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/MCPRemote.mjs
CHANGED
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@@ -5,1536 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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-
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import {
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Field,
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Fields,
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"A",
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"C",
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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items: {
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enum: [
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"M",
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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technicalAnalysis: {
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description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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schema: {
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type: "object",
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properties: {
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symbol: {
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type: "string",
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description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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}
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},
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required: ["symbol"]
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}
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}
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};
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// src/tools/analytics.ts
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function sum(numbers) {
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return numbers.reduce((acc, val) => acc + val, 0);
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}
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var TechnicalAnalyzer = class {
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prices;
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volumes;
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highs;
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lows;
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constructor(data) {
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this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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this.volumes = data.map((d) => d.volume);
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this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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}
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// Calculate Simple Moving Average
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calculateSMA(data, period) {
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const sma = [];
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for (let i = period - 1; i < data.length; i++) {
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const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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|
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sma.push(sum2 / period);
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|
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}
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|
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return sma;
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|
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}
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|
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// Calculate Exponential Moving Average
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320
|
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calculateEMA(data, period) {
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|
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const multiplier = 2 / (period + 1);
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|
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const ema = [data[0]];
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|
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for (let i = 1; i < data.length; i++) {
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|
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ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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|
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}
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|
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return ema;
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|
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}
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|
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// Calculate RSI
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329
|
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calculateRSI(data, period = 14) {
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330
|
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if (data.length < period + 1) return [];
|
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|
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const changes = [];
|
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332
|
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for (let i = 1; i < data.length; i++) {
|
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|
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changes.push(data[i] - data[i - 1]);
|
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|
-
}
|
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335
|
-
const gains = changes.map((change) => change > 0 ? change : 0);
|
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336
|
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const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
|
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337
|
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let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
338
|
-
let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
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339
|
-
const rsi = [];
|
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340
|
-
for (let i = period; i < changes.length; i++) {
|
|
341
|
-
const rs = avgGain / avgLoss;
|
|
342
|
-
rsi.push(100 - 100 / (1 + rs));
|
|
343
|
-
avgGain = (avgGain * (period - 1) + gains[i]) / period;
|
|
344
|
-
avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
|
|
345
|
-
}
|
|
346
|
-
return rsi;
|
|
347
|
-
}
|
|
348
|
-
// Calculate Bollinger Bands
|
|
349
|
-
calculateBollingerBands(data, period = 20, stdDev = 2) {
|
|
350
|
-
if (data.length < period) return [];
|
|
351
|
-
const sma = this.calculateSMA(data, period);
|
|
352
|
-
const bands = [];
|
|
353
|
-
for (let i = 0; i < sma.length; i++) {
|
|
354
|
-
const dataSlice = data.slice(i, i + period);
|
|
355
|
-
const mean = sma[i];
|
|
356
|
-
const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
|
|
357
|
-
const standardDeviation = Math.sqrt(variance);
|
|
358
|
-
bands.push({
|
|
359
|
-
upper: mean + standardDeviation * stdDev,
|
|
360
|
-
middle: mean,
|
|
361
|
-
lower: mean - standardDeviation * stdDev
|
|
362
|
-
});
|
|
363
|
-
}
|
|
364
|
-
return bands;
|
|
365
|
-
}
|
|
366
|
-
// Calculate maximum drawdown
|
|
367
|
-
calculateMaxDrawdown(prices) {
|
|
368
|
-
let maxPrice = prices[0];
|
|
369
|
-
let maxDrawdown = 0;
|
|
370
|
-
for (let i = 1; i < prices.length; i++) {
|
|
371
|
-
if (prices[i] > maxPrice) {
|
|
372
|
-
maxPrice = prices[i];
|
|
373
|
-
}
|
|
374
|
-
const drawdown = (maxPrice - prices[i]) / maxPrice;
|
|
375
|
-
if (drawdown > maxDrawdown) {
|
|
376
|
-
maxDrawdown = drawdown;
|
|
377
|
-
}
|
|
378
|
-
}
|
|
379
|
-
return maxDrawdown;
|
|
380
|
-
}
|
|
381
|
-
// Calculate price changes for volatility
|
|
382
|
-
calculatePriceChanges() {
|
|
383
|
-
const changes = [];
|
|
384
|
-
for (let i = 1; i < this.prices.length; i++) {
|
|
385
|
-
changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
|
|
386
|
-
}
|
|
387
|
-
return changes;
|
|
388
|
-
}
|
|
389
|
-
// Generate comprehensive market analysis
|
|
390
|
-
analyze() {
|
|
391
|
-
const currentPrice = this.prices[this.prices.length - 1];
|
|
392
|
-
const startPrice = this.prices[0];
|
|
393
|
-
const sessionHigh = Math.max(...this.highs);
|
|
394
|
-
const sessionLow = Math.min(...this.lows);
|
|
395
|
-
const totalVolume = sum(this.volumes);
|
|
396
|
-
const avgVolume = totalVolume / this.volumes.length;
|
|
397
|
-
const priceChanges = this.calculatePriceChanges();
|
|
398
|
-
const volatility = priceChanges.length > 0 ? Math.sqrt(
|
|
399
|
-
priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
|
|
400
|
-
) * Math.sqrt(252) * 100 : 0;
|
|
401
|
-
const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
|
|
402
|
-
const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
|
|
403
|
-
const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
|
|
404
|
-
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;
|
|
405
|
-
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;
|
|
406
|
-
const maxDrawdown = this.calculateMaxDrawdown(this.prices);
|
|
407
|
-
return {
|
|
408
|
-
currentPrice,
|
|
409
|
-
startPrice,
|
|
410
|
-
sessionHigh,
|
|
411
|
-
sessionLow,
|
|
412
|
-
totalVolume,
|
|
413
|
-
avgVolume,
|
|
414
|
-
volatility,
|
|
415
|
-
sessionReturn,
|
|
416
|
-
pricePosition,
|
|
417
|
-
trueVWAP,
|
|
418
|
-
momentum5,
|
|
419
|
-
momentum10,
|
|
420
|
-
maxDrawdown
|
|
421
|
-
};
|
|
422
|
-
}
|
|
423
|
-
// Generate technical indicators
|
|
424
|
-
getTechnicalIndicators() {
|
|
425
|
-
return {
|
|
426
|
-
sma5: this.calculateSMA(this.prices, 5),
|
|
427
|
-
sma10: this.calculateSMA(this.prices, 10),
|
|
428
|
-
ema8: this.calculateEMA(this.prices, 8),
|
|
429
|
-
ema21: this.calculateEMA(this.prices, 21),
|
|
430
|
-
rsi: this.calculateRSI(this.prices, 14),
|
|
431
|
-
bollinger: this.calculateBollingerBands(this.prices, 20, 2)
|
|
432
|
-
};
