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -9
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +16 -0
- package/types/MCPRemote.d.ts +60 -0
- package/types/PluginOptions.d.ts +6 -0
- package/types/index.d.ts +3 -0
- package/types/schemas/index.d.ts +32 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +14 -0
- package/types/tools/marketData.d.ts +34 -0
- package/types/tools/order.d.ts +11 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/build/cjs/index.js +0 -1917
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1879
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -18
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -18
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
package/build/cjs/MCPLocal.js
CHANGED
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@@ -35,51 +35,9 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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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_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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-
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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@@ -163,7 +121,7 @@ var toolSchemas = {
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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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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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@@ -280,12 +238,12 @@ var toolSchemas = {
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"X",
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"Y",
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"Z"
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]
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],
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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}
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},
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getStockGraph: {
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@@ -307,330 +265,7 @@ var toolSchemas = {
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},
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required: ["symbol"]
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}
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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",
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schema: {
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type: "object",
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properties: {
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symbol: {
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type: "string",
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description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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}
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},
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required: ["symbol"]
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}
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}
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};
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// src/tools/analytics.ts
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function sum(numbers) {
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return numbers.reduce((acc, val) => acc + val, 0);
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}
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var TechnicalAnalyzer = class {
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prices;
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volumes;
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highs;
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lows;
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constructor(data) {
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this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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this.volumes = data.map((d) => d.volume);
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this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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}
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// Calculate Simple Moving Average
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calculateSMA(data, period) {
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const sma = [];
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for (let i = period - 1; i < data.length; i++) {
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const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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sma.push(sum2 / period);
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}
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return sma;
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}
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// Calculate Exponential Moving Average
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calculateEMA(data, period) {
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const multiplier = 2 / (period + 1);
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const ema = [data[0]];
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for (let i = 1; i < data.length; i++) {
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ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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}
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return ema;
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}
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// Calculate RSI
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calculateRSI(data, period = 14) {
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if (data.length < period + 1) return [];
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const changes = [];
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for (let i = 1; i < data.length; i++) {
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changes.push(data[i] - data[i - 1]);
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}
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const gains = changes.map((change) => change > 0 ? change : 0);
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const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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const rsi = [];
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for (let i = period; i < changes.length; i++) {
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const rs = avgGain / avgLoss;
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rsi.push(100 - 100 / (1 + rs));
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avgGain = (avgGain * (period - 1) + gains[i]) / period;
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avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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}
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return rsi;
