fixparser-plugin-mcp 9.1.7-c6228661 → 9.1.7-ce8f7927

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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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- // src/MCPBase.ts
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- var MCPBase = class {
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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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- * @protected
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+ * @private
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  */
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  logger;
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  /**
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  * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- marketDataRequest: {
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- description: "Requests market data for specified symbols",
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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- technicalAnalysis: {
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- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: {
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- type: "string",
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- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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- }
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- },
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- required: ["symbol"]
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- }
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- }
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- };
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-
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- // src/tools/analytics.ts
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- function sum(numbers) {
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- return numbers.reduce((acc, val) => acc + val, 0);
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- }
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- var TechnicalAnalyzer = class {
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- prices;
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- volumes;
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- highs;
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- lows;
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- constructor(data) {
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- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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- this.volumes = data.map((d) => d.volume);
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- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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- }
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- // Calculate Simple Moving Average
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- calculateSMA(data, period) {
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- const sma = [];
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- for (let i = period - 1; i < data.length; i++) {
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- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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- sma.push(sum2 / period);
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- }
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- return sma;
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- }
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- // Calculate Exponential Moving Average
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- calculateEMA(data, period) {
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- const multiplier = 2 / (period + 1);
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- const ema = [data[0]];
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- for (let i = 1; i < data.length; i++) {
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- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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- }
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- return ema;
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- }
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- // Calculate RSI
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- calculateRSI(data, period = 14) {
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- if (data.length < period + 1) return [];
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- const changes = [];
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- for (let i = 1; i < data.length; i++) {
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- changes.push(data[i] - data[i - 1]);
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- }
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- const gains = changes.map((change) => change > 0 ? change : 0);
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- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- const rsi = [];
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- for (let i = period; i < changes.length; i++) {
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- const rs = avgGain / avgLoss;
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- rsi.push(100 - 100 / (1 + rs));
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- avgGain = (avgGain * (period - 1) + gains[i]) / period;
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- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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- }
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- return rsi;
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- }
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- // Calculate Bollinger Bands
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- calculateBollingerBands(data, period = 20, stdDev = 2) {
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- if (data.length < period) return [];
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- const sma = this.calculateSMA(data, period);
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- const bands = [];
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- for (let i = 0; i < sma.length; i++) {
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- const dataSlice = data.slice(i, i + period);
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- const mean = sma[i];
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- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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- const standardDeviation = Math.sqrt(variance);
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- bands.push({
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- upper: mean + standardDeviation * stdDev,
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- middle: mean,
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- lower: mean - standardDeviation * stdDev
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- });
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- }
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- return bands;
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- }
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- // Calculate maximum drawdown
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- calculateMaxDrawdown(prices) {
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- let maxPrice = prices[0];
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- let maxDrawdown = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] > maxPrice) {
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- maxPrice = prices[i];
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- }
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- const drawdown = (maxPrice - prices[i]) / maxPrice;
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- if (drawdown > maxDrawdown) {
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- maxDrawdown = drawdown;
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- }
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- }
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- return maxDrawdown;
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- }
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- // Calculate price changes for volatility
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- calculatePriceChanges() {
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- const changes = [];
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- for (let i = 1; i < this.prices.length; i++) {
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- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
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- }
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- return changes;
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- }
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- // Generate comprehensive market analysis
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- analyze() {
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- const currentPrice = this.prices[this.prices.length - 1];
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- const startPrice = this.prices[0];
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- const sessionHigh = Math.max(...this.highs);
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- const sessionLow = Math.min(...this.lows);
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- const totalVolume = sum(this.volumes);
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- const avgVolume = totalVolume / this.volumes.length;
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- const priceChanges = this.calculatePriceChanges();
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- const volatility = priceChanges.length > 0 ? Math.sqrt(
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- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
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- ) * Math.sqrt(252) * 100 : 0;
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- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
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- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
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- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
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- const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
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- const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
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- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
