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.
@@ -1,9 +1,7 @@
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  "use strict";
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- var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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- var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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- var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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- // If the importer is in node compatibility mode or this is not an ESM
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- // file that has been converted to a CommonJS file using a Babel-
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- // compatible transform (i.e. "__esModule" has not been set), then set
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- // "default" to the CommonJS "module.exports" for node compatibility.
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- isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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- mod
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- ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPRemote.ts
@@ -39,1536 +29,29 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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  var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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  var import_types = require("@modelcontextprotocol/sdk/types.js");
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  var import_zod = require("zod");
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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+ var import_fixparser = require("fixparser");
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+ var transports = {};
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+ var MCPRemote = class {
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+ /**
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+ * Port number the server will listen on.
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+ * @private
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+ */
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+ port;
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  /**
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  * Optional logger instance for diagnostics and output.
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- * @protected
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+ * @private
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  */
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  logger;
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  /**
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  * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- marketDataRequest: {
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- description: "Requests market data for specified symbols",
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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- 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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-
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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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- }
333
- 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
363
- calculateRSI(data, period = 14) {
364
- 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) {
384
- if (data.length < period) return [];
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- const sma = this.calculateSMA(data, period);
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- const bands = [];
387
- 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;
391
- const standardDeviation = Math.sqrt(variance);
392
- bands.push({
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- upper: mean + standardDeviation * stdDev,
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- middle: mean,
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- lower: mean - standardDeviation * stdDev
396
- });
397
- }
398
- return bands;
399
- }
400
- // Calculate maximum drawdown
401
- calculateMaxDrawdown(prices) {
402
- let maxPrice = prices[0];
403
- let maxDrawdown = 0;
404
- for (let i = 1; i < prices.length; i++) {
405
- if (prices[i] > maxPrice) {
406
- maxPrice = prices[i];
407
- }
408
- const drawdown = (maxPrice - prices[i]) / maxPrice;
409
- if (drawdown > maxDrawdown) {
410
- maxDrawdown = drawdown;
411
- }
412
- }
413
- return maxDrawdown;
414
- }
415
- // Calculate price changes for volatility
416
- calculatePriceChanges() {
417
- const changes = [];
418
- for (let i = 1; i < this.prices.length; i++) {
419
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
420
- }
421
- return changes;
422
- }
423
- // Generate comprehensive market analysis
424
- analyze() {
425
- const currentPrice = this.prices[this.prices.length - 1];
426
- const startPrice = this.prices[0];
427
- const sessionHigh = Math.max(...this.highs);
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- const sessionLow = Math.min(...this.lows);
429
- const totalVolume = sum(this.volumes);
430
- const avgVolume = totalVolume / this.volumes.length;
431
- const priceChanges = this.calculatePriceChanges();
432
- const volatility = priceChanges.length > 0 ? Math.sqrt(
433
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
434
- ) * Math.sqrt(252) * 100 : 0;
435
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
436
- 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;
438
- 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;
440
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
441
- return {
442
- currentPrice,
443
- startPrice,
444
- sessionHigh,
445
- sessionLow,
446
- totalVolume,
447
- avgVolume,
448
- volatility,
449
- sessionReturn,
450
- pricePosition,
451
- trueVWAP,
452
- momentum5,
453
- momentum10,
454
- maxDrawdown
455
- };
456
- }
457
- // Generate technical indicators
458
- getTechnicalIndicators() {
459
- return {
460
- sma5: this.calculateSMA(this.prices, 5),
461
- sma10: this.calculateSMA(this.prices, 10),
462
- ema8: this.calculateEMA(this.prices, 8),
463
- ema21: this.calculateEMA(this.prices, 21),
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- rsi: this.calculateRSI(this.prices, 14),
465
- bollinger: this.calculateBollingerBands(this.prices, 20, 2)
466
- };
467
- }
468
- // Generate trading signals
469
- generateSignals() {
470
- const analysis = this.analyze();
471
- let bullishSignals = 0;
472
- let bearishSignals = 0;
473
- const signals = [];
474
- if (analysis.currentPrice > analysis.trueVWAP) {
475
- signals.push(
476
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
477
- );
478
- bullishSignals++;
479
- } else {
480
- signals.push(
481
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
482
- );
483
- bearishSignals++;
484
- }
485
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
486
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
487
- bullishSignals++;
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- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
489
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
490
- bearishSignals++;
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- } else {
492
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
493
- }
494
- const currentVolume = this.volumes[this.volumes.length - 1];
495
- const volumeRatio = currentVolume / analysis.avgVolume;
496
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
497
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
498
- bullishSignals++;
499
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
500
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
501
- bearishSignals++;
502
- } else {
503
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
504
- }
505
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
506
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
507
- bearishSignals++;
508