|
|
433
|
-
}
|
|
434
|
-
// Generate trading signals
|
|
435
|
-
generateSignals() {
|
|
436
|
-
const analysis = this.analyze();
|
|
437
|
-
let bullishSignals = 0;
|
|
438
|
-
let bearishSignals = 0;
|
|
439
|
-
const signals = [];
|
|
440
|
-
if (analysis.currentPrice > analysis.trueVWAP) {
|
|
441
|
-
signals.push(
|
|
442
|
-
`\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
443
|
-
);
|
|
444
|
-
bullishSignals++;
|
|
445
|
-
} else {
|
|
446
|
-
signals.push(
|
|
447
|
-
`\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
448
|
-
);
|
|
449
|
-
bearishSignals++;
|
|
450
|
-
}
|
|
451
|
-
if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
|
|
452
|
-
signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
|
|
453
|
-
bullishSignals++;
|
|
454
|
-
} else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
|
|
455
|
-
signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
|
|
456
|
-
bearishSignals++;
|
|
457
|
-
} else {
|
|
458
|
-
signals.push("\u25D0 MIXED: Conflicting momentum signals");
|
|
459
|
-
}
|
|
460
|
-
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
461
|
-
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
462
|
-
if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
|
|
463
|
-
signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
|
|
464
|
-
bullishSignals++;
|
|
465
|
-
} else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
|
|
466
|
-
signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
|
|
467
|
-
bearishSignals++;
|
|
468
|
-
} else {
|
|
469
|
-
signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
|
|
470
|
-
}
|
|
471
|
-
if (analysis.pricePosition > 65 && analysis.volatility > 30) {
|
|
472
|
-
signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
|
|
473
|
-
bearishSignals++;
|
|
474
|
-
} else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
|
|
475
|
-
signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
|
|
476
|
-
bullishSignals++;
|
|
477
|
-
} else {
|
|
478
|
-
signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
|
|
479
|
-
}
|
|
480
|
-
return { bullishSignals, bearishSignals, signals };
|
|
481
|
-
}
|
|
482
|
-
// Generate comprehensive JSON analysis
|
|
483
|
-
generateJSONAnalysis(symbol) {
|
|
484
|
-
const analysis = this.analyze();
|
|
485
|
-
const indicators = this.getTechnicalIndicators();
|
|
486
|
-
const signals = this.generateSignals();
|
|
487
|
-
const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
|
|
488
|
-
const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
|
|
489
|
-
const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
|
|
490
|
-
const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
|
|
491
|
-
const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
|
|
492
|
-
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
493
|
-
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
494
|
-
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
495
|
-
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
496
|
-
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
497
|
-
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
498
|
-
const totalScore = signals.bullishSignals - signals.bearishSignals;
|
|
499
|
-
const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
|
|
500
|
-
const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
|
|
501
|
-
const stopLoss = analysis.sessionLow * 0.995;
|
|
502
|
-
const profitTarget = analysis.sessionHigh * 0.995;
|
|
503
|
-
const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
|
|
504
|
-
return {
|
|
505
|
-
symbol,
|
|
506
|
-
timestamp: (/* @__PURE__ */ new Date()).toISOString(),
|
|
507
|
-
marketStructure: {
|
|
508
|
-
currentPrice: analysis.currentPrice,
|
|
509
|
-
startPrice: analysis.startPrice,
|
|
510
|
-
sessionHigh: analysis.sessionHigh,
|
|
511
|
-
sessionLow: analysis.sessionLow,
|
|
512
|
-
rangeWidth,
|
|
513
|
-
totalVolume: analysis.totalVolume,
|
|
514
|
-
sessionPerformance: analysis.sessionReturn,
|
|
515
|
-
positionInRange: analysis.pricePosition
|
|
516
|
-
},
|
|
517
|
-
volatility: {
|
|
518
|
-
impliedVolatility: analysis.volatility,
|
|
519
|
-
maxDrawdown: analysis.maxDrawdown * 100,
|
|
520
|
-
currentDrawdown
|
|
521
|
-
},
|
|
522
|
-
technicalIndicators: {
|
|
523
|
-
sma5: currentSMA5,
|
|
524
|
-
sma10: currentSMA10,
|
|
525
|
-
ema8: currentEMA8,
|
|
526
|
-
ema21: currentEMA21,
|
|
527
|
-
rsi: currentRSI,
|
|
528
|
-
bollingerBands: currentBB ? {
|
|
529
|
-
upper: currentBB.upper,
|
|
530
|
-
middle: currentBB.middle,
|
|
531
|
-
lower: currentBB.lower,
|
|
532
|
-
position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
|
|
533
|
-
} : null
|
|
534
|
-
},
|
|
535
|
-
volumeAnalysis: {
|
|
536
|
-
currentVolume,
|
|
537
|
-
averageVolume: Math.round(analysis.avgVolume),
|
|
538
|
-
volumeRatio,
|
|
539
|
-
trueVWAP: analysis.trueVWAP,
|
|
540
|
-
priceVsVWAP
|
|
541
|
-
},
|
|
542
|
-
momentum: {
|
|
543
|
-
momentum5: analysis.momentum5,
|
|
544
|
-
momentum10: analysis.momentum10,
|
|
545
|
-
sessionROC: analysis.sessionReturn
|
|
546
|
-
},
|
|
547
|
-
tradingSignals: {
|
|
548
|
-
...signals,
|
|
549
|
-
overallSignal,
|
|
550
|
-
signalScore: totalScore
|
|
551
|
-
},
|
|
552
|
-
riskManagement: {
|
|
553
|
-
targetEntry,
|
|
554
|
-
stopLoss,
|
|
555
|
-
profitTarget,
|
|
556
|
-
riskRewardRatio
|
|
557
|
-
}
|
|
558
|
-
};
|
|
559
|
-
}
|
|
560
|
-
};
|
|
561
|
-
var createTechnicalAnalysisHandler = (marketDataPrices) => {
|
|
562
|
-
return async (args) => {
|
|
563
|
-
try {
|
|
564
|
-
const symbol = args.symbol;
|
|
565
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
566
|
-
if (priceHistory.length === 0) {
|
|
567
|
-
return {
|
|
568
|
-
content: [
|
|
569
|
-
{
|
|
570
|
-
type: "text",
|
|
571
|
-
text: `No price data available for ${symbol}. Please request market data first.`,
|
|
572
|
-
uri: "technicalAnalysis"
|
|
573
|
-
}
|
|
574
|
-
]
|
|
575
|
-
};
|
|
576
|
-
}
|
|
577
|
-
const analyzer = new TechnicalAnalyzer(priceHistory);
|
|
578
|
-
const analysis = analyzer.generateJSONAnalysis(symbol);
|
|
579
|
-
return {
|
|
580
|
-
content: [
|
|
581
|
-
{
|
|
582
|
-
type: "text",
|
|
583
|
-
text: `Technical Analysis for ${symbol}:
|
|
584
|
-
|
|
585
|
-
${JSON.stringify(analysis, null, 2)}`,
|
|
586
|
-
uri: "technicalAnalysis"
|
|
587
|
-
}
|
|
588
|
-
]
|
|
589
|
-
};
|
|
590
|
-
} catch (error) {
|
|
591
|
-
return {
|
|
592
|
-
content: [
|
|
593
|
-
{
|
|
594
|
-
type: "text",
|
|
595
|
-
text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
|
|
596
|
-
uri: "technicalAnalysis"
|
|
597
|
-
}
|
|
598
|
-
],
|
|
599
|
-
isError: true
|
|
600
|
-
};
|
|
601
|
-
}
|
|
602
|
-
};
|
|
603
|
-
};
|
|
604
|
-
|
|
605
|
-
// src/tools/marketData.ts
|
|
606
|
-
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
607
|
-
import QuickChart from "quickchart-js";
|
|
608
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
609
|
-
return async (args) => {
|
|
610
|
-
try {
|
|
611
|
-
parser.logger.log({
|
|
612
|
-
level: "info",
|
|
613
|
-
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
614
|
-
});
|
|
615
|
-
const response = new Promise((resolve) => {
|
|
616
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
617
|
-
parser.logger.log({
|
|
618
|
-
level: "info",
|
|
619
|
-
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
620
|
-
});
|
|
621
|
-
});
|
|
622
|
-
const entryTypes = args.mdEntryTypes || [
|
|
623
|
-
MDEntryType.Bid,
|
|
624
|
-
MDEntryType.Offer,
|
|
625
|
-
MDEntryType.Trade,
|
|
626
|
-
MDEntryType.IndexValue,
|
|
627
|
-
MDEntryType.OpeningPrice,
|
|
628
|
-
MDEntryType.ClosingPrice,
|
|
629
|
-
MDEntryType.SettlementPrice,
|
|
630
|
-
MDEntryType.TradingSessionHighPrice,
|
|
631
|
-
MDEntryType.TradingSessionLowPrice,
|
|
632
|
-
MDEntryType.VWAP,
|
|
633
|
-
MDEntryType.Imbalance,
|
|
634
|
-
MDEntryType.TradeVolume,
|
|
635
|
-
MDEntryType.OpenInterest,
|
|
636
|
-
MDEntryType.CompositeUnderlyingPrice,
|
|
637
|
-
MDEntryType.SimulatedSellPrice,
|
|
638
|
-
MDEntryType.SimulatedBuyPrice,
|
|
639
|
-
MDEntryType.MarginRate,
|
|
640
|
-
MDEntryType.MidPrice,
|
|
641
|
-
MDEntryType.EmptyBook,
|
|
642
|
-
MDEntryType.SettleHighPrice,
|
|
643
|
-
MDEntryType.SettleLowPrice,
|
|
644
|
-
MDEntryType.PriorSettlePrice,
|
|
645
|
-
MDEntryType.SessionHighBid,
|
|
646
|
-
MDEntryType.SessionLowOffer,
|
|
647
|
-
MDEntryType.EarlyPrices,
|
|
648
|
-
MDEntryType.AuctionClearingPrice,
|
|
649
|
-
MDEntryType.SwapValueFactor,
|
|
650
|
-
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
651
|
-
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
652
|
-
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
653
|
-
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
654
|
-
MDEntryType.FixingPrice,
|
|
655
|
-
MDEntryType.CashRate,
|
|
656
|
-
MDEntryType.RecoveryRate,
|
|
657
|
-
MDEntryType.RecoveryRateForLong,
|
|
658
|
-
MDEntryType.RecoveryRateForShort,
|
|
659
|
-
MDEntryType.MarketBid,
|
|
660
|
-
MDEntryType.MarketOffer,
|
|
661
|
-
MDEntryType.ShortSaleMinPrice,
|
|
662
|
-
MDEntryType.PreviousClosingPrice,
|
|
663
|
-
MDEntryType.ThresholdLimitPriceBanding,
|
|
664
|
-
MDEntryType.DailyFinancingValue,
|
|
665
|
-
MDEntryType.AccruedFinancingValue,
|
|
666
|
-
MDEntryType.TWAP
|
|
667
|
-
];
|
|
668
|
-
const messageFields = [
|
|
669
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
670
|
-
new Field(Fields.SenderCompID, parser.sender),
|
|
671
|
-
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
672
|
-
new Field(Fields.TargetCompID, parser.target),
|
|
673
|
-
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
674
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
675
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
676
|
-
new Field(Fields.MarketDepth, 0),
|
|
677
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
678
|
-
];
|
|
679
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
680
|
-
args.symbols.forEach((symbol) => {
|
|
681
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
682
|
-
});
|
|
683
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
684
|
-
entryTypes.forEach((entryType) => {
|
|
685
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
686
|
-
});
|
|
687
|
-
const mdr = parser.createMessage(...messageFields);
|
|
688
|
-
if (!parser.connected) {
|
|
689
|
-
parser.logger.log({
|
|
690
|
-
level: "error",
|
|
691
|
-
message: "Not connected. Cannot send market data request."
