fixparser-plugin-mcp 9.1.7-c6228661 → 9.1.7-ce8f7927
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +128 -823
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1618
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +129 -824
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1608
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -9
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -9
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +16 -0
- package/types/MCPRemote.d.ts +60 -0
- package/types/PluginOptions.d.ts +6 -0
- package/types/index.d.ts +3 -0
- package/types/schemas/index.d.ts +32 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +14 -0
- package/types/tools/marketData.d.ts +34 -0
- package/types/tools/order.d.ts +11 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/build/cjs/index.js +0 -1917
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1879
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -18
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -18
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
package/build/esm/MCPLocal.mjs
CHANGED
|
@@ -1,51 +1,9 @@
|
|
|
1
1
|
// src/MCPLocal.ts
|
|
2
2
|
import { Server } from "@modelcontextprotocol/sdk/server/index.js";
|
|
3
3
|
import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
|
|
4
|
+
import { Fields as Fields3, Messages as Messages3 } from "fixparser";
|
|
4
5
|
import { z } from "zod";
|
|
5
6
|
|
|
6
|
-
// src/MCPBase.ts
|
|
7
|
-
var MCPBase = class {
|
|
8
|
-
/**
|
|
9
|
-
* Optional logger instance for diagnostics and output.
|
|
10
|
-
* @protected
|
|
11
|
-
*/
|
|
12
|
-
logger;
|
|
13
|
-
/**
|
|
14
|
-
* FIXParser instance, set during plugin register().
|
|
15
|
-
* @protected
|
|
16
|
-
*/
|
|
17
|
-
parser;
|
|
18
|
-
/**
|
|
19
|
-
* Called when server is setup and listening.
|
|
20
|
-
* @protected
|
|
21
|
-
*/
|
|
22
|
-
onReady = void 0;
|
|
23
|
-
/**
|
|
24
|
-
* Map to store verified orders before execution
|
|
25
|
-
* @protected
|
|
26
|
-
*/
|
|
27
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
28
|
-
/**
|
|
29
|
-
* Map to store pending market data requests
|
|
30
|
-
* @protected
|
|
31
|
-
*/
|
|
32
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
33
|
-
/**
|
|
34
|
-
* Map to store market data prices
|
|
35
|
-
* @protected
|
|
36
|
-
*/
|
|
37
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
38
|
-
/**
|
|
39
|
-
* Maximum number of price history entries to keep per symbol
|
|
40
|
-
* @protected
|
|
41
|
-
*/
|
|
42
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
43
|
-
constructor({ logger, onReady }) {
|
|
44
|
-
this.logger = logger;
|
|
45
|
-
this.onReady = onReady;
|
|
46
|
-
}
|
|
47
|
-
};
|
|
48
|
-
|
|
49
7
|
// src/schemas/schemas.ts
|
|
50
8
|
var toolSchemas = {
|
|
51
9
|
parse: {
|
|
@@ -129,7 +87,7 @@ var toolSchemas = {
|
|
|
129
87
|
}
|
|
130
88
|
},
|
|
131
89
|
executeOrder: {
|
|
132
|
-
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
90
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
|
|
133
91
|
schema: {
|
|
134
92
|
type: "object",
|
|
135
93
|
properties: {
|
|
@@ -246,12 +204,12 @@ var toolSchemas = {
|
|
|
246
204
|
"X",
|
|
247
205
|
"Y",
|
|
248
206
|
"Z"
|
|
249
|
-
]
|
|
250
|
-
|
|
251
|
-
|
|
207
|
+
],
|
|
208
|
+
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"
|
|
209
|
+
}
|
|
252
210
|
}
|
|
253
211
|
},
|
|
254
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
212
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
255
213
|
}
|
|
256
214
|
},
|
|
257
215
|
getStockGraph: {
|
|
@@ -273,395 +231,18 @@ var toolSchemas = {
|
|
|
273
231
|
},
|
|
274
232
|
required: ["symbol"]
|
|
275
233
|
}
|
|
276
|
-
},
|
|
277
|
-
technicalAnalysis: {
|
|
278
|
-
description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
|
|
279
|
-
schema: {
|
|
280
|
-
type: "object",
|
|
281
|
-
properties: {
|
|
282
|
-
symbol: {
|
|
283
|
-
type: "string",
|
|
284
|
-
description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
|
|
285
|
-
}
|
|
286
|
-
},
|
|
287
|
-
required: ["symbol"]
|
|
288
|
-
}
|
|
289
|
-
}
|
|
290
|
-
};
|
|
291
|
-
|
|
292
|
-
// src/tools/analytics.ts
|
|
293
|
-
function sum(numbers) {
|
|
294
|
-
return numbers.reduce((acc, val) => acc + val, 0);
|
|
295
|
-
}
|
|
296
|
-
var TechnicalAnalyzer = class {
|
|
297
|
-
prices;
|
|
298
|
-
volumes;
|
|
299
|
-
highs;
|
|
300
|
-
lows;
|
|
301
|
-
constructor(data) {
|
|
302
|
-
this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
|
|
303
|
-
this.volumes = data.map((d) => d.volume);
|
|
304
|
-
this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
|
|
305
|
-
this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
|
|
306
|
-
}
|
|
307
|
-
// Calculate Simple Moving Average
|
|
308
|
-
calculateSMA(data, period) {
|
|
309
|
-
const sma = [];
|
|
310
|
-
for (let i = period - 1; i < data.length; i++) {
|
|
311
|
-
const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
|
|
312
|
-
sma.push(sum2 / period);
|
|
313