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
509
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
510
- bullishSignals++;
511
- } else {
512
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
513
- }
514
- return { bullishSignals, bearishSignals, signals };
515
- }
516
- // Generate comprehensive JSON analysis
517
- generateJSONAnalysis(symbol) {
518
- const analysis = this.analyze();
519
- const indicators = this.getTechnicalIndicators();
520
- const signals = this.generateSignals();
521
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
522
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
523
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
524
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
525
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
526
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
527
- const currentVolume = this.volumes[this.volumes.length - 1];
528
- const volumeRatio = currentVolume / analysis.avgVolume;
529
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
530
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
531
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
532
- const totalScore = signals.bullishSignals - signals.bearishSignals;
533
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
534
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
535
- const stopLoss = analysis.sessionLow * 0.995;
536
- const profitTarget = analysis.sessionHigh * 0.995;
537
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
538
- return {
539
- symbol,
540
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
541
- marketStructure: {
542
- currentPrice: analysis.currentPrice,
543
- startPrice: analysis.startPrice,
544
- sessionHigh: analysis.sessionHigh,
545
- sessionLow: analysis.sessionLow,
546
- rangeWidth,
547
- totalVolume: analysis.totalVolume,
548
- sessionPerformance: analysis.sessionReturn,
549
- positionInRange: analysis.pricePosition
550
- },
551
- volatility: {
552
- impliedVolatility: analysis.volatility,
553
- maxDrawdown: analysis.maxDrawdown * 100,
554
- currentDrawdown
555
- },
556
- technicalIndicators: {
557
- sma5: currentSMA5,
558
- sma10: currentSMA10,
559
- ema8: currentEMA8,
560
- ema21: currentEMA21,
561
- rsi: currentRSI,
562
- bollingerBands: currentBB ? {
563
- upper: currentBB.upper,
564
- middle: currentBB.middle,
565
- lower: currentBB.lower,
566
- position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
567
- } : null
568
- },
569
- volumeAnalysis: {
570
- currentVolume,
571
- averageVolume: Math.round(analysis.avgVolume),
572
- volumeRatio,
573
- trueVWAP: analysis.trueVWAP,
574
- priceVsVWAP
575
- },
576
- momentum: {
577
- momentum5: analysis.momentum5,
578
- momentum10: analysis.momentum10,
579
- sessionROC: analysis.sessionReturn
580
- },
581
- tradingSignals: {
582
- ...signals,
583
- overallSignal,
584
- signalScore: totalScore
585
- },
586
- riskManagement: {
587
- targetEntry,
588
- stopLoss,
589
- profitTarget,
590
- riskRewardRatio
591
- }
592
- };
593
- }
594
- };
595
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
596
- return async (args) => {
597
- try {
598
- const symbol = args.symbol;
599
- const priceHistory = marketDataPrices.get(symbol) || [];
600
- if (priceHistory.length === 0) {
601
- return {
602
- content: [
603
- {
604
- type: "text",
605
- text: `No price data available for ${symbol}. Please request market data first.`,
606
- uri: "technicalAnalysis"
607
- }
608
- ]
609
- };
610
- }
611
- const analyzer = new TechnicalAnalyzer(priceHistory);
612
- const analysis = analyzer.generateJSONAnalysis(symbol);
613
- return {
614
- content: [
615
- {
616
- type: "text",
617
- text: `Technical Analysis for ${symbol}:
618
-
619
- ${JSON.stringify(analysis, null, 2)}`,
620
- uri: "technicalAnalysis"
621
- }
622
- ]
623
- };
624
- } catch (error) {
625
- return {
626
- content: [
627
- {
628
- type: "text",
629
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
630
- uri: "technicalAnalysis"
631
- }
632
- ],
633
- isError: true
634
- };
635
- }
636
- };
637
- };
638
-
639
- // src/tools/marketData.ts
640
- var import_fixparser = require("fixparser");
641
- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
642
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
643
- return async (args) => {
644
- try {
645
- parser.logger.log({
646
- level: "info",
647
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
648
- });
649
- const response = new Promise((resolve) => {
650
- pendingRequests.set(args.mdReqID, resolve);
651
- parser.logger.log({
652
- level: "info",
653
- message: `Registered callback for market data request ID: ${args.mdReqID}`
654
- });
655
- });
656
- const entryTypes = args.mdEntryTypes || [
657
- import_fixparser.MDEntryType.Bid,
658
- import_fixparser.MDEntryType.Offer,
659
- import_fixparser.MDEntryType.Trade,
660
- import_fixparser.MDEntryType.IndexValue,
661
- import_fixparser.MDEntryType.OpeningPrice,
662
- import_fixparser.MDEntryType.ClosingPrice,
663
- import_fixparser.MDEntryType.SettlementPrice,
664
- import_fixparser.MDEntryType.TradingSessionHighPrice,
665
- import_fixparser.MDEntryType.TradingSessionLowPrice,
666
- import_fixparser.MDEntryType.VWAP,
667
- import_fixparser.MDEntryType.Imbalance,
668
- import_fixparser.MDEntryType.TradeVolume,
669
- import_fixparser.MDEntryType.OpenInterest,
670
- import_fixparser.MDEntryType.CompositeUnderlyingPrice,
671
- import_fixparser.MDEntryType.SimulatedSellPrice,
672
- import_fixparser.MDEntryType.SimulatedBuyPrice,
673
- import_fixparser.MDEntryType.MarginRate,
674
- import_fixparser.MDEntryType.MidPrice,
675
- import_fixparser.MDEntryType.EmptyBook,
676
- import_fixparser.MDEntryType.SettleHighPrice,
677
- import_fixparser.MDEntryType.SettleLowPrice,
678
- import_fixparser.MDEntryType.PriorSettlePrice,
679
- import_fixparser.MDEntryType.SessionHighBid,
680
- import_fixparser.MDEntryType.SessionLowOffer,
681
- import_fixparser.MDEntryType.EarlyPrices,
682
- import_fixparser.MDEntryType.AuctionClearingPrice,
683
- import_fixparser.MDEntryType.SwapValueFactor,
684
- import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
685
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
686
- import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
687
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
688
- import_fixparser.MDEntryType.FixingPrice,
689
- import_fixparser.MDEntryType.CashRate,
690
- import_fixparser.MDEntryType.RecoveryRate,
691
- import_fixparser.MDEntryType.RecoveryRateForLong,
692
- import_fixparser.MDEntryType.RecoveryRateForShort,
693
- import_fixparser.MDEntryType.MarketBid,
694
- import_fixparser.MDEntryType.MarketOffer,
695
- import_fixparser.MDEntryType.ShortSaleMinPrice,
696
- import_fixparser.MDEntryType.PreviousClosingPrice,
697
- import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
698
- import_fixparser.MDEntryType.DailyFinancingValue,
699
- import_fixparser.MDEntryType.AccruedFinancingValue,
700
- import_fixparser.MDEntryType.TWAP
701
- ];
702
- const messageFields = [
703
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
704
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
705
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
706
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
707
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
708
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
709
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
710
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
711
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
712
- ];
713
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
714
- args.symbols.forEach((symbol) => {
715
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
716
- });
717
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
718
- entryTypes.forEach((entryType) => {
719
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
720
- });
721
- const mdr = parser.createMessage(...messageFields);
722
- if (!parser.connected) {
723
- parser.logger.log({
724
- level: "error",
725
- message: "Not connected. Cannot send market data request."