|
|
692
|
-
});
|
|
693
|
-
return {
|
|
694
|
-
content: [
|
|
695
|
-
{
|
|
696
|
-
type: "text",
|
|
697
|
-
text: "Error: Not connected. Ignoring message.",
|
|
698
|
-
uri: "marketDataRequest"
|
|
699
|
-
}
|
|
700
|
-
],
|
|
701
|
-
isError: true
|
|
702
|
-
};
|
|
703
|
-
}
|
|
704
|
-
parser.logger.log({
|
|
705
|
-
level: "info",
|
|
706
|
-
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
707
|
-
});
|
|
708
|
-
parser.send(mdr);
|
|
709
|
-
const fixData = await response;
|
|
710
|
-
parser.logger.log({
|
|
711
|
-
level: "info",
|
|
712
|
-
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
713
|
-
});
|
|
714
|
-
return {
|
|
715
|
-
content: [
|
|
716
|
-
{
|
|
717
|
-
type: "text",
|
|
718
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
719
|
-
uri: "marketDataRequest"
|
|
720
|
-
}
|
|
721
|
-
]
|
|
722
|
-
};
|
|
723
|
-
} catch (error) {
|
|
724
|
-
return {
|
|
725
|
-
content: [
|
|
726
|
-
{
|
|
727
|
-
type: "text",
|
|
728
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
729
|
-
uri: "marketDataRequest"
|
|
730
|
-
}
|
|
731
|
-
],
|
|
732
|
-
isError: true
|
|
733
|
-
};
|
|
734
|
-
}
|
|
735
|
-
};
|
|
736
|
-
};
|
|
737
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
738
|
-
return async (args) => {
|
|
739
|
-
try {
|
|
740
|
-
const symbol = args.symbol;
|
|
741
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
742
|
-
if (priceHistory.length === 0) {
|
|
743
|
-
return {
|
|
744
|
-
content: [
|
|
745
|
-
{
|
|
746
|
-
type: "text",
|
|
747
|
-
text: `No price data available for ${symbol}`,
|
|
748
|
-
uri: "getStockGraph"
|
|
749
|
-
}
|
|
750
|
-
]
|
|
751
|
-
};
|
|
752
|
-
}
|
|
753
|
-
const chart = new QuickChart();
|
|
754
|
-
chart.setWidth(1200);
|
|
755
|
-
chart.setHeight(600);
|
|
756
|
-
chart.setBackgroundColor("transparent");
|
|
757
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
758
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
759
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
760
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
761
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
762
|
-
const tradeData = priceHistory.map((point) => point.trade);
|
|
763
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
764
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
765
|
-
const config = {
|
|
766
|
-
type: "line",
|
|
767
|
-
data: {
|
|
768
|
-
labels,
|
|
769
|
-
datasets: [
|
|
770
|
-
{
|
|
771
|
-
label: "Bid",
|
|
772
|
-
data: bidData,
|
|
773
|
-
borderColor: "#28a745",
|
|
774
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
775
|
-
fill: false,
|
|
776
|
-
tension: 0.4
|
|
777
|
-
},
|
|
778
|
-
{
|
|
779
|
-
label: "Offer",
|
|
780
|
-
data: offerData,
|
|
781
|
-
borderColor: "#dc3545",
|
|
782
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
783
|
-
fill: false,
|
|
784
|
-
tension: 0.4
|
|
785
|
-
},
|
|
786
|
-
{
|
|
787
|
-
label: "Spread",
|
|
788
|
-
data: spreadData,
|
|
789
|
-
borderColor: "#6c757d",
|
|
790
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
791
|
-
fill: false,
|
|
792
|
-
tension: 0.4
|
|
793
|
-
},
|
|
794
|
-
{
|
|
795
|
-
label: "Trade",
|
|
796
|
-
data: tradeData,
|
|
797
|
-
borderColor: "#ffc107",
|
|
798
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
799
|
-
fill: false,
|
|
800
|
-
tension: 0.4
|
|
801
|
-
},
|
|
802
|
-
{
|
|
803
|
-
label: "VWAP",
|
|
804
|
-
data: vwapData,
|
|
805
|
-
borderColor: "#17a2b8",
|
|
806
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
807
|
-
fill: false,
|
|
808
|
-
tension: 0.4
|
|
809
|
-
},
|
|
810
|
-
{
|
|
811
|
-
label: "TWAP",
|
|
812
|
-
data: twapData,
|
|
813
|
-
borderColor: "#6610f2",
|
|
814
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
815
|
-
fill: false,
|
|
816
|
-
tension: 0.4
|
|
817
|
-
},
|
|
818
|
-
{
|
|
819
|
-
label: "Volume",
|
|
820
|
-
data: volumeData,
|
|
821
|
-
borderColor: "#007bff",
|
|
822
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
823
|
-
fill: true,
|
|
824
|
-
tension: 0.4
|
|
825
|
-
}
|
|
826
|
-
]
|
|
827
|
-
},
|
|
828
|
-
options: {
|
|
829
|
-
responsive: true,
|
|
830
|
-
plugins: {
|
|
831
|
-
title: {
|
|
832
|
-
display: true,
|
|
833
|
-
text: `${symbol} Market Data`
|
|
834
|
-
}
|
|
835
|
-
},
|
|
836
|
-
scales: {
|
|
837
|
-
y: {
|
|
838
|
-
beginAtZero: false
|
|
839
|
-
}
|
|
840
|
-
}
|
|
841
|
-
}
|
|
842
|
-
};
|
|
843
|
-
chart.setConfig(config);
|
|
844
|
-
const imageBuffer = await chart.toBinary();
|
|
845
|
-
const base64 = imageBuffer.toString("base64");
|
|
846
|
-
return {
|
|
847
|
-
content: [
|
|
848
|
-
{
|
|
849
|
-
type: "resource",
|
|
850
|
-
resource: {
|
|
851
|
-
uri: "resource://graph",
|
|
852
|
-
mimeType: "image/png",
|
|
853
|
-
blob: base64
|
|
854
|
-
}
|
|
855
|
-
}
|
|
856
|
-
]
|
|
857
|
-
};
|
|
858
|
-
} catch (error) {
|
|
859
|
-
return {
|
|
860
|
-
content: [
|
|
861
|
-
{
|
|
862
|
-
type: "text",
|
|
863
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
864
|
-
uri: "getStockGraph"
|
|
865
|
-
}
|
|
866
|
-
],
|
|
867
|
-
isError: true
|
|
868
|
-
};
|
|
869
|
-
}
|
|
870
|
-
};
|
|
871
|
-
};
|
|
872
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
873
|
-
return async (args) => {
|
|
874
|
-
try {
|
|
875
|
-
const symbol = args.symbol;
|
|
876
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
877
|
-
if (priceHistory.length === 0) {
|
|
878
|
-
return {
|
|
879
|
-
content: [
|
|
880
|
-
{
|
|
881
|
-
type: "text",
|
|
882
|
-
text: `No price data available for ${symbol}`,
|
|
883
|
-
uri: "getStockPriceHistory"
|
|
884
|
-
}
|
|
885
|
-
]
|
|
886
|
-
};
|
|
887
|
-
}
|
|
888
|
-
return {
|
|
889
|
-
content: [
|
|
890
|
-
{
|
|
891
|
-
type: "text",
|
|
892
|
-
text: JSON.stringify(
|
|
893
|
-
{
|
|
894
|
-
symbol,
|
|
895
|
-
count: priceHistory.length,
|
|
896
|
-
data: priceHistory.map((point) => ({
|
|
897
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
898
|
-
bid: point.bid,
|
|
899
|
-
offer: point.offer,
|
|
900
|
-
spread: point.spread,
|
|
901
|
-
volume: point.volume,
|
|
902
|
-
trade: point.trade,
|
|
903
|
-
indexValue: point.indexValue,
|
|
904
|
-
openingPrice: point.openingPrice,
|
|
905
|
-
closingPrice: point.closingPrice,
|
|
906
|
-
settlementPrice: point.settlementPrice,
|
|
907
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
908
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
909
|
-
vwap: point.vwap,
|
|
910
|
-
imbalance: point.imbalance,
|
|
911
|
-
openInterest: point.openInterest,
|
|
912
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
913
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
914
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
915
|
-
marginRate: point.marginRate,
|
|
916
|
-
midPrice: point.midPrice,
|
|
917
|
-
emptyBook: point.emptyBook,
|
|
918
|
-
settleHighPrice: point.settleHighPrice,
|
|
919
|
-
settleLowPrice: point.settleLowPrice,
|
|
920
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
921
|
-
sessionHighBid: point.sessionHighBid,
|
|
922
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
923
|
-