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}
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// Calculate Bollinger Bands
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calculateBollingerBands(data, period = 20, stdDev = 2) {
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if (data.length < period) return [];
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const sma = this.calculateSMA(data, period);
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const bands = [];
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for (let i = 0; i < sma.length; i++) {
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const dataSlice = data.slice(i, i + period);
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const mean = sma[i];
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const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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const standardDeviation = Math.sqrt(variance);
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bands.push({
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upper: mean + standardDeviation * stdDev,
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middle: mean,
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lower: mean - standardDeviation * stdDev
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});
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}
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return bands;
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}
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// Calculate maximum drawdown
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calculateMaxDrawdown(prices) {
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let maxPrice = prices[0];
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let maxDrawdown = 0;
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for (let i = 1; i < prices.length; i++) {
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if (prices[i] > maxPrice) {
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maxPrice = prices[i];
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}
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const drawdown = (maxPrice - prices[i]) / maxPrice;
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if (drawdown > maxDrawdown) {
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maxDrawdown = drawdown;
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}
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}
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return maxDrawdown;
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}
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// Calculate price changes for volatility
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calculatePriceChanges() {
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const changes = [];
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for (let i = 1; i < this.prices.length; i++) {
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changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
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}
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return changes;
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}
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// Generate comprehensive market analysis
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analyze() {
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const currentPrice = this.prices[this.prices.length - 1];
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const startPrice = this.prices[0];
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const sessionHigh = Math.max(...this.highs);
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const sessionLow = Math.min(...this.lows);
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const totalVolume = sum(this.volumes);
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const avgVolume = totalVolume / this.volumes.length;
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const priceChanges = this.calculatePriceChanges();
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const volatility = priceChanges.length > 0 ? Math.sqrt(
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priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
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) * Math.sqrt(252) * 100 : 0;
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const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
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const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
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const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
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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;
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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;
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const maxDrawdown = this.calculateMaxDrawdown(this.prices);
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return {
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currentPrice,
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startPrice,
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sessionHigh,
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sessionLow,
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totalVolume,
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avgVolume,
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volatility,
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sessionReturn,
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pricePosition,
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trueVWAP,
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momentum5,
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momentum10,
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maxDrawdown
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};
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}
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// Generate technical indicators
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getTechnicalIndicators() {
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return {
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sma5: this.calculateSMA(this.prices, 5),
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sma10: this.calculateSMA(this.prices, 10),
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ema8: this.calculateEMA(this.prices, 8),
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ema21: this.calculateEMA(this.prices, 21),
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rsi: this.calculateRSI(this.prices, 14),
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bollinger: this.calculateBollingerBands(this.prices, 20, 2)
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};
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}
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// Generate trading signals
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generateSignals() {