726
- });
727
- return {
728
- content: [
729
- {
730
- type: "text",
731
- text: "Error: Not connected. Ignoring message.",
732
- uri: "marketDataRequest"
733
- }
734
- ],
735
- isError: true
736
- };
737
- }
738
- parser.logger.log({
739
- level: "info",
740
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
741
- });
742
- parser.send(mdr);
743
- const fixData = await response;
744
- parser.logger.log({
745
- level: "info",
746
- message: `Received market data response for request ID: ${args.mdReqID}`
747
- });
748
- return {
749
- content: [
750
- {
751
- type: "text",
752
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
753
- uri: "marketDataRequest"
754
- }
755
- ]
756
- };
757
- } catch (error) {
758
- return {
759
- content: [
760
- {
761
- type: "text",
762
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
763
- uri: "marketDataRequest"
764
- }
765
- ],
766
- isError: true
767
- };
768
- }
769
- };
770
- };
771
- var createGetStockGraphHandler = (marketDataPrices) => {
772
- return async (args) => {
773
- try {
774
- const symbol = args.symbol;
775
- const priceHistory = marketDataPrices.get(symbol) || [];
776
- if (priceHistory.length === 0) {
777
- return {
778
- content: [
779
- {
780
- type: "text",
781
- text: `No price data available for ${symbol}`,
782
- uri: "getStockGraph"
783
- }
784
- ]
785
- };
786
- }
787
- const chart = new import_quickchart_js.default();
788
- chart.setWidth(1200);
789
- chart.setHeight(600);
790
- chart.setBackgroundColor("transparent");
791
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
792
- const bidData = priceHistory.map((point) => point.bid);
793
- const offerData = priceHistory.map((point) => point.offer);
794
- const spreadData = priceHistory.map((point) => point.spread);
795
- const volumeData = priceHistory.map((point) => point.volume);
796
- const tradeData = priceHistory.map((point) => point.trade);
797
- const vwapData = priceHistory.map((point) => point.vwap);
798
- const twapData = priceHistory.map((point) => point.twap);
799
- const config = {
800
- type: "line",
801
- data: {
802
- labels,
803
- datasets: [
804
- {
805
- label: "Bid",
806
- data: bidData,
807
- borderColor: "#28a745",
808
- backgroundColor: "rgba(40, 167, 69, 0.1)",
809
- fill: false,
810
- tension: 0.4
811
- },
812
- {
813
- label: "Offer",
814
- data: offerData,
815
- borderColor: "#dc3545",
816
- backgroundColor: "rgba(220, 53, 69, 0.1)",
817
- fill: false,
818
- tension: 0.4
819
- },
820
- {
821
- label: "Spread",
822
- data: spreadData,
823
- borderColor: "#6c757d",
824
- backgroundColor: "rgba(108, 117, 125, 0.1)",
825
- fill: false,
826
- tension: 0.4
827
- },
828
- {
829
- label: "Trade",
830
- data: tradeData,
831
- borderColor: "#ffc107",
832
- backgroundColor: "rgba(255, 193, 7, 0.1)",
833
- fill: false,
834
- tension: 0.4
835
- },
836
- {
837
- label: "VWAP",
838
- data: vwapData,
839
- borderColor: "#17a2b8",
840
- backgroundColor: "rgba(23, 162, 184, 0.1)",
841
- fill: false,
842
- tension: 0.4
843
- },
844
- {
845
- label: "TWAP",
846
- data: twapData,
847
- borderColor: "#6610f2",
848
- backgroundColor: "rgba(102, 16, 242, 0.1)",
849
- fill: false,
850
- tension: 0.4
851
- },
852
- {
853
- label: "Volume",
854
- data: volumeData,
855
- borderColor: "#007bff",
856
- backgroundColor: "rgba(0, 123, 255, 0.1)",
857
- fill: true,
858
- tension: 0.4
859
- }
860
- ]
861
- },
862
- options: {
863
- responsive: true,
864
- plugins: {
865
- title: {
866
- display: true,
867
- text: `${symbol} Market Data`
868
- }
869
- },
870
- scales: {
871
- y: {
872
- beginAtZero: false
873
- }
874
- }
875
- }
876
- };
877
- chart.setConfig(config);
878
- const imageBuffer = await chart.toBinary();
879
- const base64 = imageBuffer.toString("base64");
880
- return {
881
- content: [
882
- {
883
- type: "resource",
884
- resource: {
885
- uri: "resource://graph",
886
- mimeType: "image/png",
887
- blob: base64
888
- }
889
- }
890
- ]
891
- };
892
- } catch (error) {
893
- return {
894
- content: [
895
- {
896
- type: "text",
897
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
898
- uri: "getStockGraph"
899
- }
900
- ],
901
- isError: true
902
- };
903
- }
904
- };
905
- };
906
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
907
- return async (args) => {
908
- try {
909
- const symbol = args.symbol;
910
- const priceHistory = marketDataPrices.get(symbol) || [];
911
- if (priceHistory.length === 0) {
912
- return {
913
- content: [
914
- {
915
- type: "text",
916
- text: `No price data available for ${symbol}`,
917
- uri: "getStockPriceHistory"
918
- }
919
- ]
920
- };
921
- }
922
- return {
923
- content: [
924
- {
925
- type: "text",
926
- text: JSON.stringify(
927
- {
928
- symbol,
929
- count: priceHistory.length,
930
- data: priceHistory.map((point) => ({
931
- timestamp: new Date(point.timestamp).toISOString(),
932
- bid: point.bid,
933
- offer: point.offer,
934
- spread: point.spread,
935
- volume: point.volume,
936
- trade: point.trade,
937
- indexValue: point.indexValue,
938
- openingPrice: point.openingPrice,
939
- closingPrice: point.closingPrice,
940
- settlementPrice: point.settlementPrice,
941
- tradingSessionHighPrice: point.tradingSessionHighPrice,
942
- tradingSessionLowPrice: point.tradingSessionLowPrice,
943
- vwap: point.vwap,
944
- imbalance: point.imbalance,
945
- openInterest: point.openInterest,
946
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
947
- simulatedSellPrice: point.simulatedSellPrice,
948
- simulatedBuyPrice: point.simulatedBuyPrice,
949
- marginRate: point.marginRate,
950
- midPrice: point.midPrice,
951
- emptyBook: point.emptyBook,
952
- settleHighPrice: point.settleHighPrice,
953
- settleLowPrice: point.settleLowPrice,
954
- priorSettlePrice: point.priorSettlePrice,
955
- sessionHighBid: point.sessionHighBid,
956
- sessionLowOffer: point.sessionLowOffer,
957
- earlyPrices: point.earlyPrices,
958
- auctionClearingPrice: point.auctionClearingPrice,
959
- swapValueFactor: point.swapValueFactor,
960
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
961
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
962
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
963
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
964
- fixingPrice: point.fixingPrice,
965
- cashRate: point.cashRate,
966
- recoveryRate: point.recoveryRate,
967
- recoveryRateForLong: point.recoveryRateForLong,
968
- recoveryRateForShort: point.recoveryRateForShort,
969
- marketBid: point.marketBid,
970
- marketOffer: point.marketOffer,
971
- shortSaleMinPrice: point.shortSaleMinPrice,
972
- previousClosingPrice: point.previousClosingPrice,
973
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
974
- dailyFinancingValue: point.dailyFinancingValue,
975
- accruedFinancingValue: point.accruedFinancingValue,
976
- twap: point.twap
977
- }))
978
- },
979
- null,
980
- 2
981
- ),
982
- uri: "getStockPriceHistory"
983
- }
984
- ]
985
- };
986
- } catch (error) {
987
- return {
988
- content: [
989
- {
990
- type: "text",
991