earlyPrices: point.earlyPrices,
|
|
924
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
925
|
-
swapValueFactor: point.swapValueFactor,
|
|
926
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
927
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
928
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
929
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
930
|
-
fixingPrice: point.fixingPrice,
|
|
931
|
-
cashRate: point.cashRate,
|
|
932
|
-
recoveryRate: point.recoveryRate,
|
|
933
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
934
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
935
|
-
marketBid: point.marketBid,
|
|
936
|
-
marketOffer: point.marketOffer,
|
|
937
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
938
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
939
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
940
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
941
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
942
|
-
twap: point.twap
|
|
943
|
-
}))
|
|
944
|
-
},
|
|
945
|
-
null,
|
|
946
|
-
2
|
|
947
|
-
),
|
|
948
|
-
uri: "getStockPriceHistory"
|
|
949
|
-
}
|
|
950
|
-
]
|
|
951
|
-
};
|
|
952
|
-
} catch (error) {
|
|
953
|
-
return {
|
|
954
|
-
content: [
|
|
955
|
-
{
|
|
956
|
-
type: "text",
|
|
957
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
958
|
-
uri: "getStockPriceHistory"
|
|
959
|
-
}
|
|
960
|
-
],
|
|
961
|
-
isError: true
|
|
962
|
-
};
|
|
963
|
-
}
|
|
964
|
-
};
|
|
965
|
-
};
|
|
966
|
-
|
|
967
|
-
// src/tools/order.ts
|
|
968
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
969
|
-
var ordTypeNames = {
|
|
970
|
-
"1": "Market",
|
|
971
|
-
"2": "Limit",
|
|
972
|
-
"3": "Stop",
|
|
973
|
-
"4": "StopLimit",
|
|
974
|
-
"5": "MarketOnClose",
|
|
975
|
-
"6": "WithOrWithout",
|
|
976
|
-
"7": "LimitOrBetter",
|
|
977
|
-
"8": "LimitWithOrWithout",
|
|
978
|
-
"9": "OnBasis",
|
|
979
|
-
A: "OnClose",
|
|
980
|
-
B: "LimitOnClose",
|
|
981
|
-
C: "ForexMarket",
|
|
982
|
-
D: "PreviouslyQuoted",
|
|
983
|
-
E: "PreviouslyIndicated",
|
|
984
|
-
F: "ForexLimit",
|
|
985
|
-
G: "ForexSwap",
|
|
986
|
-
H: "ForexPreviouslyQuoted",
|
|
987
|
-
I: "Funari",
|
|
988
|
-
J: "MarketIfTouched",
|
|
989
|
-
K: "MarketWithLeftOverAsLimit",
|
|
990
|
-
L: "PreviousFundValuationPoint",
|
|
991
|
-
M: "NextFundValuationPoint",
|
|
992
|
-
P: "Pegged",
|
|
993
|
-
Q: "CounterOrderSelection",
|
|
994
|
-
R: "StopOnBidOrOffer",
|
|
995
|
-
S: "StopLimitOnBidOrOffer"
|
|
996
|
-
};
|
|
997
|
-
var sideNames = {
|
|
998
|
-
"1": "Buy",
|
|
999
|
-
"2": "Sell",
|
|
1000
|
-
"3": "BuyMinus",
|
|
1001
|
-
"4": "SellPlus",
|
|
1002
|
-
"5": "SellShort",
|
|
1003
|
-
"6": "SellShortExempt",
|
|
1004
|
-
"7": "Undisclosed",
|
|
1005
|
-
"8": "Cross",
|
|
1006
|
-
"9": "CrossShort",
|
|
1007
|
-
A: "CrossShortExempt",
|
|
1008
|
-
B: "AsDefined",
|
|
1009
|
-
C: "Opposite",
|
|
1010
|
-
D: "Subscribe",
|
|
1011
|
-
E: "Redeem",
|
|
1012
|
-
F: "Lend",
|
|
1013
|
-
G: "Borrow",
|
|
1014
|
-
H: "SellUndisclosed"
|
|
1015
|
-
};
|
|
1016
|
-
var timeInForceNames = {
|
|
1017
|
-
"0": "Day",
|
|
1018
|
-
"1": "GoodTillCancel",
|
|
1019
|
-
"2": "AtTheOpening",
|
|
1020
|
-
"3": "ImmediateOrCancel",
|
|
1021
|
-
"4": "FillOrKill",
|
|
1022
|
-
"5": "GoodTillCrossing",
|
|
1023
|
-
"6": "GoodTillDate",
|
|
1024
|
-
"7": "AtTheClose",
|
|
1025
|
-
"8": "GoodThroughCrossing",
|
|
1026
|
-
"9": "AtCrossing",
|
|
1027
|
-
A: "GoodForTime",
|
|
1028
|
-
B: "GoodForAuction",
|
|
1029
|
-
C: "GoodForMonth"
|
|
1030
|
-
};
|
|
1031
|
-
var handlInstNames = {
|
|
1032
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
1033
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
1034
|
-
"3": "ManualOrder"
|
|
1035
|
-
};
|
|
1036
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
1037
|
-
return async (args) => {
|
|
1038
|
-
try {
|
|
1039
|
-
verifiedOrders.set(args.clOrdID, {
|
|
1040
|
-
clOrdID: args.clOrdID,
|
|
1041
|
-
handlInst: args.handlInst,
|
|
1042
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
1043
|
-
price: Number.parseFloat(String(args.price)),
|
|
1044
|
-
ordType: args.ordType,
|
|
1045
|
-
side: args.side,
|
|
1046
|
-
symbol: args.symbol,
|
|
1047
|
-
timeInForce: args.timeInForce
|
|
1048
|
-
});
|
|
1049
|
-
return {
|
|
1050
|
-
content: [
|
|
1051
|
-
{
|
|
1052
|
-
type: "text",
|
|
1053
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
1054
|
-
|
|
1055
|
-
Parameters verified:
|
|
1056
|
-
- ClOrdID: ${args.clOrdID}
|
|
1057
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
1058
|
-
- Quantity: ${args.quantity}
|
|
1059
|
-
- Price: ${args.price}
|
|
1060
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
1061
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
1062
|
-
- Symbol: ${args.symbol}
|
|
1063
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
1064
|
-
|
|
1065
|
-
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
1066
|
-
uri: "verifyOrder"
|
|
1067
|
-
}
|
|
1068
|
-
]
|
|
1069
|
-
};
|
|
1070
|
-
} catch (error) {
|
|
1071
|
-
return {
|
|
1072
|
-
content: [
|
|
1073
|
-
{
|
|
1074
|
-
type: "text",
|
|
1075
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
1076
|
-
uri: "verifyOrder"
|
|
1077
|
-
}
|
|
1078
|
-
],
|
|
1079
|
-
isError: true
|
|
1080
|
-
};
|
|
1081
|
-
}
|
|
1082
|
-
};
|
|
1083
|
-
};
|
|
1084
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
1085
|
-
return async (args) => {
|
|
1086
|
-
try {
|
|
1087
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
1088
|
-
if (!verifiedOrder) {
|
|
1089
|
-
return {
|
|
1090
|
-
content: [
|
|
1091
|
-
{
|
|
1092
|
-
type: "text",
|
|
1093
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
1094
|
-
uri: "executeOrder"
|
|
1095
|
-
}
|
|
1096
|
-
],
|
|
1097
|
-
isError: true
|
|
1098
|
-
};
|
|
1099
|
-
}
|
|
1100
|
-
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
1101
|
-
return {
|
|
1102
|
-
content: [
|
|
1103
|
-
{
|
|
1104
|
-
type: "text",
|
|
1105
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
1106
|
-
uri: "executeOrder"
|
|
1107
|
-
}
|
|
1108
|
-
],
|
|
1109
|
-
isError: true
|
|
1110
|
-
};
|
|
1111
|
-
}
|
|
1112
|
-
const response = new Promise((resolve) => {
|
|
1113
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
1114
|
-
});
|
|
1115
|
-
const order = parser.createMessage(
|
|
1116
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
1117
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
1118
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
1119
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
1120
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
1121
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
1122
|
-
new Field2(Fields2.Side, args.side),
|
|
1123
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
1124
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
1125
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
1126
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
1127
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
1128