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const analysis = this.analyze();
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let bullishSignals = 0;
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let bearishSignals = 0;
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const signals = [];
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if (analysis.currentPrice > analysis.trueVWAP) {
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signals.push(
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`\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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);
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bullishSignals++;
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} else {
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signals.push(
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`\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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);
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bearishSignals++;
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}
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if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
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signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
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bullishSignals++;
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} else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
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signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
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bearishSignals++;
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} else {
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signals.push("\u25D0 MIXED: Conflicting momentum signals");
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}
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const currentVolume = this.volumes[this.volumes.length - 1];
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const volumeRatio = currentVolume / analysis.avgVolume;
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if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
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signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
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bullishSignals++;
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} else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
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signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
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bearishSignals++;
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} else {
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signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
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}
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-
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
|
|
547
|
-
},
|
|
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"
|
|
618
|
-
}
|
|
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
269
|
};
|
|
635
270
|
|
|
636
271
|
// src/tools/marketData.ts
|
|
@@ -639,63 +274,9 @@ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
|
639
274
|
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
640
275
|
return async (args) => {
|
|
641
276
|
try {
|
|
642
|
-
parser.logger.log({
|
|
643
|
-
level: "info",
|
|
644
|
-
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
645
|
-
});
|
|
646
277
|
const response = new Promise((resolve) => {
|
|
647
278
|
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
279
|
});
|
|
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
280
|
const messageFields = [
|
|
700
281
|
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
701
282
|
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
@@ -711,16 +292,12 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
711
292
|
args.symbols.forEach((symbol) => {
|
|
712
293
|
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
713
294
|
});
|
|
714
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes,
|
|
715
|
-
|
|
295
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
296
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
716
297
|
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
717
298
|
});
|
|
718
299
|
const mdr = parser.createMessage(...messageFields);
|
|
719
300
|
if (!parser.connected) {
|
|
720
|
-
parser.logger.log({
|
|
721
|
-
level: "error",
|
|
722
|
-
message: "Not connected. Cannot send market data request."
|
|
723
|
-
});
|
|
724
301
|
return {
|
|
725
302
|
content: [
|
|
726
303
|
{
|
|
@@ -732,16 +309,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
732
309
|
isError: true
|
|
733
310
|
};
|
|
734
311
|
}
|
|
735
|
-
parser.logger.log({
|
|
736
|
-
level: "info",
|
|
737
|
-
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
738
|
-
});
|
|
739
312
|
parser.send(mdr);
|
|
740
313
|
const fixData = await response;
|
|
741
|
-
parser.logger.log({
|
|
742
|
-
level: "info",
|
|
743
|
-
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
744
|
-
});
|
|
745
314
|
return {
|
|
746
315
|
content: [
|
|
747
316
|
{
|
|
@@ -782,73 +351,18 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
782
351
|
};
|
|
783
352
|
}
|
|
784
353
|
const chart = new import_quickchart_js.default();
|
|
785
|
-
chart.setWidth(
|
|
786
|
-
chart.setHeight(
|
|
787
|
-
chart.setBackgroundColor("transparent");
|
|
354
|
+
chart.setWidth(600);
|
|
355
|
+
chart.setHeight(300);
|
|
788
356
|
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
789
|
-
const
|
|
790
|
-
|
|
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 = {
|
|
357
|
+
const data = priceHistory.map((point) => point.price);
|
|
358
|
+
chart.setConfig({
|
|
797
359
|
type: "line",
|
|
798
360
|
data: {
|
|
799
361
|
labels,
|
|
800
362
|
datasets: [
|
|
801
363
|
{
|
|
802
|
-
label:
|
|
803
|
-
data
|
|
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,
|
|
364
|
+
label: symbol,
|
|
365
|
+
data,
|
|
852
366
|
borderColor: "#007bff",
|
|
853
367
|
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
854
368
|
fill: true,
|
|
@@ -857,32 +371,47 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
857
371
|
]
|
|
858
372
|
},
|
|
859
373
|
options: {
|
|
860
|
-
responsive: true,
|
|
861
374
|
plugins: {
|
|
862
375
|
title: {
|
|
863
376
|
display: true,
|
|
864
|
-
text: `${symbol}
|
|
377
|
+
text: `${symbol} Price History`,
|
|
378
|
+
font: {
|
|
379
|
+
size: 16,
|
|
380
|
+
weight: "bold"
|
|
381
|
+
}
|
|
382
|
+
},
|
|
383
|
+
legend: {
|
|
384
|
+
display: true
|
|
865
385
|
}
|
|
866
386
|
},
|
|
867
387
|
scales: {
|
|
868
388
|
y: {
|
|
869
|
-
beginAtZero: false
|
|
389
|
+
beginAtZero: false,
|
|
390
|
+
grid: {
|
|
391
|
+
color: "#e9ecef"
|
|
392
|
+
}
|
|
393
|
+
},
|
|
394
|
+
x: {
|
|
395
|
+
grid: {
|
|
396
|
+
display: false
|
|
397
|
+
}
|
|
870
398
|
}
|
|
871
399
|
}
|
|
872
400
|
}
|
|
873
|
-
};
|
|
874
|
-
chart.setConfig(config);
|
|
401
|
+
});
|