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
992
- uri: "getStockPriceHistory"
993
- }
994
- ],
995
- isError: true
996
- };
997
- }
998
- };
999
- };
1000
-
1001
- // src/tools/order.ts
1002
- var import_fixparser2 = require("fixparser");
1003
- var ordTypeNames = {
1004
- "1": "Market",
1005
- "2": "Limit",
1006
- "3": "Stop",
1007
- "4": "StopLimit",
1008
- "5": "MarketOnClose",
1009
- "6": "WithOrWithout",
1010
- "7": "LimitOrBetter",
1011
- "8": "LimitWithOrWithout",
1012
- "9": "OnBasis",
1013
- A: "OnClose",
1014
- B: "LimitOnClose",
1015
- C: "ForexMarket",
1016
- D: "PreviouslyQuoted",
1017
- E: "PreviouslyIndicated",
1018
- F: "ForexLimit",
1019
- G: "ForexSwap",
1020
- H: "ForexPreviouslyQuoted",
1021
- I: "Funari",
1022
- J: "MarketIfTouched",
1023
- K: "MarketWithLeftOverAsLimit",
1024
- L: "PreviousFundValuationPoint",
1025
- M: "NextFundValuationPoint",
1026
- P: "Pegged",
1027
- Q: "CounterOrderSelection",
1028
- R: "StopOnBidOrOffer",
1029
- S: "StopLimitOnBidOrOffer"
1030
- };
1031
- var sideNames = {
1032
- "1": "Buy",
1033
- "2": "Sell",
1034
- "3": "BuyMinus",
1035
- "4": "SellPlus",
1036
- "5": "SellShort",
1037
- "6": "SellShortExempt",
1038
- "7": "Undisclosed",
1039
- "8": "Cross",
1040
- "9": "CrossShort",
1041
- A: "CrossShortExempt",
1042
- B: "AsDefined",
1043
- C: "Opposite",
1044
- D: "Subscribe",
1045
- E: "Redeem",
1046
- F: "Lend",
1047
- G: "Borrow",
1048
- H: "SellUndisclosed"
1049
- };
1050
- var timeInForceNames = {
1051
- "0": "Day",
1052
- "1": "GoodTillCancel",
1053
- "2": "AtTheOpening",
1054
- "3": "ImmediateOrCancel",
1055
- "4": "FillOrKill",
1056
- "5": "GoodTillCrossing",
1057
- "6": "GoodTillDate",
1058
- "7": "AtTheClose",
1059
- "8": "GoodThroughCrossing",
1060
- "9": "AtCrossing",
1061
- A: "GoodForTime",
1062
- B: "GoodForAuction",
1063
- C: "GoodForMonth"
1064
- };
1065
- var handlInstNames = {
1066
- "1": "AutomatedExecutionNoIntervention",
1067
- "2": "AutomatedExecutionInterventionOK",
1068
- "3": "ManualOrder"
1069
- };
1070
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1071
- return async (args) => {
1072
- try {
1073
- verifiedOrders.set(args.clOrdID, {
1074
- clOrdID: args.clOrdID,
1075
- handlInst: args.handlInst,
1076
- quantity: Number.parseFloat(String(args.quantity)),
1077
- price: Number.parseFloat(String(args.price)),
1078
- ordType: args.ordType,
1079
- side: args.side,
1080
- symbol: args.symbol,
1081
- timeInForce: args.timeInForce
1082
- });
1083
- return {
1084
- content: [
1085
- {
1086
- type: "text",
1087
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1088
-
1089
- Parameters verified:
1090
- - ClOrdID: ${args.clOrdID}
1091
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1092
- - Quantity: ${args.quantity}
1093
- - Price: ${args.price}
1094
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1095
- - Side: ${args.side} (${sideNames[args.side]})
1096
- - Symbol: ${args.symbol}
1097
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1098
-
1099
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1100
- uri: "verifyOrder"
1101
- }
1102
- ]
1103
- };
1104
- } catch (error) {
1105
- return {
1106
- content: [
1107
- {
1108
- type: "text",
1109
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1110
- uri: "verifyOrder"
1111
- }
1112
- ],
1113
- isError: true
1114
- };
1115
- }
1116
- };
1117
- };
1118
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1119
- return async (args) => {
1120
- try {
1121
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1122
- if (!verifiedOrder) {
1123
- return {
1124
- content: [
1125
- {
1126
- type: "text",
1127
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1128
- uri: "executeOrder"
1129
- }
1130
- ],
1131
- isError: true
1132
- };
1133
- }
1134
- 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) {
1135
- return {
1136
- content: [
1137
- {
1138
- type: "text",
1139
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1140
- uri: "executeOrder"
1141
- }
1142
- ],
1143
- isError: true
1144
- };
1145
- }
1146
- const response = new Promise((resolve) => {
1147
- pendingRequests.set(args.clOrdID, resolve);
1148
- });
1149
- const order = parser.createMessage(
1150
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1151
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1152
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1153
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1154
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1155
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1156
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1157
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1158
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1159
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1160
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1161
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1162
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1163
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1164
- );
1165
- if (!parser.connected) {
1166
- return {
1167
- content: [
1168
- {
1169
- type: "text",
1170
- text: "Error: Not connected. Ignoring message.",
1171
- uri: "executeOrder"
1172
- }
1173
- ],
1174
- isError: true
1175
- };
1176
- }
1177
- parser.send(order);
1178
- const fixData = await response;
1179
- verifiedOrders.delete(args.clOrdID);
1180
- return {
1181
- content: [
1182
- {
1183
- type: "text",
1184
- text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1185
- uri: "executeOrder"
1186
- }
1187
- ]
1188
- };
1189
- } catch (error) {
1190
- return {
1191
- content: [
1192
- {
1193
- type: "text",
1194
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1195
- uri: "executeOrder"
1196
- }
1197
- ],
1198
- isError: true
1199
- };
1200
- }
1201
- };
1202
- };
1203
-
1204
- // src/tools/parse.ts
1205
- var createParseHandler = (parser) => {
1206
- return async (args) => {
1207
- try {
1208
- const parsedMessage = parser.parse(args.fixString);
1209
- if (!parsedMessage || parsedMessage.length === 0) {
1210
- return {
1211
- content: [
1212
- {
1213
- type: "text",
1214
- text: "Error: Failed to parse FIX string",
1215
- uri: "parse"
1216
- }
1217
- ],
1218
- isError: true
1219
- };
1220
- }
1221
- return {
1222
- content: [
1223
- {
1224
- type: "text",
1225
- text: `${parsedMessage[0].description}
1226
- ${parsedMessage[0].messageTypeDescription}`,
1227
- uri: "parse"
1228
- }
1229
- ]
1230
- };
1231
- } catch (error) {
1232
- return {
1233
- content: [
1234
- {
1235
- type: "text",
1236
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1237
- uri: "parse"
1238
- }
1239
- ],
1240
- isError: true
1241
- };
1242
- }
1243
- };
1244
- };
1245
-
1246
- // src/tools/parseToJSON.ts
1247
- var createParseToJSONHandler = (parser) => {
1248
- return async (args) => {
1249
- try {
1250
- const parsedMessage = parser.parse(args.fixString);
1251
- if (!parsedMessage || parsedMessage.length === 0) {
1252
- return {
1253
- content: [
1254
- {
1255
- type: "text",
1256