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
1129
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
1130
|
-
);
|
|
1131
|
-
if (!parser.connected) {
|
|
1132
|
-
return {
|
|
1133
|
-
content: [
|
|
1134
|
-
{
|
|
1135
|
-
type: "text",
|
|
1136
|
-
text: "Error: Not connected. Ignoring message.",
|
|
1137
|
-
uri: "executeOrder"
|
|
1138
|
-
}
|
|
1139
|
-
],
|
|
1140
|
-
isError: true
|
|
1141
|
-
};
|
|
1142
|
-
}
|
|
1143
|
-
parser.send(order);
|
|
1144
|
-
const fixData = await response;
|
|
1145
|
-
verifiedOrders.delete(args.clOrdID);
|
|
1146
|
-
return {
|
|
1147
|
-
content: [
|
|
1148
|
-
{
|
|
1149
|
-
type: "text",
|
|
1150
|
-
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
1151
|
-
uri: "executeOrder"
|
|
1152
|
-
}
|
|
1153
|
-
]
|
|
1154
|
-
};
|
|
1155
|
-
} catch (error) {
|
|
1156
|
-
return {
|
|
1157
|
-
content: [
|
|
1158
|
-
{
|
|
1159
|
-
type: "text",
|
|
1160
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
1161
|
-
uri: "executeOrder"
|
|
1162
|
-
}
|
|
1163
|
-
],
|
|
1164
|
-
isError: true
|
|
1165
|
-
};
|
|
1166
|
-
}
|
|
1167
|
-
};
|
|
1168
|
-
};
|
|
1169
|
-
|
|
1170
|
-
// src/tools/parse.ts
|
|
1171
|
-
var createParseHandler = (parser) => {
|
|
1172
|
-
return async (args) => {
|
|
1173
|
-
try {
|
|
1174
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
1175
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
1176
|
-
return {
|
|
1177
|
-
content: [
|
|
1178
|
-
{
|
|
1179
|
-
type: "text",
|
|
1180
|
-
text: "Error: Failed to parse FIX string",
|
|
1181
|
-
uri: "parse"
|
|
1182
|
-
}
|
|
1183
|
-
],
|
|
1184
|
-
isError: true
|
|
1185
|
-
};
|
|
1186
|
-
}
|
|
1187
|
-
return {
|
|
1188
|
-
content: [
|
|
1189
|
-
{
|
|
1190
|
-
type: "text",
|
|
1191
|
-
text: `${parsedMessage[0].description}
|
|
1192
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
1193
|
-
uri: "parse"
|
|
1194
|
-
}
|
|
1195
|
-
]
|
|
1196
|
-
};
|
|
1197
|
-
} catch (error) {
|
|
1198
|
-
return {
|
|
1199
|
-
content: [
|
|
1200
|
-
{
|
|
1201
|
-
type: "text",
|
|
1202
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
1203
|
-
uri: "parse"
|
|
1204
|
-
}
|
|
1205
|
-
],
|
|
1206
|
-
isError: true
|
|
1207
|
-
};
|
|
1208
|
-
}
|
|
1209
|
-
};
|
|
1210
|
-
};
|
|
1211
|
-
|
|
1212
|
-
// src/tools/parseToJSON.ts
|
|
1213
|
-
var createParseToJSONHandler = (parser) => {
|
|
1214
|
-
return async (args) => {
|
|
1215
|
-
try {
|
|
1216
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
1217
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
1218
|
-
return {
|
|
1219
|
-
content: [
|
|
1220
|
-
{
|
|
1221
|
-
type: "text",
|
|
1222
|
-
text: "Error: Failed to parse FIX string",
|
|
1223
|
-
uri: "parseToJSON"
|
|
1224
|
-
}
|
|
1225
|
-
],
|
|
1226
|
-
isError: true
|
|
1227
|
-
};
|
|
1228
|
-
}
|
|
1229
|
-
return {
|
|
1230
|
-
content: [
|
|
1231
|
-
{
|
|
1232
|
-
type: "text",
|
|
1233
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
1234
|
-
uri: "parseToJSON"
|
|
1235
|
-
}
|
|
1236
|
-
]
|
|
1237
|
-
};
|
|
1238
|
-
} catch (error) {
|
|
1239
|
-
return {
|
|
1240
|
-
content: [
|
|
1241
|
-
{
|
|
1242
|
-
type: "text",
|
|
1243
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
1244
|
-
uri: "parseToJSON"
|
|
1245
|
-
}
|
|
1246
|
-
],
|
|
1247
|
-
isError: true
|
|
1248
|
-
};
|
|
1249
|
-
}
|
|
1250
|
-
};
|
|
1251
|
-
};
|
|
1252
|
-
|
|
1253
|
-
// src/tools/index.ts
|
|
1254
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
1255
|
-
parse: createParseHandler(parser),
|
|
1256
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
1257
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
1258
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
1259
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
1260
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
1261
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
|
|
1262
|
-
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
1263
|
-
});
|
|
1264
|
-
|
|
1265
|
-
// src/utils/messageHandler.ts
|
|
1266
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
1267
|
-
function getEnumValue(enumObj, name) {
|
|
1268
|
-
return enumObj[name] || name;
|
|
1269
|
-
}
|
|
1270
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
1271
|
-
const msgType = message.messageType;
|
|
1272
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
1273
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
1274
|
-
const fixJson = message.toFIXJSON();
|
|
1275
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
1276
|
-
const data = {
|
|
1277
|
-
timestamp: Date.now(),
|
|
1278
|
-
bid: 0,
|
|
1279
|
-
offer: 0,
|
|
1280
|
-
spread: 0,
|
|
1281
|
-
volume: 0,
|
|
1282
|
-
trade: 0,
|
|
1283
|
-
indexValue: 0,
|
|
1284
|
-
openingPrice: 0,
|
|
1285
|
-
closingPrice: 0,
|
|
1286
|
-
settlementPrice: 0,
|
|
1287
|
-
tradingSessionHighPrice: 0,
|
|
1288
|
-
tradingSessionLowPrice: 0,
|
|
1289
|
-
vwap: 0,
|
|
1290
|
-
imbalance: 0,
|
|
1291
|
-
openInterest: 0,
|
|
1292
|
-
compositeUnderlyingPrice: 0,
|
|
1293
|
-
simulatedSellPrice: 0,
|
|
1294
|
-
simulatedBuyPrice: 0,
|
|
1295
|
-
marginRate: 0,
|
|
1296
|
-
midPrice: 0,
|
|
1297
|
-
emptyBook: 0,
|
|
1298
|
-
settleHighPrice: 0,
|
|
1299
|
-
settleLowPrice: 0,
|
|
1300
|
-
priorSettlePrice: 0,
|
|
1301
|
-
sessionHighBid: 0,
|
|
1302
|
-
sessionLowOffer: 0,
|
|
1303
|
-
earlyPrices: 0,
|
|
1304
|
-
auctionClearingPrice: 0,
|
|
1305
|
-
swapValueFactor: 0,
|
|
1306
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
1307
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1308
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
1309
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1310
|
-
fixingPrice: 0,
|
|
1311
|
-
cashRate: 0,
|
|
1312
|
-
recoveryRate: 0,
|
|
1313
|
-
recoveryRateForLong: 0,
|
|
1314
|
-
recoveryRateForShort: 0,
|
|
1315
|
-
marketBid: 0,
|
|
1316
|
-
marketOffer: 0,
|
|
1317
|
-
shortSaleMinPrice: 0,
|
|
1318
|
-
previousClosingPrice: 0,
|
|
1319
|
-
thresholdLimitPriceBanding: 0,
|
|
1320
|
-
dailyFinancingValue: 0,
|
|
1321
|
-
accruedFinancingValue: 0,
|
|
1322
|
-
twap: 0
|
|
1323
|
-
};
|
|
1324
|
-
for (const entry of entries) {
|
|
1325
|
-
const entryType = entry.MDEntryType;
|
|
1326
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1327
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1328
|
-
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1329
|
-
switch (enumValue) {
|
|
1330
|
-
case MDEntryType2.Bid:
|
|
1331
|
-
data.bid = price;
|
|
1332
|
-
break;
|
|
1333
|
-
case MDEntryType2.Offer:
|
|
1334
|
-
data.offer = price;
|
|
1335
|
-
break;
|
|
1336
|
-
case MDEntryType2.Trade:
|
|
1337
|
-
data.trade = price;
|
|
1338
|
-
break;
|
|
1339
|
-
case MDEntryType2.IndexValue:
|
|
1340
|
-
data.indexValue = price;
|
|
1341
|
-
break;
|
|
1342
|
-
case MDEntryType2.OpeningPrice:
|
|
1343
|
-
data.openingPrice = price;
|
|
1344
|
-
break;
|
|
1345
|
-
case MDEntryType2.ClosingPrice:
|
|
1346
|
-
data.closingPrice = price;
|
|
1347
|
-
break;
|
|
1348
|
-
case MDEntryType2.SettlementPrice:
|
|
1349
|
-