|
875
402
|
const imageBuffer = await chart.toBinary();
|
|
876
|
-
const
|
|
403
|
+
const base64Image = imageBuffer.toString("base64");
|
|
877
404
|
return {
|
|
878
405
|
content: [
|
|
879
406
|
{
|
|
880
|
-
type: "
|
|
881
|
-
|
|
882
|
-
|
|
883
|
-
|
|
884
|
-
|
|
885
|
-
}
|
|
407
|
+
type: "image",
|
|
408
|
+
image: {
|
|
409
|
+
source: {
|
|
410
|
+
data: base64Image
|
|
411
|
+
}
|
|
412
|
+
},
|
|
413
|
+
uri: "getStockGraph",
|
|
414
|
+
mimeType: "image/png"
|
|
886
415
|
}
|
|
887
416
|
]
|
|
888
417
|
};
|
|
@@ -891,7 +420,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
891
420
|
content: [
|
|
892
421
|
{
|
|
893
422
|
type: "text",
|
|
894
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
423
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
|
|
895
424
|
uri: "getStockGraph"
|
|
896
425
|
}
|
|
897
426
|
],
|
|
@@ -924,53 +453,9 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
924
453
|
{
|
|
925
454
|
symbol,
|
|
926
455
|
count: priceHistory.length,
|
|
927
|
-
|
|
456
|
+
prices: priceHistory.map((point) => ({
|
|
928
457
|
timestamp: new Date(point.timestamp).toISOString(),
|
|
929
|
-
|
|
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
|
|
458
|
+
price: point.price
|
|
974
459
|
}))
|
|
975
460
|
},
|
|
976
461
|
null,
|
|
@@ -985,7 +470,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
985
470
|
content: [
|
|
986
471
|
{
|
|
987
472
|
type: "text",
|
|
988
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
473
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
989
474
|
uri: "getStockPriceHistory"
|
|
990
475
|
}
|
|
991
476
|
],
|
|
@@ -1093,7 +578,7 @@ Parameters verified:
|
|
|
1093
578
|
- Symbol: ${args.symbol}
|
|
1094
579
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
1095
580
|
|
|
1096
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
581
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
1097
582
|
uri: "verifyOrder"
|
|
1098
583
|
}
|
|
1099
584
|
]
|
|
@@ -1289,259 +774,12 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
1289
774
|
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
1290
775
|
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
1291
776
|
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
1292
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
1293
|
-
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
777
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
1294
778
|
});
|
|
1295
779
|
|
|
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
780
|
// src/MCPLocal.ts
|
|
1524
|
-
var MCPLocal = class
|
|
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;
|
|
781
|
+
var MCPLocal = class {
|
|
782
|
+
parser;
|
|
1545
783
|
server = new import_server.Server(
|
|
1546
784
|
{
|
|
1547
785
|
name: "fixparser",
|
|
@@ -1563,13 +801,77 @@ var MCPLocal = class extends MCPBase {
|
|
|
1563
801
|
}
|
|
1564
802
|
);
|
|
1565
803
|
transport = new import_stdio.StdioServerTransport();
|
|
804
|
+
onReady = void 0;
|
|
805
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
806
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
807
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
808
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
809
|
+
// Maximum number of price points to store per symbol
|
|
1566
810
|
constructor({ logger, onReady }) {
|
|
1567
|
-
|
|
811
|
+
if (onReady) this.onReady = onReady;
|
|
1568
812
|
}
|
|
1569
813
|
async register(parser) {
|
|
1570
814
|
this.parser = parser;
|
|
1571
815
|
this.parser.addOnMessageCallback((message) => {
|
|
1572
|
-
|
|
816
|
+
this.parser?.logger.log({
|
|
817
|
+
level: "info",
|
|
818
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
819
|
+
});
|
|
820
|
+
const msgType = message.messageType;
|
|
821
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
822
|
+
this.parser?.logger.log({
|
|
823
|
+
level: "info",
|
|
824
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
825
|
+
});
|
|
826
|
+
let id;
|
|
827
|
+
if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
828
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol);
|
|
829
|
+
const price = message.getField(import_fixparser3.Fields.MDEntryPx);
|
|
830
|
+
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
831
|
+
if (symbol?.value && price?.value) {
|
|
832
|
+
const symbolStr = String(symbol.value);
|
|
833
|
+
const priceNum = Number(price.value);
|
|
834
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
835
|
+
priceHistory.push({
|
|
836
|
+
timestamp: Number(timestamp),
|
|
837
|
+
price: priceNum
|
|
838
|
+
});
|
|
839
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
840
|
+
priceHistory.shift();
|
|
841
|
+
}
|
|
842
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
843
|
+
this.parser?.logger.log({
|
|
844
|
+
level: "info",
|
|
845
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
846
|
+
});
|
|
847
|
+
this.server.notification({
|
|
848
|
+
method: "priceUpdate",
|
|
849
|
+
params: {
|
|
850
|
+
symbol: symbolStr,
|
|
851
|
+
price: priceNum,
|
|
852
|
+
timestamp: Number(timestamp)
|
|
853
|
+
}
|
|
854
|
+
});
|
|
855
|
+
}
|
|
856
|
+
}
|
|
857
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
858
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
|
|
859
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
860
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
861
|
+
const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
|
|
862
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
863
|
+
} else if (msgType === import_fixparser3.Messages.Reject) {
|
|
864
|
+
const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
|
|
865
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
866
|
+
}
|
|
867
|
+
if (id) {
|
|
868
|
+
const callback = this.pendingRequests.get(id);
|
|
869
|
+
if (callback) {
|
|
870
|
+
callback(message);
|
|
871
|
+
this.pendingRequests.delete(id);
|
|
872
|
+
}
|
|
873
|
+
}
|
|
874
|
+
}
|
|
1573
875
|
});
|
|
1574
876
|
this.addWorkflows();
|
|
1575
877
|
await this.server.connect(this.transport);
|
|
@@ -1584,15 +886,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1584
886
|
if (!this.server) {
|
|
1585
887
|
return;
|
|
1586
888
|
}
|
|
1587
|
-
this.server.setRequestHandler(
|
|
1588
|
-
|
|
1589
|
-
|
|
1590
|
-
|
|
1591
|
-
description,
|
|
1592
|
-
|
|
1593
|
-
|
|
1594
|
-
|
|
1595
|
-
|
|
889
|
+
this.server.setRequestHandler(
|
|
890
|
+
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
891
|
+
async (request, extra) => {
|
|
892
|
+
return {
|
|
893
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
894
|
+
name,
|
|
895
|
+
description,
|
|
896
|
+
inputSchema: schema
|
|
897
|
+
}))
|
|
898
|
+
};
|
|
899
|
+
}
|
|
900
|
+
);
|
|
1596
901
|
this.server.setRequestHandler(
|
|
1597
902
|
import_zod.z.object({
|
|
1598
903
|
method: import_zod.z.literal("tools/call"),
|
|
@@ -1604,7 +909,7 @@ var MCPLocal = class extends MCPBase {
|
|
|
1604
909
|
}).optional()
|
|
1605
910
|
})
|
|
1606
911
|
}),
|
|
1607
|
-
async (request) => {
|
|
912
|
+
async (request, extra) => {
|
|
1608
913
|
const { name, arguments: args } = request.params;
|
|
1609
914
|
const toolHandlers = createToolHandlers(
|
|
1610
915
|
this.parser,
|