- text: "Error: Failed to parse FIX string",
1257
- uri: "parseToJSON"
1258
- }
1259
- ],
1260
- isError: true
1261
- };
1262
- }
1263
- return {
1264
- content: [
1265
- {
1266
- type: "text",
1267
- text: `${parsedMessage[0].toFIXJSON()}`,
1268
- uri: "parseToJSON"
1269
- }
1270
- ]
1271
- };
1272
- } catch (error) {
1273
- return {
1274
- content: [
1275
- {
1276
- type: "text",
1277
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1278
- uri: "parseToJSON"
1279
- }
1280
- ],
1281
- isError: true
1282
- };
1283
- }
1284
- };
1285
- };
1286
-
1287
- // src/tools/index.ts
1288
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1289
- parse: createParseHandler(parser),
1290
- parseToJSON: createParseToJSONHandler(parser),
1291
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1292
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1293
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1294
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
1295
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1296
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1297
- });
1298
-
1299
- // src/utils/messageHandler.ts
1300
- var import_fixparser3 = require("fixparser");
1301
- function getEnumValue(enumObj, name) {
1302
- return enumObj[name] || name;
1303
- }
1304
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1305
- const msgType = message.messageType;
1306
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
1307
- const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
1308
- const fixJson = message.toFIXJSON();
1309
- const entries = fixJson.Body?.NoMDEntries || [];
1310
- const data = {
1311
- timestamp: Date.now(),
1312
- bid: 0,
1313
- offer: 0,
1314
- spread: 0,
1315
- volume: 0,
1316
- trade: 0,
1317
- indexValue: 0,
1318
- openingPrice: 0,
1319
- closingPrice: 0,
1320
- settlementPrice: 0,
1321
- tradingSessionHighPrice: 0,
1322
- tradingSessionLowPrice: 0,
1323
- vwap: 0,
1324
- imbalance: 0,
1325
- openInterest: 0,
1326
- compositeUnderlyingPrice: 0,
1327
- simulatedSellPrice: 0,
1328
- simulatedBuyPrice: 0,
1329
- marginRate: 0,
1330
- midPrice: 0,
1331
- emptyBook: 0,
1332
- settleHighPrice: 0,
1333
- settleLowPrice: 0,
1334
- priorSettlePrice: 0,
1335
- sessionHighBid: 0,
1336
- sessionLowOffer: 0,
1337
- earlyPrices: 0,
1338
- auctionClearingPrice: 0,
1339
- swapValueFactor: 0,
1340
- dailyValueAdjustmentForLongPositions: 0,
1341
- cumulativeValueAdjustmentForLongPositions: 0,
1342
- dailyValueAdjustmentForShortPositions: 0,
1343
- cumulativeValueAdjustmentForShortPositions: 0,
1344
- fixingPrice: 0,
1345
- cashRate: 0,
1346
- recoveryRate: 0,
1347
- recoveryRateForLong: 0,
1348
- recoveryRateForShort: 0,
1349
- marketBid: 0,
1350
- marketOffer: 0,
1351
- shortSaleMinPrice: 0,
1352
- previousClosingPrice: 0,
1353
- thresholdLimitPriceBanding: 0,
1354
- dailyFinancingValue: 0,
1355
- accruedFinancingValue: 0,
1356
- twap: 0
1357
- };
1358
- for (const entry of entries) {
1359
- const entryType = entry.MDEntryType;
1360
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1361
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1362
- const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
1363
- switch (enumValue) {
1364
- case import_fixparser3.MDEntryType.Bid:
1365
- data.bid = price;
1366
- break;
1367
- case import_fixparser3.MDEntryType.Offer:
1368
- data.offer = price;
1369
- break;
1370
- case import_fixparser3.MDEntryType.Trade:
1371
- data.trade = price;
1372
- break;
1373
- case import_fixparser3.MDEntryType.IndexValue:
1374
- data.indexValue = price;
1375
- break;
1376
- case import_fixparser3.MDEntryType.OpeningPrice:
1377
- data.openingPrice = price;
1378
- break;
1379
- case import_fixparser3.MDEntryType.ClosingPrice:
1380
- data.closingPrice = price;
1381
- break;
1382
- case import_fixparser3.MDEntryType.SettlementPrice:
1383
- data.settlementPrice = price;
1384
- break;
1385
- case import_fixparser3.MDEntryType.TradingSessionHighPrice:
1386
- data.tradingSessionHighPrice = price;
1387
- break;
1388
- case import_fixparser3.MDEntryType.TradingSessionLowPrice:
1389
- data.tradingSessionLowPrice = price;
1390
- break;
1391
- case import_fixparser3.MDEntryType.VWAP:
1392
- data.vwap = price;
1393
- break;
1394
- case import_fixparser3.MDEntryType.Imbalance:
1395
- data.imbalance = size;
1396
- break;
1397
- case import_fixparser3.MDEntryType.TradeVolume:
1398
- data.volume = size;
1399
- break;
1400
- case import_fixparser3.MDEntryType.OpenInterest:
1401
- data.openInterest = size;
1402
- break;
1403
- case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
1404
- data.compositeUnderlyingPrice = price;
1405
- break;
1406
- case import_fixparser3.MDEntryType.SimulatedSellPrice:
1407
- data.simulatedSellPrice = price;
1408
- break;
1409
- case import_fixparser3.MDEntryType.SimulatedBuyPrice:
1410
- data.simulatedBuyPrice = price;
1411
- break;
1412
- case import_fixparser3.MDEntryType.MarginRate:
1413
- data.marginRate = price;
1414
- break;
1415
- case import_fixparser3.MDEntryType.MidPrice:
1416
- data.midPrice = price;
1417
- break;
1418
- case import_fixparser3.MDEntryType.EmptyBook:
1419
- data.emptyBook = 1;
1420
- break;
1421
- case import_fixparser3.MDEntryType.SettleHighPrice:
1422
- data.settleHighPrice = price;
1423
- break;
1424
- case import_fixparser3.MDEntryType.SettleLowPrice:
1425
- data.settleLowPrice = price;
1426
- break;
1427
- case import_fixparser3.MDEntryType.PriorSettlePrice:
1428
- data.priorSettlePrice = price;
1429
- break;
1430
- case import_fixparser3.MDEntryType.SessionHighBid:
1431
- data.sessionHighBid = price;
1432
- break;
1433
- case import_fixparser3.MDEntryType.SessionLowOffer:
1434
- data.sessionLowOffer = price;
1435
- break;
1436
- case import_fixparser3.MDEntryType.EarlyPrices:
1437
- data.earlyPrices = price;
1438
- break;
1439
- case import_fixparser3.MDEntryType.AuctionClearingPrice:
1440
- data.auctionClearingPrice = price;
1441
- break;
1442
- case import_fixparser3.MDEntryType.SwapValueFactor:
1443
- data.swapValueFactor = price;
1444
- break;
1445
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
1446
- data.dailyValueAdjustmentForLongPositions = price;
1447
- break;
1448
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
1449
- data.cumulativeValueAdjustmentForLongPositions = price;
1450
- break;
1451
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
1452
- data.dailyValueAdjustmentForShortPositions = price;
1453
- break;
1454
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
1455
- data.cumulativeValueAdjustmentForShortPositions = price;
1456
- break;
1457
- case import_fixparser3.MDEntryType.FixingPrice:
1458
- data.fixingPrice = price;
1459
- break;
1460
- case import_fixparser3.MDEntryType.CashRate:
1461
- data.cashRate = price;
1462
- break;
1463
- case import_fixparser3.MDEntryType.RecoveryRate:
1464
- data.recoveryRate = price;
1465
- break;
1466
- case import_fixparser3.MDEntryType.RecoveryRateForLong:
1467
- data.recoveryRateForLong = price;
1468
- break;
1469