data.settlementPrice = price;
|
|
1350
|
-
break;
|
|
1351
|
-
case MDEntryType2.TradingSessionHighPrice:
|
|
1352
|
-
data.tradingSessionHighPrice = price;
|
|
1353
|
-
break;
|
|
1354
|
-
case MDEntryType2.TradingSessionLowPrice:
|
|
1355
|
-
data.tradingSessionLowPrice = price;
|
|
1356
|
-
break;
|
|
1357
|
-
case MDEntryType2.VWAP:
|
|
1358
|
-
data.vwap = price;
|
|
1359
|
-
break;
|
|
1360
|
-
case MDEntryType2.Imbalance:
|
|
1361
|
-
data.imbalance = size;
|
|
1362
|
-
break;
|
|
1363
|
-
case MDEntryType2.TradeVolume:
|
|
1364
|
-
data.volume = size;
|
|
1365
|
-
break;
|
|
1366
|
-
case MDEntryType2.OpenInterest:
|
|
1367
|
-
data.openInterest = size;
|
|
1368
|
-
break;
|
|
1369
|
-
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1370
|
-
data.compositeUnderlyingPrice = price;
|
|
1371
|
-
break;
|
|
1372
|
-
case MDEntryType2.SimulatedSellPrice:
|
|
1373
|
-
data.simulatedSellPrice = price;
|
|
1374
|
-
break;
|
|
1375
|
-
case MDEntryType2.SimulatedBuyPrice:
|
|
1376
|
-
data.simulatedBuyPrice = price;
|
|
1377
|
-
break;
|
|
1378
|
-
case MDEntryType2.MarginRate:
|
|
1379
|
-
data.marginRate = price;
|
|
1380
|
-
break;
|
|
1381
|
-
case MDEntryType2.MidPrice:
|
|
1382
|
-
data.midPrice = price;
|
|
1383
|
-
break;
|
|
1384
|
-
case MDEntryType2.EmptyBook:
|
|
1385
|
-
data.emptyBook = 1;
|
|
1386
|
-
break;
|
|
1387
|
-
case MDEntryType2.SettleHighPrice:
|
|
1388
|
-
data.settleHighPrice = price;
|
|
1389
|
-
break;
|
|
1390
|
-
case MDEntryType2.SettleLowPrice:
|
|
1391
|
-
data.settleLowPrice = price;
|
|
1392
|
-
break;
|
|
1393
|
-
case MDEntryType2.PriorSettlePrice:
|
|
1394
|
-
data.priorSettlePrice = price;
|
|
1395
|
-
break;
|
|
1396
|
-
case MDEntryType2.SessionHighBid:
|
|
1397
|
-
data.sessionHighBid = price;
|
|
1398
|
-
break;
|
|
1399
|
-
case MDEntryType2.SessionLowOffer:
|
|
1400
|
-
data.sessionLowOffer = price;
|
|
1401
|
-
break;
|
|
1402
|
-
case MDEntryType2.EarlyPrices:
|
|
1403
|
-
data.earlyPrices = price;
|
|
1404
|
-
break;
|
|
1405
|
-
case MDEntryType2.AuctionClearingPrice:
|
|
1406
|
-
data.auctionClearingPrice = price;
|
|
1407
|
-
break;
|
|
1408
|
-
case MDEntryType2.SwapValueFactor:
|
|
1409
|
-
data.swapValueFactor = price;
|
|
1410
|
-
break;
|
|
1411
|
-
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1412
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1413
|
-
break;
|
|
1414
|
-
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1415
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1416
|
-
break;
|
|
1417
|
-
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1418
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1419
|
-
break;
|
|
1420
|
-
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1421
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1422
|
-
break;
|
|
1423
|
-
case MDEntryType2.FixingPrice:
|
|
1424
|
-
data.fixingPrice = price;
|
|
1425
|
-
break;
|
|
1426
|
-
case MDEntryType2.CashRate:
|
|
1427
|
-
data.cashRate = price;
|
|
1428
|
-
break;
|
|
1429
|
-
case MDEntryType2.RecoveryRate:
|
|
1430
|
-
data.recoveryRate = price;
|
|
1431
|
-
break;
|
|
1432
|
-
case MDEntryType2.RecoveryRateForLong:
|
|
1433
|
-
data.recoveryRateForLong = price;
|
|
1434
|
-
break;
|
|
1435
|
-
case MDEntryType2.RecoveryRateForShort:
|
|
1436
|
-
data.recoveryRateForShort = price;
|
|
1437
|
-
break;
|
|
1438
|
-
case MDEntryType2.MarketBid:
|
|
1439
|
-
data.marketBid = price;
|
|
1440
|
-
break;
|
|
1441
|
-
case MDEntryType2.MarketOffer:
|
|
1442
|
-
data.marketOffer = price;
|
|
1443
|
-
break;
|
|
1444
|
-
case MDEntryType2.ShortSaleMinPrice:
|
|
1445
|
-
data.shortSaleMinPrice = price;
|
|
1446
|
-
break;
|
|
1447
|
-
case MDEntryType2.PreviousClosingPrice:
|
|
1448
|
-
data.previousClosingPrice = price;
|
|
1449
|
-
break;
|
|
1450
|
-
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1451
|
-
data.thresholdLimitPriceBanding = price;
|
|
1452
|
-
break;
|
|
1453
|
-
case MDEntryType2.DailyFinancingValue:
|
|
1454
|
-
data.dailyFinancingValue = price;
|
|
1455
|
-
break;
|
|
1456
|
-
case MDEntryType2.AccruedFinancingValue:
|
|
1457
|
-
data.accruedFinancingValue = price;
|
|
1458
|
-
break;
|
|
1459
|
-
case MDEntryType2.TWAP:
|
|
1460
|
-
data.twap = price;
|
|
1461
|
-
break;
|
|
1462
|
-
}
|
|
1463
|
-
}
|
|
1464
|
-
data.spread = data.offer - data.bid;
|
|
1465
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1466
|
-
marketDataPrices.set(symbol, []);
|
|
1467
|
-
}
|
|
1468
|
-
const prices = marketDataPrices.get(symbol);
|
|
1469
|
-
prices.push(data);
|
|
1470
|
-
if (prices.length > maxPriceHistory) {
|
|
1471
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1472
|
-
}
|
|
1473
|
-
onPriceUpdate?.(symbol, data);
|
|
1474
|
-
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1475
|
-
if (mdReqID) {
|
|
1476
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1477
|
-
if (callback) {
|
|
1478
|
-
callback(message);
|
|
1479
|
-
pendingRequests.delete(mdReqID);
|
|
1480
|
-
}
|
|
1481
|
-
}
|
|
1482
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
1483
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1484
|
-
const callback = pendingRequests.get(reqId);
|
|
1485
|
-
if (callback) {
|
|
1486
|
-
callback(message);
|
|
1487
|
-
pendingRequests.delete(reqId);
|
|
1488
|
-
}
|
|
1489
|
-
}
|
|
1490
|
-
}
|
|
1491
|
-
|
|
1492
|
-
// src/MCPRemote.ts
|
|
1493
|
-
var transports = {};
|
|
1494
|
-
function jsonSchemaToZod(schema) {
|
|
1495
|
-
if (schema.type === "object") {
|
|
1496
|
-
const shape = {};
|
|
1497
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1498
|
-
const propSchema = prop;
|
|
1499
|
-
if (propSchema.type === "string") {
|
|
1500
|
-
if (propSchema.enum) {
|
|
1501
|
-
shape[key] = z.enum(propSchema.enum);
|
|
1502
|
-
} else {
|
|
1503
|
-
shape[key] = z.string();
|
|
1504
|
-
}
|
|
1505
|
-
} else if (propSchema.type === "number") {
|
|
1506
|
-
shape[key] = z.number();
|
|
1507
|
-
} else if (propSchema.type === "boolean") {
|
|
1508
|
-
shape[key] = z.boolean();
|
|
1509
|
-
} else if (propSchema.type === "array") {
|
|
1510
|
-
if (propSchema.items.type === "string") {
|
|
1511
|
-
shape[key] = z.array(z.string());
|
|
1512
|
-
} else if (propSchema.items.type === "number") {
|
|
1513
|
-
shape[key] = z.array(z.number());
|
|
1514
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1515
|
-
shape[key] = z.array(z.boolean());
|
|
1516
|
-
} else {
|
|
1517
|
-
shape[key] = z.array(z.any());
|
|
1518
|
-
}
|
|
1519
|
-
} else {
|
|
1520
|
-
shape[key] = z.any();
|
|
1521
|
-
}
|
|
1522
|
-
}
|
|
1523
|
-
return shape;
|
|
1524
|
-
}
|
|
1525
|
-
return {};
|
|
1526
|
-
}
|
|
1527
|
-
var MCPRemote = class extends MCPBase {
|
|
1528
|
-
/**
|
|
1529
|
-
* Port number the server will listen on.
|
|
1530
32
|
* @private
|
|
1531
33
|
*/
|
|
1532
|
-
|
|
34
|
+
parser;
|
|
1533
35
|
/**
|
|
1534
36
|
* Node.js HTTP server instance created internally.
|
|
1535
37
|
* @private
|
|
1536
38
|
*/
|
|
1537
|
-
|
|
39
|
+
server;
|
|
1538
40
|
/**
|
|
1539
41
|
* MCP server instance handling MCP protocol logic.
