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.
@@ -1,51 +1,9 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Fields as Fields3, Messages as Messages3 } from "fixparser";
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  import { z } from "zod";
5
6
 
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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  // src/schemas/schemas.ts
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  var toolSchemas = {
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  parse: {
@@ -129,7 +87,7 @@ var toolSchemas = {
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  }
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  },
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  executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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  schema: {
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  type: "object",
135
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  properties: {
@@ -246,12 +204,12 @@ var toolSchemas = {
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  "X",
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  "Y",
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  "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ ],
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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  }
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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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  }
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  },
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  getStockGraph: {
@@ -273,395 +231,18 @@ var toolSchemas = {
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  },
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  required: ["symbol"]
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  }
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- },
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- technicalAnalysis: {
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- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: {
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- type: "string",
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- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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- }
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- },
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- required: ["symbol"]
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- }
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- }
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- };
291
-
292
- // src/tools/analytics.ts
293
- function sum(numbers) {
294
- return numbers.reduce((acc, val) => acc + val, 0);
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- }
296
- 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) {
302
- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
- this.volumes = data.map((d) => d.volume);
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- 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;
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- }
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]);
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- }
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;
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- 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;
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- }
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- // Calculate Bollinger Bands
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- 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
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- });
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- }
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- 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, MDEntryType, Messages } from "fixparser";
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, entryTypes.length));
681
- entryTypes.forEach((entryType) => {
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(1200);
752
- chart.setHeight(600);
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 bidData = priceHistory.map((point) => point.bid);
756
- const offerData = priceHistory.map((point) => point.offer);
757
- const spreadData = priceHistory.map((point) => point.spread);
758
- const volumeData = priceHistory.map((point) => point.volume);
759
- const tradeData = priceHistory.map((point) => point.trade);
760
- const vwapData = priceHistory.map((point) => point.vwap);
761
- const twapData = priceHistory.map((point) => point.twap);
762
- const config = {
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: "Bid",
769
- data: bidData,
770
- borderColor: "#28a745",
771
- backgroundColor: "rgba(40, 167, 69, 0.1)",
772
- fill: false,
773
- tension: 0.4
774
- },
775
- {
776
- label: "Offer",
777
- data: offerData,
778
- borderColor: "#dc3545",
779
- backgroundColor: "rgba(220, 53, 69, 0.1)",
780
- fill: false,
781
- tension: 0.4
782
- },
783
- {
784
- label: "Spread",
785
- data: spreadData,
786
- borderColor: "#6c757d",
787
- backgroundColor: "rgba(108, 117, 125, 0.1)",
788
- fill: false,
789
- tension: 0.4
790
- },
791
- {
792
- label: "Trade",
793
- data: tradeData,
794
- borderColor: "#ffc107",
795
- backgroundColor: "rgba(255, 193, 7, 0.1)",
796
- fill: false,
797
- tension: 0.4
798
- },
799
- {
800
- label: "VWAP",
801
- data: vwapData,
802
- borderColor: "#17a2b8",
803
- backgroundColor: "rgba(23, 162, 184, 0.1)",
804
- fill: false,
805
- tension: 0.4
806
- },
807
- {
808
- label: "TWAP",
809
- data: twapData,
810
- borderColor: "#6610f2",
811
- backgroundColor: "rgba(102, 16, 242, 0.1)",
812
- fill: false,
813
- tension: 0.4
814
- },
815
- {
816
- label: "Volume",
817
- data: volumeData,
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} Market Data`
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 base64 = imageBuffer.toString("base64");
369
+ const base64Image = imageBuffer.toString("base64");
843
370
  return {
844
371
  content: [
845
372
  {
846
- type: "resource",
847
- resource: {
848
- uri: "resource://graph",
849
- mimeType: "image/png",
850
- blob: base64
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
- data: priceHistory.map((point) => ({
422
+ prices: priceHistory.map((point) => ({
894
423
  timestamp: new Date(point.timestamp).toISOString(),
895
- bid: point.bid,
896
- offer: point.offer,
897
- spread: point.spread,
898
- volume: point.volume,
899
- trade: point.trade,
900
- indexValue: point.indexValue,
901
- openingPrice: point.openingPrice,
902
- closingPrice: point.closingPrice,
903
- settlementPrice: point.settlementPrice,
904
- tradingSessionHighPrice: point.tradingSessionHighPrice,
905
- tradingSessionLowPrice: point.tradingSessionLowPrice,
906
- vwap: point.vwap,
907
- imbalance: point.imbalance,
908
- openInterest: point.openInterest,
909
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
910
- simulatedSellPrice: point.simulatedSellPrice,
911
- simulatedBuyPrice: point.simulatedBuyPrice,
912
- marginRate: point.marginRate,
913
- midPrice: point.midPrice,
914
- emptyBook: point.emptyBook,
915
- settleHighPrice: point.settleHighPrice,
916
- settleLowPrice: point.settleLowPrice,
917
- priorSettlePrice: point.priorSettlePrice,
918
- sessionHighBid: point.sessionHighBid,
919
- sessionLowOffer: point.sessionLowOffer,
920
- earlyPrices: point.earlyPrices,
921
- auctionClearingPrice: point.auctionClearingPrice,
922
- swapValueFactor: point.swapValueFactor,
923
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
924
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
925
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
926
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
927
- fixingPrice: point.fixingPrice,
928
- cashRate: point.cashRate,
929
- recoveryRate: point.recoveryRate,
930
- recoveryRateForLong: point.recoveryRateForLong,
931
- recoveryRateForShort: point.recoveryRateForShort,
932
- marketBid: point.marketBid,
933
- marketOffer: point.marketOffer,
934
- shortSaleMinPrice: point.shortSaleMinPrice,
935
- previousClosingPrice: point.previousClosingPrice,
936
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
937
- dailyFinancingValue: point.dailyFinancingValue,
938
- accruedFinancingValue: point.accruedFinancingValue,
939
- twap: point.twap
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. Important: The user has to explicitly confirm before executeOrder is called!`,
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 extends MCPBase {
1491
- /**
1492
- * Map to store verified orders before execution
1493
- * @private
1494
- */
1495
- verifiedOrders = /* @__PURE__ */ new Map();
1496
- /**
1497
- * Map to store pending requests and their callbacks
1498
- * @private
1499
- */
1500
- pendingRequests = /* @__PURE__ */ new Map();
1501
- /**
1502
- * Map to store market data prices for each symbol
1503
- * @private
1504
- */
1505
- marketDataPrices = /* @__PURE__ */ new Map();
1506
- /**
1507
- * Maximum number of price history entries to keep per symbol
1508
- * @private
1509
- */
1510
- MAX_PRICE_HISTORY = 1e5;
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
- super({ logger, onReady });
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
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
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(z.object({ method: z.literal("tools/list") }), async () => {
1554
- return {
1555
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1556
- name,
1557
- description,
1558
- inputSchema: schema
1559
- }))
1560
- };
1561
- });
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,