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- return {
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- currentPrice,
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- startPrice,
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- sessionHigh,
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- sessionLow,
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- totalVolume,
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- avgVolume,
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- volatility,
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- sessionReturn,
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- pricePosition,
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- trueVWAP,
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- momentum5,
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- momentum10,
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- maxDrawdown
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- };
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- }
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- // Generate technical indicators
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- getTechnicalIndicators() {
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- return {
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- sma5: this.calculateSMA(this.prices, 5),
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- sma10: this.calculateSMA(this.prices, 10),
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- ema8: this.calculateEMA(this.prices, 8),
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- ema21: this.calculateEMA(this.prices, 21),
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- rsi: this.calculateRSI(this.prices, 14),
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- bollinger: this.calculateBollingerBands(this.prices, 20, 2)
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- };
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- }
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- // Generate trading signals
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- generateSignals() {
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- const analysis = this.analyze();
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- let bullishSignals = 0;
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- let bearishSignals = 0;
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- const signals = [];
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- if (analysis.currentPrice > analysis.trueVWAP) {
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- signals.push(
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- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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- );
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- bullishSignals++;
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- } else {
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- signals.push(
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- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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- );
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- bearishSignals++;
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- }
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- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
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- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
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- bullishSignals++;
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- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
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- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
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- bearishSignals++;
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- } else {
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- signals.push("\u25D0 MIXED: Conflicting momentum signals");
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- }
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- const currentVolume = this.volumes[this.volumes.length - 1];
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- const volumeRatio = currentVolume / analysis.avgVolume;
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- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
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- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
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- bullishSignals++;
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- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
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- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
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- bearishSignals++;
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- } else {
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- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
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- }
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- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
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- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
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- bearishSignals++;
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- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
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- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
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- bullishSignals++;
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- } else {
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- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
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- }
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- return { bullishSignals, bearishSignals, signals };
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- }
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- // Generate comprehensive JSON analysis
483
- generateJSONAnalysis(symbol) {
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- const analysis = this.analyze();
485
- const indicators = this.getTechnicalIndicators();
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- const signals = this.generateSignals();
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- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
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- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
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- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
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- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
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- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
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- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
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- const currentVolume = this.volumes[this.volumes.length - 1];
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- const volumeRatio = currentVolume / analysis.avgVolume;
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- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
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- 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
- port;
34
+ parser;
1533
35
  /**
1534
36
  * Node.js HTTP server instance created internally.
1535
37
  * @private
1536
38
  */
1537
- httpServer;
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
- serverName;
49
+ name;
1548
50
  /**
1549
51
  * Optional version string of the plugin/server.
1550
52
  * @private
1551
53
  */
1552
- serverVersion;
54
+ version;
1553
55
  /**
1554
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
1555
57
  * @private
1556
58
  */
1557
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
1558
60
  /**
1559
- * Map to store pending requests and their callbacks
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 ${this.port}...`
1583
99
  });
1584
- this.parser.addOnMessageCallback((message) => {
1585
- if (this.parser) {
1586
- handleMessage(
1587
- message,
1588
- this.parser,
1589
- this.pendingRequests,
1590
- this.marketDataPrices,
1591
- this.MAX_PRICE_HISTORY
1592
- );
1593
- }
1594
- });
1595
- this.httpServer = createServer(async (req, res) => {
100
+ this.server = createServer(async (req, res) => {
1596
101
  if (!req.url || !req.method) {
1597
102
  res.writeHead(400);
1598
103
  res.end("Bad Request");
1599
104
  return;
1600
105
  }
1601
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${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.serverName || "FIXParser",
1635
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
1636
166
  });
1637
- this.setupTools();
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
- try {
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
- try {
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: ${req.method}`
1683
- });
1684
194
  res.writeHead(405);
1685
195
  res.end("Method Not Allowed");
1686
196
  }
1687
- } else {
1688
- res.writeHead(404);
1689
- res.end("Not Found");
197
+ return;
1690
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
1691
201
  });
1692
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
1693
203
  this.logger?.log({
1694
204
  level: "info",
1695
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1699,55 +209,381 @@ var MCPRemote = class extends MCPBase {
1699
209
  this.onReady();
1700
210
  }
1701
211
  }
1702
- setupTools() {
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 tools..."
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 tools..."
223
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1714
224
  });
1715
225
  return;
1716
226
  }
1717
- const toolHandlers = createToolHandlers(
1718
- this.parser,
1719
- this.verifiedOrders,
1720
- this.pendingRequests,
1721
- this.marketDataPrices
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
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1724
- this.mcpServer?.registerTool(
1725
- name,
1726
- {
1727
- description,
1728
- inputSchema: jsonSchemaToZod(schema)
1729
- },
1730
- async (args) => {
1731
- const handler = toolHandlers[name];
1732
- if (!handler) {
1733
- return {
1734
- content: [
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
- const result = await handler(args);
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
- content: result.content,
1746
- isError: result.isError
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 {