|
|
1540
42
|
* @private
|
|
@@ -1544,61 +46,89 @@ var MCPRemote = class extends MCPBase {
|
|
|
1544
46
|
* Optional name of the plugin/server instance.
|
|
1545
47
|
* @private
|
|
1546
48
|
*/
|
|
1547
|
-
|
|
49
|
+
name;
|
|
1548
50
|
/**
|
|
1549
51
|
* Optional version string of the plugin/server.
|
|
1550
52
|
* @private
|
|
1551
53
|
*/
|
|
1552
|
-
|
|
54
|
+
version;
|
|
1553
55
|
/**
|
|
1554
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
1555
57
|
* @private
|
|
1556
58
|
*/
|
|
1557
|
-
|
|
59
|
+
onReady = void 0;
|
|
1558
60
|
/**
|
|
1559
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
1560
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1561
66
|
*/
|
|
1562
67
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1563
|
-
/**
|
|
1564
|
-
* Map to store market data prices for each symbol
|
|
1565
|
-
* @private
|
|
1566
|
-
*/
|
|
1567
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1568
|
-
/**
|
|
1569
|
-
* Maximum number of price history entries to keep per symbol
|
|
1570
|
-
* @private
|
|
1571
|
-
*/
|
|
1572
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
1573
68
|
constructor({ port, logger, onReady }) {
|
|
1574
|
-
super({ logger, onReady });
|
|
1575
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
1576
72
|
}
|
|
1577
73
|
async register(parser) {
|
|
1578
74
|
this.parser = parser;
|
|
75
|
+
this.parser.addOnMessageCallback((message) => {
|
|
76
|
+
this.logger?.log({
|
|
77
|
+
level: "info",
|
|
78
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
+
});
|
|
80
|
+
const msgType = message.messageType;
|
|
81
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
+
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
+
if (idField) {
|
|
84
|
+
const id = idField.value;
|
|
85
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
+
const callback = this.pendingRequests.get(String(id));
|
|
87
|
+
if (callback) {
|
|
88
|
+
callback(message);
|
|
89
|
+
this.pendingRequests.delete(String(id));
|
|
90
|
+
}
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
}
|
|
94
|
+
});
|
|
1579
95
|
this.logger = parser.logger;
|
|
1580
96
|
this.logger?.log({
|
|
1581
97
|
level: "info",
|
|
1582
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1583
99
|
});
|
|
1584
|
-
this.
|
|
1585
|
-
if (this.parser) {
|
|
1586
|
-
handleMessage(
|
|
1587
|
-
message,
|
|
1588
|
-
this.parser,
|
|
1589
|
-
this.pendingRequests,
|
|
1590
|
-
this.marketDataPrices,
|
|
1591
|
-
this.MAX_PRICE_HISTORY
|
|
1592
|
-
);
|
|
1593
|
-
}
|
|
1594
|
-
});
|
|
1595
|
-
this.httpServer = createServer(async (req, res) => {
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
1596
101
|
if (!req.url || !req.method) {
|
|
1597
102
|
res.writeHead(400);
|
|
1598
103
|
res.end("Bad Request");
|
|
1599
104
|
return;
|
|
1600
105
|
}
|
|
1601
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
107
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
+
const config = {
|
|
109
|
+
issuer: "https://accounts.google.com",
|
|
110
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
+
response_types_supported: [
|
|
114
|
+
"code",
|
|
115
|
+
"token",
|
|
116
|
+
"id_token",
|
|
117
|
+
"code token",
|
|
118
|
+
"code id_token",
|
|
119
|
+
"token id_token",
|
|
120
|
+
"code token id_token"
|
|
121
|
+
],
|
|
122
|
+
subject_types_supported: ["public"],
|
|
123
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
+
};
|
|
127
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
+
res.end(JSON.stringify(config));
|
|
129
|
+
return;
|
|
130
|
+
}
|
|
131
|
+
if (url.pathname === "/") {
|
|
1602
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
1603
133
|
if (req.method === "POST") {
|
|
1604
134
|
const bodyChunks = [];
|
|
@@ -1631,10 +161,10 @@ var MCPRemote = class extends MCPBase {
|
|
|
1631
161
|
}
|
|
1632
162
|
};
|
|
1633
163
|
this.mcpServer = new McpServer({
|
|
1634
|
-
name: this.
|
|
1635
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1636
166
|
});
|
|
1637
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1638
168
|
await this.mcpServer.connect(transport);
|
|
1639
169
|
} else {
|
|
1640
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -1650,15 +180,7 @@ var MCPRemote = class extends MCPBase {
|
|
|
1650
180
|
);
|
|
1651
181
|
return;
|
|
1652
182
|
}
|
|
1653
|
-
|
|
1654
|
-
await transport.handleRequest(req, res, parsed);
|
|
1655
|
-
} catch (error) {
|
|
1656
|
-
this.logger?.log({
|
|
1657
|
-
level: "error",
|
|
1658
|
-
message: `Error handling request: ${error}`
|
|
1659
|
-
});
|
|
1660
|
-
throw error;
|
|
1661
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1662
184
|
});
|
|
1663
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1664
186
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -1667,29 +189,17 @@ var MCPRemote = class extends MCPBase {
|
|
|
1667
189
|
return;
|
|
1668
190
|
}
|
|
1669
191
|
const transport = transports[sessionId];
|
|
1670
|
-
|
|
1671
|
-
await transport.handleRequest(req, res);
|
|
1672
|
-
} catch (error) {
|
|
1673
|
-
this.logger?.log({
|
|
1674
|
-
level: "error",
|
|
1675
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1676
|
-
});
|
|
1677
|
-
throw error;
|
|
1678
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1679
193
|
} else {
|
|
1680
|
-
this.logger?.log({
|
|
1681
|
-
level: "error",
|
|
1682
|
-
message: `Method not allowed: ${req.method}`
|
|
1683
|
-
});
|
|
1684
194
|
res.writeHead(405);
|
|
1685
195
|
res.end("Method Not Allowed");
|
|
1686
196
|
}
|
|
1687
|
-
|
|
1688
|
-
res.writeHead(404);
|
|
1689
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1690
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1691
201
|
});
|
|
1692
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1693
203
|
this.logger?.log({
|
|
1694
204
|
level: "info",
|
|
1695
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1699,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1699
209
|
this.onReady();
|
|
1700
210
|
}
|
|
1701
211
|
}
|
|
1702
|
-
|
|
212
|
+
addWorkflows() {
|
|
1703
213
|
if (!this.parser) {
|
|
1704
214
|
this.logger?.log({
|
|
1705
215
|
level: "error",
|
|
1706
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1707
217
|
});
|
|
1708
218
|
return;
|
|
1709
219
|
}
|
|
1710
220
|
if (!this.mcpServer) {
|
|
1711
221
|
this.logger?.log({
|
|
1712
222
|
level: "error",
|
|
1713
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1714
224
|
});
|
|
1715
225
|
return;
|
|
1716
226
|
}
|
|
1717
|
-
|
|
1718
|
-
|
|
1719
|
-
|
|
1720
|
-
|
|
1721
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
232
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
+
this.logger?.log({
|
|
235
|
+
level: "error",
|
|
236
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
+
});
|
|
238
|
+
return {
|
|
239
|
+
isError: true,
|
|
240
|
+
content: [
|
|
241
|
+
{
|
|
242
|
+
type: "text",
|
|
243
|
+
text: "Error: Failed to parse FIX string"
|
|
244
|
+
}
|
|
245
|
+
]
|
|
246
|
+
};
|
|
247
|
+
}
|
|
248
|
+
return {
|
|
249
|
+
content: [
|
|
250
|
+
{
|
|
251
|
+
type: "text",
|
|
252
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
+
}
|
|
254
|
+
]
|
|
255
|
+
};
|
|
256
|
+
}
|
|
1722
257
|
);
|
|
1723
|
-
|
|
1724
|
-
|
|
1725
|
-
|
|
1726
|
-
|
|
1727
|
-
|
|
1728
|
-
|
|
1729
|
-
|
|
1730
|
-
|
|
1731
|
-
|
|
1732
|
-
|
|
1733
|
-
|
|
1734
|
-
|
|
1735
|
-
{
|
|
1736
|
-
type: "text",
|
|
1737
|
-
text: `Tool not found: ${name}`
|
|
1738
|
-
}
|
|
1739
|
-
],
|
|
1740
|
-
isError: true
|
|
1741
|
-
};
|
|
258
|
+
this.mcpServer.prompt(
|
|
259
|
+
"parse",
|
|
260
|
+
"Parses a FIX message and describes it in plain language",