|
-
}
|
|
314
|
-
return sma;
|
|
315
|
-
}
|
|
316
|
-
// Calculate Exponential Moving Average
|
|
317
|
-
calculateEMA(data, period) {
|
|
318
|
-
const multiplier = 2 / (period + 1);
|
|
319
|
-
const ema = [data[0]];
|
|
320
|
-
for (let i = 1; i < data.length; i++) {
|
|
321
|
-
ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
|
|
322
|
-
}
|
|
323
|
-
return ema;
|
|
324
|
-
}
|
|
325
|
-
// Calculate RSI
|
|
326
|
-
calculateRSI(data, period = 14) {
|
|
327
|
-
if (data.length < period + 1) return [];
|
|
328
|
-
const changes = [];
|
|
329
|
-
for (let i = 1; i < data.length; i++) {
|
|
330
|
-
changes.push(data[i] - data[i - 1]);
|
|
331
|
-
}
|
|
332
|
-
const gains = changes.map((change) => change > 0 ? change : 0);
|
|
333
|
-
const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
|
|
334
|
-
let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
335
|
-
let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
336
|
-
const rsi = [];
|
|
337
|
-
for (let i = period; i < changes.length; i++) {
|
|
338
|
-
const rs = avgGain / avgLoss;
|
|
339
|
-
rsi.push(100 - 100 / (1 + rs));
|
|
340
|
-
avgGain = (avgGain * (period - 1) + gains[i]) / period;
|
|
341
|
-
avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
|
|
342
|
-
}
|
|
343
|
-
return rsi;
|
|
344
|
-
}
|
|
345
|
-
// Calculate Bollinger Bands
|
|
346
|
-
calculateBollingerBands(data, period = 20, stdDev = 2) {
|
|
347
|
-
if (data.length < period) return [];
|
|
348
|
-
const sma = this.calculateSMA(data, period);
|
|
349
|
-
const bands = [];
|
|
350
|
-
for (let i = 0; i < sma.length; i++) {
|
|
351
|
-
const dataSlice = data.slice(i, i + period);
|
|
352
|
-
const mean = sma[i];
|
|
353
|
-
const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
|
|
354
|
-
const standardDeviation = Math.sqrt(variance);
|
|
355
|
-
bands.push({
|
|
356
|
-
upper: mean + standardDeviation * stdDev,
|
|
357
|
-
middle: mean,
|
|
358
|
-
lower: mean - standardDeviation * stdDev
|
|
359
|
-
});
|
|
360
|
-
}
|
|
361
|
-
return bands;
|
|
362
|
-
}
|
|
363
|
-
// Calculate maximum drawdown
|
|
364
|
-
calculateMaxDrawdown(prices) {
|
|
365
|
-
let maxPrice = prices[0];
|
|
366
|
-
let maxDrawdown = 0;
|
|
367
|
-
for (let i = 1; i < prices.length; i++) {
|
|
368
|
-
if (prices[i] > maxPrice) {
|
|
369
|
-
maxPrice = prices[i];
|
|
370
|
-
}
|
|
371
|
-
const drawdown = (maxPrice - prices[i]) / maxPrice;
|
|
372
|
-
if (drawdown > maxDrawdown) {
|
|
373
|
-
maxDrawdown = drawdown;
|
|
374
|
-
}
|
|
375
|
-
}
|
|
376
|
-
return maxDrawdown;
|
|
377
|
-
}
|
|
378
|
-
// Calculate price changes for volatility
|
|
379
|
-
calculatePriceChanges() {
|
|
380
|
-
const changes = [];
|
|
381
|
-
for (let i = 1; i < this.prices.length; i++) {
|
|
382
|
-
changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
|
|
383
|
-
}
|
|
384
|
-
return changes;
|
|
385
|
-
}
|
|
386
|
-
// Generate comprehensive market analysis
|
|
387
|
-
analyze() {
|
|
388
|
-
const currentPrice = this.prices[this.prices.length - 1];
|
|
389
|
-
const startPrice = this.prices[0];
|
|
390
|
-
const sessionHigh = Math.max(...this.highs);
|
|
391
|
-
const sessionLow = Math.min(...this.lows);
|
|
392
|
-
const totalVolume = sum(this.volumes);
|
|
393
|
-
const avgVolume = totalVolume / this.volumes.length;
|
|
394
|
-
const priceChanges = this.calculatePriceChanges();
|
|
395
|
-
const volatility = priceChanges.length > 0 ? Math.sqrt(
|
|
396
|
-
priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
|
|
397
|
-
) * Math.sqrt(252) * 100 : 0;
|
|
398
|
-
const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
|
|
399
|
-
const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
|
|
400
|
-
const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
|
|
401
|
-
const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
|
|
402
|
-
const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
|
|
403
|
-
const maxDrawdown = this.calculateMaxDrawdown(this.prices);
|
|
404
|
-
return {
|
|
405
|
-
currentPrice,
|
|
406
|
-
startPrice,
|
|
407
|
-
sessionHigh,
|
|
408
|
-
sessionLow,
|
|
409
|
-
totalVolume,
|
|
410
|
-
avgVolume,
|
|
411
|
-
volatility,
|
|
412
|
-
sessionReturn,
|
|
413
|
-
pricePosition,
|
|
414
|
-
trueVWAP,
|
|
415
|
-
momentum5,
|
|
416
|
-
momentum10,
|
|
417
|
-
maxDrawdown
|
|
418
|
-
};
|
|
419
|
-
}
|
|
420
|
-
// Generate technical indicators
|
|
421
|
-
getTechnicalIndicators() {
|
|
422
|
-
return {
|
|
423
|
-
sma5: this.calculateSMA(this.prices, 5),
|
|
424
|
-
sma10: this.calculateSMA(this.prices, 10),
|
|
425
|
-
ema8: this.calculateEMA(this.prices, 8),
|
|
426
|
-
ema21: this.calculateEMA(this.prices, 21),
|
|
427
|
-
rsi: this.calculateRSI(this.prices, 14),
|
|
428
|
-
bollinger: this.calculateBollingerBands(this.prices, 20, 2)
|
|
429
|
-
};
|
|
430
|
-
}
|
|
431
|
-
// Generate trading signals
|
|
432
|
-
generateSignals() {
|
|
433
|
-
const analysis = this.analyze();
|
|
434
|
-
let bullishSignals = 0;
|
|
435
|
-
let bearishSignals = 0;
|
|
436