- case import_fixparser3.MDEntryType.RecoveryRateForShort:
1470
- data.recoveryRateForShort = price;
1471
- break;
1472
- case import_fixparser3.MDEntryType.MarketBid:
1473
- data.marketBid = price;
1474
- break;
1475
- case import_fixparser3.MDEntryType.MarketOffer:
1476
- data.marketOffer = price;
1477
- break;
1478
- case import_fixparser3.MDEntryType.ShortSaleMinPrice:
1479
- data.shortSaleMinPrice = price;
1480
- break;
1481
- case import_fixparser3.MDEntryType.PreviousClosingPrice:
1482
- data.previousClosingPrice = price;
1483
- break;
1484
- case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
1485
- data.thresholdLimitPriceBanding = price;
1486
- break;
1487
- case import_fixparser3.MDEntryType.DailyFinancingValue:
1488
- data.dailyFinancingValue = price;
1489
- break;
1490
- case import_fixparser3.MDEntryType.AccruedFinancingValue:
1491
- data.accruedFinancingValue = price;
1492
- break;
1493
- case import_fixparser3.MDEntryType.TWAP:
1494
- data.twap = price;
1495
- break;
1496
- }
1497
- }
1498
- data.spread = data.offer - data.bid;
1499
- if (!marketDataPrices.has(symbol)) {
1500
- marketDataPrices.set(symbol, []);
1501
- }
1502
- const prices = marketDataPrices.get(symbol);
1503
- prices.push(data);
1504
- if (prices.length > maxPriceHistory) {
1505
- prices.splice(0, prices.length - maxPriceHistory);
1506
- }
1507
- onPriceUpdate?.(symbol, data);
1508
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
1509
- if (mdReqID) {
1510
- const callback = pendingRequests.get(mdReqID);
1511
- if (callback) {
1512
- callback(message);
1513
- pendingRequests.delete(mdReqID);
1514
- }
1515
- }
1516
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
1517
- const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
1518
- const callback = pendingRequests.get(reqId);
1519
- if (callback) {
1520
- callback(message);
1521
- pendingRequests.delete(reqId);
1522
- }
1523
- }
1524
- }
1525
-
1526
- // src/MCPRemote.ts
1527
- var transports = {};
1528
- function jsonSchemaToZod(schema) {
1529
- if (schema.type === "object") {
1530
- const shape = {};
1531
- for (const [key, prop] of Object.entries(schema.properties || {})) {
1532
- const propSchema = prop;
1533
- if (propSchema.type === "string") {
1534
- if (propSchema.enum) {
1535
- shape[key] = import_zod.z.enum(propSchema.enum);
1536
- } else {
1537
- shape[key] = import_zod.z.string();
1538
- }
1539
- } else if (propSchema.type === "number") {
1540
- shape[key] = import_zod.z.number();
1541
- } else if (propSchema.type === "boolean") {
1542
- shape[key] = import_zod.z.boolean();
1543
- } else if (propSchema.type === "array") {
1544
- if (propSchema.items.type === "string") {
1545
- shape[key] = import_zod.z.array(import_zod.z.string());
1546
- } else if (propSchema.items.type === "number") {
1547
- shape[key] = import_zod.z.array(import_zod.z.number());
1548
- } else if (propSchema.items.type === "boolean") {
1549
- shape[key] = import_zod.z.array(import_zod.z.boolean());
1550
- } else {
1551
- shape[key] = import_zod.z.array(import_zod.z.any());
1552
- }
1553
- } else {
1554
- shape[key] = import_zod.z.any();
1555
- }
1556
- }
1557
- return shape;
1558
- }
1559
- return {};
1560
- }
1561
- var MCPRemote = class extends MCPBase {
1562
- /**
1563
- * Port number the server will listen on.
1564
47
  * @private
1565
48
  */
1566
- port;
49
+ parser;
1567
50
  /**
1568
51
  * Node.js HTTP server instance created internally.
1569
52
  * @private
1570
53
  */
1571
- httpServer;
54
+ server;
1572
55
  /**
1573
56
  * MCP server instance handling MCP protocol logic.
1574
57
  * @private
@@ -1578,61 +61,89 @@ var MCPRemote = class extends MCPBase {
1578
61
  * Optional name of the plugin/server instance.
1579
62
  * @private
1580
63
  */
1581
- serverName;
64
+ name;
1582
65
  /**
1583
66
  * Optional version string of the plugin/server.
1584
67
  * @private
1585
68
  */
1586
- serverVersion;
69
+ version;
1587
70
  /**
1588
- * Map to store verified orders before execution
71
+ * Called when server is setup and listening.
1589
72
  * @private
1590
73
  */
1591
- verifiedOrders = /* @__PURE__ */ new Map();
74
+ onReady = void 0;
1592
75
  /**
1593
- * Map to store pending requests and their callbacks
76
+ * A map of pending market data requests, keyed by MDReqID.
77
+ * Each entry contains a resolver function that is called when the corresponding
78
+ * FIX Message is received.
1594
79
  * @private
80
+ * @type {Map<string, (data: Message) => void>}
1595
81
  */
1596
82
  pendingRequests = /* @__PURE__ */ new Map();
1597
- /**
1598
- * Map to store market data prices for each symbol
1599
- * @private
1600
- */
1601
- marketDataPrices = /* @__PURE__ */ new Map();
1602
- /**
1603
- * Maximum number of price history entries to keep per symbol
1604
- * @private
1605
- */
1606
- MAX_PRICE_HISTORY = 1e5;
1607
83
  constructor({ port, logger, onReady }) {
1608
- super({ logger, onReady });
1609
84
  this.port = port;
85
+ if (logger) this.logger = logger;
86
+ if (onReady) this.onReady = onReady;
1610
87
  }
1611
88
  async register(parser) {
1612
89
  this.parser = parser;
90
+ this.parser.addOnMessageCallback((message) => {
91
+ this.logger?.log({
92
+ level: "info",
93
+ message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
94
+ });
95
+ const msgType = message.messageType;
96
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
97
+ const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
98
+ if (idField) {
99
+ const id = idField.value;
100
+ if (typeof id === "string" || typeof id === "number") {
101
+ const callback = this.pendingRequests.get(String(id));
102
+ if (callback) {
103
+ callback(message);
104
+ this.pendingRequests.delete(String(id));
105
+ }
106
+ }
107
+ }
108
+ }
109
+ });
1613
110
  this.logger = parser.logger;
1614
111
  this.logger?.log({
1615
112
  level: "info",
1616
113
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
1617
114
  });
1618
- this.parser.addOnMessageCallback((message) => {
1619
- if (this.parser) {
1620
- handleMessage(
1621
- message,
1622
- this.parser,
1623
- this.pendingRequests,
1624
- this.marketDataPrices,
1625
- this.MAX_PRICE_HISTORY
1626
- );
1627
- }
1628
- });
1629
- this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
115
+ this.server = (0, import_node_http.createServer)(async (req, res) => {
1630
116
  if (!req.url || !req.method) {
1631
117
  res.writeHead(400);
1632
118
  res.end("Bad Request");
1633
119
  return;
1634
120
  }
1635
- if (req.url === "/mcp") {
121
+ const url = new URL(req.url, `http://${req.headers.host}`);
122
+ if (url.pathname === "/.well-known/oauth-authorization-server") {
123
+ const config = {
124
+ issuer: "https://accounts.google.com",
125
+ authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
126
+ token_endpoint: "https://oauth2.googleapis.com/token",
127
+ jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
128
+ response_types_supported: [
129
+ "code",
130
+ "token",
131
+ "id_token",
132
+ "code token",
133
+ "code id_token",
134
+ "token id_token",