|
|
261
|
+
{ fixString: z.string() },
|
|
262
|
+
({ fixString }) => ({
|
|
263
|
+
messages: [
|
|
264
|
+
{
|
|
265
|
+
role: "user",
|
|
266
|
+
content: {
|
|
267
|
+
type: "text",
|
|
268
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
+
}
|
|
1742
270
|
}
|
|
1743
|
-
|
|
271
|
+
]
|
|
272
|
+
})
|
|
273
|
+
);
|
|
274
|
+
this.mcpServer.tool(
|
|
275
|
+
"parseToJSON",
|
|
276
|
+
"Parses a FIX message into JSON",
|
|
277
|
+
{ fixString: z.string() },
|
|
278
|
+
async ({ fixString }) => {
|
|
279
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
+
this.logger?.log({
|
|
282
|
+
level: "error",
|
|
283
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
+
});
|
|
1744
285
|
return {
|
|
1745
|
-
|
|
1746
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1747
293
|
};
|
|
1748
294
|
}
|
|
1749
|
-
|
|
1750
|
-
|
|
295
|
+
return {
|
|
296
|
+
content: [
|
|
297
|
+
{
|
|
298
|
+
type: "text",
|
|
299
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
+
}
|
|
301
|
+
]
|
|
302
|
+
};
|
|
303
|
+
}
|
|
304
|
+
);
|
|
305
|
+
this.mcpServer.prompt(
|
|
306
|
+
"parseToJSON",
|
|
307
|
+
"Parses a FIX message into JSON",
|
|
308
|
+
{ fixString: z.string() },
|
|
309
|
+
({ fixString }) => ({
|
|
310
|
+
messages: [
|
|
311
|
+
{
|
|
312
|
+
role: "user",
|
|
313
|
+
content: {
|
|
314
|
+
type: "text",
|
|
315
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
+
}
|
|
317
|
+
}
|
|
318
|
+
]
|
|
319
|
+
})
|
|
320
|
+
);
|
|
321
|
+
this.mcpServer.tool(
|
|
322
|
+
"newOrderSingle",
|
|
323
|
+
"Creates and sends a New Order Single",
|
|
324
|
+
{
|
|
325
|
+
clOrdID: z.string(),
|
|
326
|
+
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
+
quantity: z.number(),
|
|
328
|
+
price: z.number(),
|
|
329
|
+
ordType: z.enum([
|
|
330
|
+
"1",
|
|
331
|
+
"2",
|
|
332
|
+
"3",
|
|
333
|
+
"4",
|
|
334
|
+
"5",
|
|
335
|
+
"6",
|
|
336
|
+
"7",
|
|
337
|
+
"8",
|
|
338
|
+
"9",
|
|
339
|
+
"A",
|
|
340
|
+
"B",
|
|
341
|
+
"C",
|
|
342
|
+
"D",
|
|
343
|
+
"E",
|
|
344
|
+
"F",
|
|
345
|
+
"G",
|
|
346
|
+
"H",
|
|
347
|
+
"I",
|
|
348
|
+
"J",
|
|
349
|
+
"K",
|
|
350
|
+
"L",
|
|
351
|
+
"M",
|
|
352
|
+
"P",
|
|
353
|
+
"Q",
|
|
354
|
+
"R",
|
|
355
|
+
"S"
|
|
356
|
+
]).default(OrdType.Market).optional(),
|
|
357
|
+
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
+
// 1 = Buy, 2 = Sell...
|
|
359
|
+
symbol: z.string(),
|
|
360
|
+
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
+
},
|
|
362
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
+
const response = new Promise((resolve) => {
|
|
364
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
+
});
|
|
366
|
+
const order = this.parser?.createMessage(
|
|
367
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
+
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
+
new Field(Fields.Side, side),
|
|
374
|
+
new Field(Fields.Symbol, symbol),
|
|
375
|
+
new Field(Fields.OrderQty, quantity),
|
|
376
|
+
new Field(Fields.Price, price),
|
|
377
|
+
new Field(Fields.OrdType, ordType),
|
|
378
|
+
new Field(Fields.HandlInst, handlInst),
|
|
379
|
+
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
+
);
|
|
382
|
+
if (!this.parser?.connected) {
|
|
383
|
+
this.logger?.log({
|
|
384
|
+
level: "error",
|
|
385
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
+
});
|
|
387
|
+
return {
|
|
388
|
+
isError: true,
|
|
389
|
+
content: [
|
|
390
|
+
{
|
|
391
|
+
type: "text",
|
|
392
|
+
text: "Error: Not connected. Ignoring message."
|
|
393
|
+
}
|
|
394
|
+
]
|
|
395
|
+
};
|
|
396
|
+
}
|
|
397
|
+
this.parser?.send(order);
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "info",
|
|
400
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
+
});
|
|
402
|
+
const fixData = await response;
|
|
403
|
+
return {
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
432
|
+
text: [
|
|
433
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
+
`- ClOrdID: ${clOrdID}`,
|
|
435
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
+
`- Quantity: ${quantity}`,
|
|
437
|
+
`- Price: ${price}`,
|
|
438
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
+
`- Side: ${side}`,
|
|
440
|
+
`- Symbol: ${symbol}`,
|
|
441
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
+
"",
|
|
443
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
+
].join("\n")
|
|
445
|
+
}
|
|
446
|
+
}
|
|
447
|
+
]
|
|
448
|
+
})
|
|
449
|
+
);
|
|
450
|
+
this.mcpServer.tool(
|
|
451
|
+
"marketDataRequest",
|
|
452
|
+
"Sends a request for Market Data with the given symbol",
|
|
453
|
+
{
|
|
454
|
+
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
+
// MDUpdateType.FullRefresh
|
|
456
|
+
symbol: z.string(),
|
|
457
|
+
mdReqID: z.string(),
|
|
458
|
+
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
+
mdEntryType: z.enum([
|
|
460
|
+
"0",
|
|
461
|
+
"1",
|
|
462
|
+
"2",
|
|
463
|
+
"3",
|
|
464
|
+
"4",
|
|
465
|
+
"5",
|
|
466
|
+
"6",
|
|
467
|
+
"7",
|
|
468
|
+
"8",
|
|
469
|
+
"9",
|
|
470
|
+
"A",
|
|
471
|
+
"B",
|
|
472
|
+
"C",
|
|
473
|
+
"D",
|
|
474
|
+
"E",
|
|
475
|
+
"F",
|
|
476
|
+
"G",
|
|
477
|
+
"H",
|
|
478
|
+
"J",
|
|
479
|
+
"K",
|
|
480
|
+
"L",
|
|
481
|
+
"M",
|
|
482
|
+
"N",
|
|
483
|
+
"O",
|
|
484
|
+
"P",
|
|
485
|
+
"Q",
|
|
486
|
+
"S",
|
|
487
|
+
"R",
|
|
488
|
+
"T",
|
|
489
|
+
"U",
|
|
490
|
+
"V",
|
|
491
|
+
"W",
|
|
492
|
+
"X",
|
|
493
|
+
"Y",
|
|
494
|
+
"Z",
|
|
495
|
+
"a",
|
|
496
|
+
"b",
|
|
497
|
+
"c",
|
|
498
|
+
"d",
|
|
499
|
+
"e",
|
|
500
|
+
"g",
|
|
501
|
+
"h",
|
|
502
|
+
"i",
|
|
503
|
+
"t"
|
|
504
|
+
]).default(MDEntryType.Bid).optional()
|
|
505
|
+
},
|
|
506
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
+
const response = new Promise((resolve) => {
|
|
508
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
+
});
|
|
510
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
+
new Field(Fields.MarketDepth, 0),
|
|
517
|
+
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
+
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
+
new Field(Fields.Symbol, symbol),
|
|
520
|
+
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
+
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
+
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
+
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
+
);
|
|
525
|
+
if (!this.parser?.connected) {
|
|
526
|
+
this.logger?.log({
|
|
527
|
+
level: "error",
|
|
528
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "info",
|
|
543
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
+
});
|
|
545
|
+
const fixData = await response;
|
|
546
|
+
return {
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
);
|
|
556
|
+
this.mcpServer.prompt(
|
|
557
|
+
"marketDataRequest",
|
|
558
|
+
"Sends a request for Market Data with the given symbol",
|
|
559
|
+
{
|
|
560
|
+
mdUpdateType: z.string(),
|
|
561
|
+
symbol: z.string(),
|
|
562
|
+
mdReqID: z.string(),
|
|
563
|
+
subscriptionRequestType: z.string(),
|
|
564
|
+
mdEntryType: z.string()
|
|
565
|
+
},
|
|
566
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
+
messages: [
|
|
568
|
+
{
|
|
569
|
+
role: "user",
|
|
570
|
+
content: {
|
|
571
|
+
type: "text",
|
|
572
|
+
text: [
|
|
573
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
+
`- Symbol: ${symbol}`,
|
|
576
|
+
`- MDReqID: ${mdReqID}`,
|
|
577
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
+
"",
|
|
580
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
+
].join("\n")
|
|
582
|
+
}
|
|
583
|
+
}
|
|
584
|
+
]
|
|
585
|
+
})
|
|
586
|
+
);
|
|
1751
587
|
}
|
|
1752
588
|
};
|
|
1753
589
|
export {
|