|
-
const signals = [];
|
|
437
|
-
if (analysis.currentPrice > analysis.trueVWAP) {
|
|
438
|
-
signals.push(
|
|
439
|
-
`\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
440
|
-
);
|
|
441
|
-
bullishSignals++;
|
|
442
|
-
} else {
|
|
443
|
-
signals.push(
|
|
444
|
-
`\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
445
|
-
);
|
|
446
|
-
bearishSignals++;
|
|
447
|
-
}
|
|
448
|
-
if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
|
|
449
|
-
signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
|
|
450
|
-
bullishSignals++;
|
|
451
|
-
} else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
|
|
452
|
-
signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
|
|
453
|
-
bearishSignals++;
|
|
454
|
-
} else {
|
|
455
|
-
signals.push("\u25D0 MIXED: Conflicting momentum signals");
|
|
456
|
-
}
|
|
457
|
-
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
458
|
-
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
459
|
-
if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
|
|
460
|
-
signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
|
|
461
|
-
bullishSignals++;
|
|
462
|
-
} else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
|
|
463
|
-
signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
|
|
464
|
-
bearishSignals++;
|
|
465
|
-
} else {
|
|
466
|
-
signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
|
|
467
|
-
}
|
|
468
|
-
if (analysis.pricePosition > 65 && analysis.volatility > 30) {
|
|
469
|
-
signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
|
|
470
|
-
bearishSignals++;
|
|
471
|
-
} else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
|
|
472
|
-
signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
|
|
473
|
-
bullishSignals++;
|
|
474
|
-
} else {
|
|
475
|
-
signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
|
|
476
|
-
}
|
|
477
|
-
return { bullishSignals, bearishSignals, signals };
|
|
478
234
|
}
|
|
479
|
-
// Generate comprehensive JSON analysis
|
|
480
|
-
generateJSONAnalysis(symbol) {
|
|
481
|
-
const analysis = this.analyze();
|
|
482
|
-
const indicators = this.getTechnicalIndicators();
|
|
483
|
-
const signals = this.generateSignals();
|
|
484
|
-
const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
|
|
485
|
-
const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
|
|
486
|
-
const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
|
|
487
|
-
const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
|
|
488
|
-
const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
|
|
489
|
-
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
490
|
-
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
491
|
-
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
492
|
-
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
493
|
-
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
494
|
-
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
495
|
-
const totalScore = signals.bullishSignals - signals.bearishSignals;
|
|
496
|
-
const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
|
|
497
|
-
const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
|
|
498
|
-
const stopLoss = analysis.sessionLow * 0.995;
|
|
499
|
-
const profitTarget = analysis.sessionHigh * 0.995;
|
|
500
|
-
const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
|
|
501
|
-
return {
|
|
502
|
-
symbol,
|
|
503
|
-
timestamp: (/* @__PURE__ */ new Date()).toISOString(),
|
|
504
|
-
marketStructure: {
|
|
505
|
-
currentPrice: analysis.currentPrice,
|
|
506
|
-
startPrice: analysis.startPrice,
|
|
507
|
-
sessionHigh: analysis.sessionHigh,
|
|
508
|
-
sessionLow: analysis.sessionLow,
|
|
509
|
-
rangeWidth,
|
|
510
|
-
totalVolume: analysis.totalVolume,
|
|
511
|
-
sessionPerformance: analysis.sessionReturn,
|
|
512
|
-
positionInRange: analysis.pricePosition
|
|
513
|
-
},
|
|
514
|
-
volatility: {
|
|
515
|
-
impliedVolatility: analysis.volatility,
|
|
516
|
-
maxDrawdown: analysis.maxDrawdown * 100,
|
|
517
|
-
currentDrawdown
|
|
518
|
-
},
|
|
519
|
-
technicalIndicators: {
|
|
520
|
-
sma5: currentSMA5,
|
|
521
|
-
sma10: currentSMA10,
|
|
522
|
-
ema8: currentEMA8,
|
|
523
|
-
ema21: currentEMA21,
|
|
524
|
-
rsi: currentRSI,
|
|
525
|
-
bollingerBands: currentBB ? {
|
|
526
|
-
upper: currentBB.upper,
|
|
527
|
-
middle: currentBB.middle,
|
|
528
|
-
lower: currentBB.lower,
|
|
529
|
-
position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
|
|
530
|
-
} : null
|
|
531
|
-
},
|
|
532
|
-
volumeAnalysis: {
|
|
533
|
-
currentVolume,
|
|
534
|
-
averageVolume: Math.round(analysis.avgVolume),
|
|
535
|
-
volumeRatio,
|
|
536
|
-
trueVWAP: analysis.trueVWAP,
|
|
537
|
-
priceVsVWAP
|
|
538
|
-
},
|
|
539
|
-
momentum: {
|
|
540
|
-
momentum5: analysis.momentum5,
|
|
541
|
-
momentum10: analysis.momentum10,
|
|
542
|
-
sessionROC: analysis.sessionReturn
|
|
543
|
-
},
|
|
544
|
-
tradingSignals: {
|
|
545
|
-
...signals,
|
|
546
|
-
overallSignal,
|
|
547
|
-
signalScore: totalScore
|
|
548
|
-