135
+ "code token id_token"
136
+ ],
137
+ subject_types_supported: ["public"],
138
+ id_token_signing_alg_values_supported: ["RS256"],
139
+ scopes_supported: ["openid", "email", "profile"],
140
+ token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
141
+ };
142
+ res.writeHead(200, { "Content-Type": "application/json" });
143
+ res.end(JSON.stringify(config));
144
+ return;
145
+ }
146
+ if (url.pathname === "/") {
1636
147
  const sessionId = req.headers["mcp-session-id"];
1637
148
  if (req.method === "POST") {
1638
149
  const bodyChunks = [];
@@ -1665,10 +176,10 @@ var MCPRemote = class extends MCPBase {
1665
176
  }
1666
177
  };
1667
178
  this.mcpServer = new import_mcp.McpServer({
1668
- name: this.serverName || "FIXParser",
1669
- version: this.serverVersion || "1.0.0"
179
+ name: this.name || "FIXParser",
180
+ version: this.version || "1.0.0"
1670
181
  });
1671
- this.setupTools();
182
+ this.addWorkflows();
1672
183
  await this.mcpServer.connect(transport);
1673
184
  } else {
1674
185
  res.writeHead(400, { "Content-Type": "application/json" });
@@ -1684,15 +195,7 @@ var MCPRemote = class extends MCPBase {
1684
195
  );
1685
196
  return;
1686
197
  }
1687
- try {
1688
- await transport.handleRequest(req, res, parsed);
1689
- } catch (error) {
1690
- this.logger?.log({
1691
- level: "error",
1692
- message: `Error handling request: ${error}`
1693
- });
1694
- throw error;
1695
- }
198
+ await transport.handleRequest(req, res, parsed);
1696
199
  });
1697
200
  } else if (req.method === "GET" || req.method === "DELETE") {
1698
201
  if (!sessionId || !transports[sessionId]) {
@@ -1701,29 +204,17 @@ var MCPRemote = class extends MCPBase {
1701
204
  return;
1702
205
  }
1703
206
  const transport = transports[sessionId];
1704
- try {
1705
- await transport.handleRequest(req, res);
1706
- } catch (error) {
1707
- this.logger?.log({
1708
- level: "error",
1709
- message: `Error handling ${req.method} request: ${error}`
1710
- });
1711
- throw error;
1712
- }
207
+ await transport.handleRequest(req, res);
1713
208
  } else {
1714
- this.logger?.log({
1715
- level: "error",
1716
- message: `Method not allowed: ${req.method}`
1717
- });
1718
209
  res.writeHead(405);
1719
210
  res.end("Method Not Allowed");
1720
211
  }
1721
- } else {
1722
- res.writeHead(404);
1723
- res.end("Not Found");
212
+ return;
1724
213
  }
214
+ res.writeHead(404);
215
+ res.end("Not Found");
1725
216
  });
1726
- this.httpServer.listen(this.port, () => {
217
+ this.server.listen(this.port, () => {
1727
218
  this.logger?.log({
1728
219
  level: "info",
1729
220
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1733,55 +224,381 @@ var MCPRemote = class extends MCPBase {
1733
224
  this.onReady();
1734
225
  }
1735
226
  }
1736
- setupTools() {
227
+ addWorkflows() {
1737
228
  if (!this.parser) {
1738
229
  this.logger?.log({
1739
230
  level: "error",
1740
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
231
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
1741
232
  });
1742
233
  return;
1743
234
  }
1744
235
  if (!this.mcpServer) {
1745
236
  this.logger?.log({
1746
237
  level: "error",
1747
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
238
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1748
239
  });
1749
240
  return;
1750
241
  }
1751
- const toolHandlers = createToolHandlers(
1752
- this.parser,
1753
- this.verifiedOrders,
1754
- this.pendingRequests,
1755
- this.marketDataPrices
242
+ this.mcpServer.tool(
243
+ "parse",
244
+ "Parses a FIX message and describes it in plain language",
245
+ { fixString: import_zod.z.string() },
246
+ async ({ fixString }) => {
247
+ const parsedMessage = this.parser?.parse(fixString);
248
+ if (!parsedMessage || parsedMessage.length === 0) {
249
+ this.logger?.log({
250
+ level: "error",
251
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
252
+ });
253
+ return {
254
+ isError: true,
255
+ content: [
256
+ {
257
+ type: "text",
258
+ text: "Error: Failed to parse FIX string"
259
+ }
260
+ ]
261
+ };
262
+ }
263
+ return {
264
+ content: [
265
+ {
266
+ type: "text",
267
+ text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
268
+ }
269
+ ]
270
+ };
271
+ }
1756
272
  );
1757
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1758
- this.mcpServer?.registerTool(
1759
- name,
1760
- {
1761
- description,
1762
- inputSchema: jsonSchemaToZod(schema)
1763
- },
1764
- async (args) => {
1765
- const handler = toolHandlers[name];
1766
- if (!handler) {
1767
- return {
1768
- content: [
1769
- {
1770
- type: "text",
1771
- text: `Tool not found: ${name}`
1772
- }
1773
- ],
1774
- isError: true
1775
- };
273
+ this.mcpServer.prompt(
274
+ "parse",
275
+ "Parses a FIX message and describes it in plain language",
276
+ { fixString: import_zod.z.string() },
277
+ ({ fixString }) => ({
278
+ messages: [
279
+ {
280
+ role: "user",
281
+ content: {
282
+ type: "text",
283
+ text: `Please parse and explain this FIX message: ${fixString}`
284
+ }
1776
285
  }
1777
- const result = await handler(args);
286
+ ]
287
+ })
288
+ );
289
+ this.mcpServer.tool(
290
+ "parseToJSON",
291
+ "Parses a FIX message into JSON",
292
+ { fixString: import_zod.z.string() },
293
+ async ({ fixString }) => {
294
+ const parsedMessage = this.parser?.parse(fixString);
295
+ if (!parsedMessage || parsedMessage.length === 0) {
296
+ this.logger?.log({
297
+ level: "error",
298
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
299
+ });
1778
300
  return {
1779
- content: result.content,
1780
- isError: result.isError
301
+ isError: true,
302
+ content: [
303
+ {
304
+ type: "text",
305
+ text: "Error: Failed to parse FIX string"
306
+ }
307
+ ]
1781
308
  };
1782
309
  }
1783
- );
1784
- });
310
+ return {
311
+ content: [
312
+ {
313
+ type: "text",
314
+ text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
315
+ }
316
+ ]
317
+ };
318
+ }
319
+ );
320
+ this.mcpServer.prompt(
321
+ "parseToJSON",
322
+ "Parses a FIX message into JSON",
323
+ { fixString: import_zod.z.string() },
324
+ ({ fixString }) => ({
325
+ messages: [
326
+ {
327
+ role: "user",
328
+ content: {
329
+ type: "text",
330
+ text: `Please parse the FIX message to JSON: ${fixString}`
331
+ }
332
+ }
333
+ ]
334
+ })
335
+ );
336
+ this.mcpServer.tool(
337
+ "newOrderSingle",
338
+ "Creates and sends a New Order Single",
339
+ {
340
+ clOrdID: import_zod.z.string(),
341
+ handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
342
+ quantity: import_zod.z.number(),
343
+ price: import_zod.z.number(),
344
+ ordType: import_zod.z.enum([
345
+ "1",
346
+ "2",
347
+ "3",
348
+ "4",
349
+ "5",
350
+ "6",
351
+ "7",
352
+ "8",
353
+ "9",
354
+ "A",
355
+ "B",
356
+ "C",
357
+ "D",
358
+ "E",
359
+ "F",
360
+ "G",
361
+ "H",
362
+ "I",
363
+ "J",
364
+ "K",
365
+ "L",
366
+ "M",
367
+ "P",
368
+ "Q",
369
+ "R",
370
+ "S"
371
+ ]).default(import_fixparser.OrdType.Market).optional(),
372
+ side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
373
+ // 1 = Buy, 2 = Sell...