},
|
|
549
|
-
riskManagement: {
|
|
550
|
-
targetEntry,
|
|
551
|
-
stopLoss,
|
|
552
|
-
profitTarget,
|
|
553
|
-
riskRewardRatio
|
|
554
|
-
}
|
|
555
|
-
};
|
|
556
|
-
}
|
|
557
|
-
};
|
|
558
|
-
var createTechnicalAnalysisHandler = (marketDataPrices) => {
|
|
559
|
-
return async (args) => {
|
|
560
|
-
try {
|
|
561
|
-
const symbol = args.symbol;
|
|
562
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
563
|
-
if (priceHistory.length === 0) {
|
|
564
|
-
return {
|
|
565
|
-
content: [
|
|
566
|
-
{
|
|
567
|
-
type: "text",
|
|
568
|
-
text: `No price data available for ${symbol}. Please request market data first.`,
|
|
569
|
-
uri: "technicalAnalysis"
|
|
570
|
-
}
|
|
571
|
-
]
|
|
572
|
-
};
|
|
573
|
-
}
|
|
574
|
-
const analyzer = new TechnicalAnalyzer(priceHistory);
|
|
575
|
-
const analysis = analyzer.generateJSONAnalysis(symbol);
|
|
576
|
-
return {
|
|
577
|
-
content: [
|
|
578
|
-
{
|
|
579
|
-
type: "text",
|
|
580
|
-
text: `Technical Analysis for ${symbol}:
|
|
581
|
-
|
|
582
|
-
${JSON.stringify(analysis, null, 2)}`,
|
|
583
|
-
uri: "technicalAnalysis"
|
|
584
|
-
}
|
|
585
|
-
]
|
|
586
|
-
};
|
|
587
|
-
} catch (error) {
|
|
588
|
-
return {
|
|
589
|
-
content: [
|
|
590
|
-
{
|
|
591
|
-
type: "text",
|
|
592
|
-
text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
|
|
593
|
-
uri: "technicalAnalysis"
|
|
594
|
-
}
|
|
595
|
-
],
|
|
596
|
-
isError: true
|
|
597
|
-
};
|
|
598
|
-
}
|
|
599
|
-
};
|
|
600
235
|
};
|
|
601
236
|
|
|
602
237
|
// src/tools/marketData.ts
|
|
603
|
-
import { Field, Fields,
|
|
238
|
+
import { Field, Fields, Messages } from "fixparser";
|
|
604
239
|
import QuickChart from "quickchart-js";
|
|
605
240
|
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
606
241
|
return async (args) => {
|
|
607
242
|
try {
|
|
608
|
-
parser.logger.log({
|
|
609
|
-
level: "info",
|
|
610
|
-
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
611
|
-
});
|
|
612
243
|
const response = new Promise((resolve) => {
|
|
613
244
|
pendingRequests.set(args.mdReqID, resolve);
|
|
614
|
-
parser.logger.log({
|
|
615
|
-
level: "info",
|
|
616
|
-
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
617
|
-
});
|
|
618
245
|
});
|
|
619
|
-
const entryTypes = args.mdEntryTypes || [
|
|
620
|
-
MDEntryType.Bid,
|
|
621
|
-
MDEntryType.Offer,
|
|
622
|
-
MDEntryType.Trade,
|
|
623
|
-
MDEntryType.IndexValue,
|
|
624
|
-
MDEntryType.OpeningPrice,
|
|
625
|
-
MDEntryType.ClosingPrice,
|
|
626
|
-
MDEntryType.SettlementPrice,
|
|
627
|
-
MDEntryType.TradingSessionHighPrice,
|
|
628
|
-
MDEntryType.TradingSessionLowPrice,
|
|
629
|
-
MDEntryType.VWAP,
|
|
630
|
-
MDEntryType.Imbalance,
|
|
631
|
-
MDEntryType.TradeVolume,
|
|
632
|
-
MDEntryType.OpenInterest,
|
|
633
|
-
MDEntryType.CompositeUnderlyingPrice,
|
|
634
|
-
MDEntryType.SimulatedSellPrice,
|
|
635
|
-
MDEntryType.SimulatedBuyPrice,
|
|
636
|
-
MDEntryType.MarginRate,
|
|
637
|
-
MDEntryType.MidPrice,
|
|
638
|
-
MDEntryType.EmptyBook,
|
|
639
|
-
MDEntryType.SettleHighPrice,
|
|
640
|
-
MDEntryType.SettleLowPrice,
|
|
641
|
-
MDEntryType.PriorSettlePrice,
|
|
642
|
-
MDEntryType.SessionHighBid,
|
|
643
|
-
MDEntryType.SessionLowOffer,
|
|
644
|
-
MDEntryType.EarlyPrices,
|
|
645
|
-
MDEntryType.AuctionClearingPrice,
|
|
646
|
-
MDEntryType.SwapValueFactor,
|
|
647
|
-
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
648
|
-
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
649
|
-
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
650
|
-
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
651
|
-
MDEntryType.FixingPrice,
|
|
652
|
-
MDEntryType.CashRate,
|
|
653
|
-
MDEntryType.RecoveryRate,
|
|
654
|
-
MDEntryType.RecoveryRateForLong,
|
|
655
|
-
MDEntryType.RecoveryRateForShort,
|
|
656
|
-
MDEntryType.MarketBid,
|
|
657
|
-
MDEntryType.MarketOffer,
|
|
658
|
-
MDEntryType.ShortSaleMinPrice,
|
|
659
|
-
MDEntryType.PreviousClosingPrice,
|
|
660
|
-
MDEntryType.ThresholdLimitPriceBanding,
|
|
661
|
-
MDEntryType.DailyFinancingValue,
|
|
662
|
-
MDEntryType.AccruedFinancingValue,
|
|
663
|
-
MDEntryType.TWAP
|
|
664
|
-
];
|
|
665
246
|
const messageFields = [
|
|
666
247
|
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
667
248
|
new Field(Fields.SenderCompID, parser.sender),
|
|
@@ -677,16 +258,12 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
677
258
|
args.symbols.forEach((symbol) => {
|
|
678
259
|
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
679
260
|
});
|
|
680
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes,
|
|
681
|
-
|
|
261
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
262
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
682
263
|
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
683
264
|
});
|
|
684
265
|
const mdr = parser.createMessage(...messageFields);
|
|
685
266
|
if (!parser.connected) {
|
|
686
|
-
parser.logger.log({
|
|
687
|
-
level: "error",
|
|
688
|
-
message: "Not connected. Cannot send market data request."
|
|
689
|
-
});
|
|
690
267
|
return {
|
|
691
268
|
content: [
|
|
692
269
|
{
|
|
@@ -698,16 +275,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
698
275
|
isError: true
|
|
699
276
|
};
|
|
700
277
|
}
|
|
701
|
-
parser.logger.log({
|
|
702
|
-
level: "info",
|
|
703
|
-
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
704
|
-
});
|
|
705
278
|
parser.send(mdr);
|
|
706
279
|
const fixData = await response;
|
|
707
|
-
parser.logger.log({
|
|
708
|
-
level: "info",
|
|
709
|
-
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
710
|
-
});
|
|
711
280
|
return {
|
|
712
281
|
content: [
|
|
713
282
|
{
|
|
@@ -748,73 +317,18 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
748
317
|
};
|
|
749
318
|
}
|
|
750
319
|
const chart = new QuickChart();
|
|
751
|
-
chart.setWidth(
|
|
752
|
-
chart.setHeight(
|
|
753
|
-
chart.setBackgroundColor("transparent");
|
|
320
|
+
chart.setWidth(600);
|
|
321
|
+
chart.setHeight(300);
|
|
754
322
|
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
755
|
-
const
|
|
756
|
-
|
|
757
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
758
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
759
|
-
const tradeData = priceHistory.map((point) => point.trade);
|
|
760
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
761
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
762
|
-
const config = {
|
|
323
|
+
const data = priceHistory.map((point) => point.price);
|
|
324
|
+
chart.setConfig({
|
|
763
325
|
type: "line",
|
|
764
326
|
data: {
|
|
765
327
|
labels,
|
|
766
328
|
datasets: [
|
|
767
329
|
{
|
|
768
|
-
label:
|
|
769
|
-
data
|
|
770
|
-
borderColor: "#28a745",
|
|
771
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
772
|
-
fill: false,
|
|
773
|
-
tension: 0.4
|
|
774
|
-
},
|
|
775
|
-
{
|
|
776
|
-
label: "Offer",
|
|
777
|
-
data: offerData,
|
|
778
|
-
borderColor: "#dc3545",
|
|
779
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
780
|
-
fill: false,
|
|
781
|
-
tension: 0.4
|
|
782
|
-
},
|
|
783
|
-
{
|
|
784
|
-
label: "Spread",
|
|
785
|
-
data: spreadData,
|
|
786
|
-
borderColor: "#6c757d",
|
|
787
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
788
|
-
fill: false,
|
|
789
|
-
tension: 0.4
|
|
790
|
-
},
|
|
791
|
-
{
|
|
792
|
-
label: "Trade",
|
|
793
|
-
data: tradeData,
|
|
794
|
-
borderColor: "#ffc107",
|
|
795
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
796
|
-
fill: false,
|
|
797
|
-
tension: 0.4
|
|
798
|
-
},
|
|
799
|
-
{
|
|
800
|
-
label: "VWAP",
|
|
801
|
-
data: vwapData,
|
|
802
|
-
borderColor: "#17a2b8",
|
|
803
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
804
|
-
fill: false,
|
|
805
|
-
tension: 0.4
|
|
806
|
-
},
|
|
807
|
-
{
|
|
808
|
-
label: "TWAP",
|
|
809
|
-
data: twapData,
|
|
810
|
-
borderColor: "#6610f2",
|
|
811
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
812
|
-
fill: false,
|
|
813
|
-
tension: 0.4
|
|
814
|
-
},
|
|
815
|
-
{
|
|
816
|
-
label: "Volume",
|
|
817
|
-
data: volumeData,
|
|
330
|
+
label: symbol,
|
|
331
|
+
data,
|
|
818
332
|
borderColor: "#007bff",
|
|
819
333
|
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
820
334
|
fill: true,
|
|
@@ -823,32 +337,47 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
823
337
|
]
|
|
824
338
|
},
|
|
825
339
|
options: {
|
|
826
|
-
responsive: true,
|
|
827
340
|
plugins: {
|
|
828
341
|
title: {
|
|
829
342
|
display: true,
|
|
830
|
-
text: `${symbol}
|
|
343
|
+
text: `${symbol} Price History`,
|
|
344
|
+
font: {
|
|
345
|
+
size: 16,
|
|
346
|
+
weight: "bold"
|
|
347
|
+
}
|
|
348
|
+
},
|
|
349
|
+
legend: {
|
|
350
|
+
display: true
|
|
831
351
|
}
|
|
832
352
|
},
|
|
833
353
|
scales: {
|
|
834
354
|
y: {
|
|
835
|
-
beginAtZero: false
|
|
355
|
+
beginAtZero: false,
|
|
356
|
+
grid: {
|
|
357
|
+
color: "#e9ecef"
|
|
358
|
+
}
|
|
359
|
+
},
|
|
360
|
+
x: {
|
|
361
|
+
grid: {
|
|
362
|
+
display: false
|
|
363
|
+
}
|
|
836
364
|
}
|
|
837
365
|
}
|
|
838
366
|
}
|
|
839
|
-
};
|
|
840
|
-
chart.setConfig(config);
|
|
367
|
+
});
|
|
841
368
|
const imageBuffer = await chart.toBinary();
|
|
842
|
-
const
|
|
369
|
+
const base64Image = imageBuffer.toString("base64");
|
|
843
370
|
return {
|
|
844
371
|
content: [
|
|
845
372
|
{
|
|
846
|
-
type: "
|
|
847
|
-
|
|
848
|
-
|
|
849
|
-
|
|
850
|
-
|
|
851
|
-
}
|
|
373
|
+
type: "image",
|
|
374
|
+
image: {
|
|
375
|
+
source: {
|
|
376
|
+
data: base64Image
|
|
377
|
+
}
|
|
378
|
+
},
|
|
379
|
+
uri: "getStockGraph",
|
|
380
|
+
mimeType: "image/png"
|
|
852
381
|
}
|
|
853
382
|
]
|
|
854
383
|
};
|
|
@@ -857,7 +386,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
857
386
|
content: [
|
|
858
387
|
{
|
|
859
388
|
type: "text",
|
|
860
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
389
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
|
|
861
390
|
uri: "getStockGraph"
|
|
862
391
|
}
|
|
863
392
|
],
|
|
@@ -890,53 +419,9 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
890
419
|
{
|
|
891
420
|
symbol,
|
|
892
421
|
count: priceHistory.length,
|
|
893
|
-
|
|
422
|
+
prices: priceHistory.map((point) => ({
|
|
894
423
|
timestamp: new Date(point.timestamp).toISOString(),
|
|
895
|
-
|
|
896
|
-
offer: point.offer,
|
|
897
|
-
spread: point.spread,
|
|
898
|
-
volume: point.volume,
|
|
899
|
-
trade: point.trade,
|
|
900
|
-
indexValue: point.indexValue,
|
|
901
|
-
openingPrice: point.openingPrice,
|
|
902
|
-
closingPrice: point.closingPrice,
|
|
903
|
-
settlementPrice: point.settlementPrice,
|
|
904
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
905
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
906
|
-
vwap: point.vwap,
|
|
907
|
-
imbalance: point.imbalance,
|
|
908
|
-
openInterest: point.openInterest,
|
|
909
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
910
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
911
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
912
|
-
marginRate: point.marginRate,
|
|
913
|
-
midPrice: point.midPrice,
|
|
914
|
-
emptyBook: point.emptyBook,
|
|
915
|
-
settleHighPrice: point.settleHighPrice,
|
|
916
|
-
settleLowPrice: point.settleLowPrice,
|
|
917
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
918
|
-
sessionHighBid: point.sessionHighBid,
|
|
919
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
920
|
-
earlyPrices: point.earlyPrices,
|
|
921
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
922
|
-
swapValueFactor: point.swapValueFactor,
|
|
923
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
924
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
925
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
926
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
927
|
-
fixingPrice: point.fixingPrice,
|
|
928
|
-
cashRate: point.cashRate,
|
|
929
|
-
recoveryRate: point.recoveryRate,
|
|
930
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
931
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
932
|
-
marketBid: point.marketBid,
|
|
933
|
-
marketOffer: point.marketOffer,
|
|
934
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
935
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
936
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
937
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
938
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
939
|
-
twap: point.twap
|
|
424
|
+
price: point.price
|
|
940
425
|
}))
|
|
941
426
|
},
|
|
942
427
|
null,
|
|
@@ -951,7 +436,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
951
436
|
content: [
|
|
952
437
|
{
|
|
953
438
|
type: "text",
|
|
954
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
439
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
955
440
|
uri: "getStockPriceHistory"
|
|
956
441
|
}
|
|
957
442
|
],
|
|
@@ -1059,7 +544,7 @@ Parameters verified:
|
|
|
1059
544
|
- Symbol: ${args.symbol}
|
|
1060
545
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
1061
546
|
|
|
1062
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
547
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
1063
548
|
uri: "verifyOrder"
|
|
1064
549
|
}
|
|
1065
550
|
]
|
|
@@ -1255,259 +740,12 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
1255
740
|
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
1256
741
|
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
1257
742
|
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
1258
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
1259
|
-
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
743
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
1260
744
|
});
|
|
1261
745
|
|
|
1262
|
-
// src/utils/messageHandler.ts
|
|
1263
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
1264
|
-
function getEnumValue(enumObj, name) {
|
|
1265
|
-
return enumObj[name] || name;
|
|
1266
|
-
}
|
|
1267
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
1268
|
-
const msgType = message.messageType;
|
|
1269
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
1270
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
1271
|
-
const fixJson = message.toFIXJSON();
|
|
1272
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
1273
|
-
const data = {
|
|
1274
|
-
timestamp: Date.now(),
|
|
1275
|
-
bid: 0,
|
|
1276
|
-
offer: 0,
|
|
1277
|
-
spread: 0,
|
|
1278
|
-
volume: 0,
|
|
1279
|
-
trade: 0,
|
|
1280
|
-
indexValue: 0,
|
|
1281
|
-
openingPrice: 0,
|
|
1282
|
-
closingPrice: 0,
|
|
1283
|
-
settlementPrice: 0,
|
|
1284
|
-
tradingSessionHighPrice: 0,
|
|
1285
|
-
tradingSessionLowPrice: 0,
|
|
1286
|
-
vwap: 0,
|
|
1287
|
-
imbalance: 0,
|
|
1288
|
-
openInterest: 0,
|
|
1289
|
-
compositeUnderlyingPrice: 0,
|
|
1290
|
-
simulatedSellPrice: 0,
|
|
1291
|
-
simulatedBuyPrice: 0,
|
|
1292
|
-
marginRate: 0,
|
|
1293
|
-
midPrice: 0,
|
|
1294
|
-
emptyBook: 0,
|
|
1295
|
-
settleHighPrice: 0,
|
|
1296
|
-
settleLowPrice: 0,
|
|
1297
|
-
priorSettlePrice: 0,
|
|
1298
|
-
sessionHighBid: 0,
|
|
1299
|
-
sessionLowOffer: 0,
|
|
1300
|
-
earlyPrices: 0,
|
|
1301
|
-
auctionClearingPrice: 0,
|
|
1302
|
-
swapValueFactor: 0,
|
|
1303
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
1304
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1305
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
1306
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1307
|
-
fixingPrice: 0,
|
|
1308
|
-
cashRate: 0,
|
|
1309
|
-
recoveryRate: 0,
|
|
1310
|
-
recoveryRateForLong: 0,
|
|
1311
|
-
recoveryRateForShort: 0,
|
|
1312
|
-
marketBid: 0,
|
|
1313
|
-
marketOffer: 0,
|
|
1314
|
-
shortSaleMinPrice: 0,
|
|
1315
|
-
previousClosingPrice: 0,
|
|
1316
|
-
thresholdLimitPriceBanding: 0,
|
|
1317
|
-
dailyFinancingValue: 0,
|
|
1318
|
-
accruedFinancingValue: 0,
|
|
1319
|
-
twap: 0
|
|
1320
|
-
};
|
|
1321
|
-
for (const entry of entries) {
|
|
1322
|
-
const entryType = entry.MDEntryType;
|
|
1323
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1324
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1325
|
-
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1326
|
-
switch (enumValue) {
|
|
1327
|
-
case MDEntryType2.Bid:
|
|
1328
|
-
data.bid = price;
|
|
1329
|
-
break;
|
|
1330
|
-
case MDEntryType2.Offer:
|
|
1331
|
-
data.offer = price;
|
|
1332
|
-
break;
|
|
1333
|
-
case MDEntryType2.Trade:
|
|
1334
|
-
data.trade = price;
|
|
1335
|
-
break;
|
|
1336
|
-
case MDEntryType2.IndexValue:
|
|
1337
|
-
data.indexValue = price;
|
|
1338
|
-
break;
|
|
1339
|
-
case MDEntryType2.OpeningPrice:
|
|
1340
|
-
data.openingPrice = price;
|
|
1341
|
-
break;
|
|
1342
|
-
case MDEntryType2.ClosingPrice:
|
|
1343
|
-
data.closingPrice = price;
|
|
1344
|
-
break;
|
|
1345
|
-
case MDEntryType2.SettlementPrice:
|
|
1346
|
-
data.settlementPrice = price;
|
|
1347
|
-
break;
|
|
1348
|
-
case MDEntryType2.TradingSessionHighPrice:
|
|
1349
|
-
data.tradingSessionHighPrice = price;
|
|
1350
|
-
break;
|
|
1351
|
-
case MDEntryType2.TradingSessionLowPrice:
|
|
1352
|
-
data.tradingSessionLowPrice = price;
|
|
1353
|
-
break;
|
|
1354
|
-
case MDEntryType2.VWAP:
|
|
1355
|
-
data.vwap = price;
|
|
1356
|
-
break;
|
|
1357
|
-
case MDEntryType2.Imbalance:
|
|
1358
|
-
data.imbalance = size;
|
|
1359
|
-
break;
|
|
1360
|
-
case MDEntryType2.TradeVolume:
|
|
1361
|
-
data.volume = size;
|
|
1362
|
-
break;
|
|
1363
|
-
case MDEntryType2.OpenInterest:
|
|
1364
|
-
data.openInterest = size;
|
|
1365
|
-
break;
|
|
1366
|
-
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1367
|
-
data.compositeUnderlyingPrice = price;
|
|
1368
|
-
break;
|
|
1369
|
-
case MDEntryType2.SimulatedSellPrice:
|
|
1370
|
-
data.simulatedSellPrice = price;
|
|
1371
|
-
break;
|
|
1372
|
-
case MDEntryType2.SimulatedBuyPrice:
|
|
1373
|
-
data.simulatedBuyPrice = price;
|
|
1374
|
-
break;
|
|
1375
|
-
case MDEntryType2.MarginRate:
|
|
1376
|
-
data.marginRate = price;
|
|
1377
|
-
break;
|
|
1378
|
-
case MDEntryType2.MidPrice:
|
|
1379
|
-
data.midPrice = price;
|
|
1380
|
-
break;
|
|
1381
|
-
case MDEntryType2.EmptyBook:
|
|
1382
|
-
data.emptyBook = 1;
|
|
1383
|
-
break;
|
|
1384
|
-
case MDEntryType2.SettleHighPrice:
|
|
1385
|
-
data.settleHighPrice = price;
|
|
1386
|
-
break;
|
|
1387
|
-
case MDEntryType2.SettleLowPrice:
|
|
1388
|
-
data.settleLowPrice = price;
|
|
1389
|
-
break;
|
|
1390
|
-
case MDEntryType2.PriorSettlePrice:
|
|
1391
|
-
data.priorSettlePrice = price;
|
|
1392
|
-
break;
|
|
1393
|
-
case MDEntryType2.SessionHighBid:
|
|
1394
|
-
data.sessionHighBid = price;
|
|
1395
|
-
break;
|
|
1396
|
-
case MDEntryType2.SessionLowOffer:
|
|
1397
|
-
data.sessionLowOffer = price;
|
|
1398
|
-
break;
|
|
1399
|
-
case MDEntryType2.EarlyPrices:
|
|
1400
|
-
data.earlyPrices = price;
|
|
1401
|
-
break;
|
|
1402
|
-
case MDEntryType2.AuctionClearingPrice:
|
|
1403
|
-
data.auctionClearingPrice = price;
|
|
1404
|
-
break;
|
|
1405
|
-
case MDEntryType2.SwapValueFactor:
|
|
1406
|
-
data.swapValueFactor = price;
|
|
1407
|
-
break;
|
|
1408
|
-
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1409
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1410
|
-
break;
|
|
1411
|
-
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1412
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1413
|
-
break;
|
|
1414
|
-
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1415
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1416
|
-
break;
|
|
1417
|
-
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1418
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1419
|
-
break;
|
|
1420
|
-
case MDEntryType2.FixingPrice:
|
|
1421
|
-
data.fixingPrice = price;
|
|
1422
|
-
break;
|
|
1423
|
-
case MDEntryType2.CashRate:
|
|
1424
|
-
data.cashRate = price;
|
|
1425
|
-
break;
|
|
1426
|
-
case MDEntryType2.RecoveryRate:
|
|
1427
|
-
data.recoveryRate = price;
|
|
1428
|
-
break;
|
|
1429
|
-
case MDEntryType2.RecoveryRateForLong:
|
|
1430
|
-
data.recoveryRateForLong = price;
|
|
1431
|
-
break;
|
|
1432
|
-
case MDEntryType2.RecoveryRateForShort:
|
|
1433
|
-
data.recoveryRateForShort = price;
|
|
1434
|
-
break;
|
|
1435
|
-
case MDEntryType2.MarketBid:
|
|
1436
|
-
data.marketBid = price;
|
|
1437
|
-
break;
|
|
1438
|
-
case MDEntryType2.MarketOffer:
|
|
1439
|
-
data.marketOffer = price;
|
|
1440
|
-
break;
|
|
1441
|
-
case MDEntryType2.ShortSaleMinPrice:
|
|
1442
|
-
data.shortSaleMinPrice = price;
|
|
1443
|
-
break;
|
|
1444
|
-
case MDEntryType2.PreviousClosingPrice:
|
|
1445
|
-
data.previousClosingPrice = price;
|
|
1446
|
-
break;
|
|
1447
|
-
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1448
|
-
data.thresholdLimitPriceBanding = price;
|
|
1449
|
-
break;
|
|
1450
|
-
case MDEntryType2.DailyFinancingValue:
|
|
1451
|
-
data.dailyFinancingValue = price;
|
|
1452
|
-
break;
|
|
1453
|
-
case MDEntryType2.AccruedFinancingValue:
|
|
1454
|
-
data.accruedFinancingValue = price;
|
|
1455
|
-
break;
|
|
1456
|
-
case MDEntryType2.TWAP:
|
|
1457
|
-
data.twap = price;
|
|
1458
|
-
break;
|
|
1459
|
-
}
|
|
1460
|
-
}
|
|
1461
|
-
data.spread = data.offer - data.bid;
|
|
1462
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1463
|
-
marketDataPrices.set(symbol, []);
|
|
1464
|
-
}
|
|
1465
|
-
const prices = marketDataPrices.get(symbol);
|
|
1466
|
-
prices.push(data);
|
|
1467
|
-
if (prices.length > maxPriceHistory) {
|
|
1468
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1469
|
-
}
|
|
1470
|
-
onPriceUpdate?.(symbol, data);
|
|
1471
|
-
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1472
|
-
if (mdReqID) {
|
|
1473
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1474
|
-
if (callback) {
|
|
1475
|
-
callback(message);
|
|
1476
|
-
pendingRequests.delete(mdReqID);
|
|
1477
|
-
}
|
|
1478
|
-
}
|
|
1479
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
1480
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1481
|
-
const callback = pendingRequests.get(reqId);
|
|
1482
|
-
if (callback) {
|
|
1483
|
-
callback(message);
|
|
1484
|
-
pendingRequests.delete(reqId);
|
|
1485
|
-
}
|
|
1486
|
-
}
|
|
1487
|
-
}
|
|
1488
|
-
|
|
1489
746
|
// src/MCPLocal.ts
|
|
1490
|
-
var MCPLocal = class
|
|
1491
|
-
|
|
1492
|
-
* Map to store verified orders before execution
|
|
1493
|
-
* @private
|
|
1494
|
-
*/
|
|
1495
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1496
|
-
/**
|
|
1497
|
-
* Map to store pending requests and their callbacks
|
|
1498
|
-
* @private
|
|
1499
|
-
*/
|
|
1500
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
1501
|
-
/**
|
|
1502
|
-
* Map to store market data prices for each symbol
|
|
1503
|
-
* @private
|
|
1504
|
-
*/
|
|
1505
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1506
|
-
/**
|
|
1507
|
-
* Maximum number of price history entries to keep per symbol
|
|
1508
|
-
* @private
|
|
1509
|
-
*/
|
|
1510
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
747
|
+
var MCPLocal = class {
|
|
748
|
+
parser;
|
|
1511
749
|
server = new Server(
|
|
1512
750
|
{
|
|
1513
751
|
name: "fixparser",
|
|
@@ -1529,13 +767,77 @@ var MCPLocal = class extends MCPBase {
|
|
|
1529
767
|
}
|
|
1530
768
|
);
|
|
1531
769
|
transport = new StdioServerTransport();
|
|
770
|
+
onReady = void 0;
|
|
771
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
772
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
773
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
774
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
775
|
+
// Maximum number of price points to store per symbol
|
|
1532
776
|
constructor({ logger, onReady }) {
|
|
1533
|
-
|
|
777
|
+
if (onReady) this.onReady = onReady;
|
|
1534
778
|
}
|
|
1535
779
|
async register(parser) {
|
|
1536
780
|
this.parser = parser;
|
|
1537
781
|
this.parser.addOnMessageCallback((message) => {
|
|
1538
|
-
|
|
782
|
+
this.parser?.logger.log({
|
|
783
|
+
level: "info",
|
|
784
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
785
|
+
});
|
|
786
|
+
const msgType = message.messageType;
|
|
787
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
788
|
+
this.parser?.logger.log({
|
|
789
|
+
level: "info",
|
|
790
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
791
|
+
});
|
|
792
|
+
let id;
|
|
793
|
+
if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
794
|
+
const symbol = message.getField(Fields3.Symbol);
|
|
795
|
+
const price = message.getField(Fields3.MDEntryPx);
|
|
796
|
+
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
797
|
+
if (symbol?.value && price?.value) {
|
|
798
|
+
const symbolStr = String(symbol.value);
|
|
799
|
+
const priceNum = Number(price.value);
|
|
800
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
801
|
+
priceHistory.push({
|
|
802
|
+
timestamp: Number(timestamp),
|
|
803
|
+
price: priceNum
|
|
804
|
+
});
|
|
805
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
806
|
+
priceHistory.shift();
|
|
807
|
+
}
|
|
808
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
809
|
+
this.parser?.logger.log({
|
|
810
|
+
level: "info",
|
|
811
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
812
|
+
});
|
|
813
|
+
this.server.notification({
|
|
814
|
+
method: "priceUpdate",
|
|
815
|
+
params: {
|
|
816
|
+
symbol: symbolStr,
|
|
817
|
+
price: priceNum,
|
|
818
|
+
timestamp: Number(timestamp)
|
|
819
|
+
}
|
|
820
|
+
});
|
|
821
|
+
}
|
|
822
|
+
}
|
|
823
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
824
|
+
const mdReqID = message.getField(Fields3.MDReqID);
|
|
825
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
826
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
827
|
+
const clOrdID = message.getField(Fields3.ClOrdID);
|
|
828
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
829
|
+
} else if (msgType === Messages3.Reject) {
|
|
830
|
+
const refSeqNum = message.getField(Fields3.RefSeqNum);
|
|
831
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
832
|
+
}
|
|
833
|
+
if (id) {
|
|
834
|
+
const callback = this.pendingRequests.get(id);
|
|
835
|
+
if (callback) {
|
|
836
|
+
callback(message);
|
|
837
|
+
this.pendingRequests.delete(id);
|
|
838
|
+
}
|
|
839
|
+
}
|
|
840
|
+
}
|
|
1539
841
|
});
|
|
1540
842
|
this.addWorkflows();
|
|
1541
843
|
await this.server.connect(this.transport);
|
|
@@ -1550,15 +852,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1550
852
|
if (!this.server) {
|
|
1551
853
|
return;
|
|
1552
854
|
}
|
|
1553
|
-
this.server.setRequestHandler(
|
|
1554
|
-
|
|
1555
|
-
|
|
1556
|
-
|
|
1557
|
-
description,
|
|
1558
|
-
|
|
1559
|
-
|
|
1560
|
-
|
|
1561
|
-
|
|
855
|
+
this.server.setRequestHandler(
|
|
856
|
+
z.object({ method: z.literal("tools/list") }),
|
|
857
|
+
async (request, extra) => {
|
|
858
|
+
return {
|
|
859
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
860
|
+
name,
|
|
861
|
+
description,
|
|
862
|
+
inputSchema: schema
|
|
863
|
+
}))
|
|
864
|
+
};
|
|
865
|
+
}
|
|
866
|
+
);
|
|
1562
867
|
this.server.setRequestHandler(
|
|
1563
868
|
z.object({
|
|
1564
869
|
method: z.literal("tools/call"),
|
|
@@ -1570,7 +875,7 @@ var MCPLocal = class extends MCPBase {
|
|
|
1570
875
|
}).optional()
|
|
1571
876
|
})
|
|
1572
877
|
}),
|
|
1573
|
-
async (request) => {
|
|
878
|
+
async (request, extra) => {
|
|
1574
879
|
const { name, arguments: args } = request.params;
|
|
1575
880
|
const toolHandlers = createToolHandlers(
|
|
1576
881
|
this.parser,
|