374
+ symbol: import_zod.z.string(),
375
+ timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
376
+ },
377
+ async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
378
+ const response = new Promise((resolve) => {
379
+ this.pendingRequests.set(clOrdID, resolve);
380
+ });
381
+ const order = this.parser?.createMessage(
382
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
383
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
384
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
385
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
386
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
387
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
388
+ new import_fixparser.Field(import_fixparser.Fields.Side, side),
389
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
390
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
391
+ new import_fixparser.Field(import_fixparser.Fields.Price, price),
392
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
393
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
394
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
395
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
396
+ );
397
+ if (!this.parser?.connected) {
398
+ this.logger?.log({
399
+ level: "error",
400
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
401
+ });
402
+ return {
403
+ isError: true,
404
+ content: [
405
+ {
406
+ type: "text",
407
+ text: "Error: Not connected. Ignoring message."
408
+ }
409
+ ]
410
+ };
411
+ }
412
+ this.parser?.send(order);
413
+ this.logger?.log({
414
+ level: "info",
415
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
416
+ });
417
+ const fixData = await response;
418
+ return {
419
+ content: [
420
+ {
421
+ type: "text",
422
+ text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
423
+ }
424
+ ]
425
+ };
426
+ }
427
+ );
428
+ this.mcpServer.prompt(
429
+ "newOrderSingle",
430
+ "Creates and sends a New Order Single",
431
+ {
432
+ clOrdID: import_zod.z.string(),
433
+ handlInst: import_zod.z.string(),
434
+ quantity: import_zod.z.string(),
435
+ price: import_zod.z.string(),
436
+ ordType: import_zod.z.string(),
437
+ side: import_zod.z.string(),
438
+ symbol: import_zod.z.string(),
439
+ timeInForce: import_zod.z.string()
440
+ },
441
+ ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
442
+ messages: [
443
+ {
444
+ role: "user",
445
+ content: {
446
+ type: "text",
447
+ text: [
448
+ "Create a New Order Single FIX message with the following parameters:",
449
+ `- ClOrdID: ${clOrdID}`,
450
+ `- HandlInst: ${handlInst ?? "default"}`,
451
+ `- Quantity: ${quantity}`,
452
+ `- Price: ${price}`,
453
+ `- OrdType: ${ordType ?? "default (Market)"}`,
454
+ `- Side: ${side}`,
455
+ `- Symbol: ${symbol}`,
456
+ `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
457
+ "",
458
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
459
+ ].join("\n")
460
+ }
461
+ }
462
+ ]
463
+ })
464
+ );
465
+ this.mcpServer.tool(
466
+ "marketDataRequest",
467
+ "Sends a request for Market Data with the given symbol",
468
+ {
469
+ mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
470
+ // MDUpdateType.FullRefresh
471
+ symbol: import_zod.z.string(),
472
+ mdReqID: import_zod.z.string(),
473
+ subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
474
+ mdEntryType: import_zod.z.enum([
475
+ "0",
476
+ "1",
477
+ "2",
478
+ "3",
479
+ "4",
480
+ "5",
481
+ "6",
482
+ "7",
483
+ "8",
484
+ "9",
485
+ "A",
486
+ "B",
487
+ "C",
488
+ "D",
489
+ "E",
490
+ "F",
491
+ "G",
492
+ "H",
493
+ "J",
494
+ "K",
495
+ "L",
496
+ "M",
497
+ "N",
498
+ "O",
499
+ "P",
500
+ "Q",
501
+ "S",
502
+ "R",
503
+ "T",
504
+ "U",
505
+ "V",
506
+ "W",
507
+ "X",
508
+ "Y",
509
+ "Z",
510
+ "a",
511
+ "b",
512
+ "c",
513
+ "d",
514
+ "e",
515
+ "g",
516
+ "h",
517
+ "i",
518
+ "t"
519
+ ]).default(import_fixparser.MDEntryType.Bid).optional()
520
+ },
521
+ async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
522
+ const response = new Promise((resolve) => {
523
+ this.pendingRequests.set(mdReqID, resolve);
524
+ });
525
+ const marketDataRequest = this.parser?.createMessage(
526
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
527
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
528
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
529
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
530
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
531
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
532
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
533
+ new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
534
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
535
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
536
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
537
+ new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
538
+ new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
539
+ );
540
+ if (!this.parser?.connected) {
541
+ this.logger?.log({
542
+ level: "error",
543
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
544
+ });
545
+ return {
546
+ isError: true,
547
+ content: [
548
+ {
549
+ type: "text",
550
+ text: "Error: Not connected. Ignoring message."
551
+ }
552
+ ]
553
+ };
554
+ }
555
+ this.parser?.send(marketDataRequest);
556
+ this.logger?.log({
557
+ level: "info",
558
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
559
+ });
560
+ const fixData = await response;
561
+ return {
562
+ content: [
563
+ {
564
+ type: "text",
565
+ text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
566
+ }
567
+ ]
568
+ };
569
+ }
570
+ );
571
+ this.mcpServer.prompt(
572
+ "marketDataRequest",
573
+ "Sends a request for Market Data with the given symbol",
574
+ {
575
+ mdUpdateType: import_zod.z.string(),
576
+ symbol: import_zod.z.string(),
577
+ mdReqID: import_zod.z.string(),
578
+ subscriptionRequestType: import_zod.z.string(),
579
+ mdEntryType: import_zod.z.string()
580
+ },
581
+ ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
582
+ messages: [
583
+ {
584
+ role: "user",
585
+ content: {
586
+ type: "text",
587
+ text: [
588
+ "Create a Market Data Request FIX message with the following parameters:",
589
+ `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
590
+ `- Symbol: ${symbol}`,
591
+ `- MDReqID: ${mdReqID}`,
592
+ `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
593
+ `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
594
+ "",
595
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
596
+ ].join("\n")
597
+ }
598
+ }
599
+ ]
600
+ })
601
+ );
1785
602
  }
1786
603
  };
1787
604
  // Annotate the CommonJS export names for ESM import in node: