fixparser-plugin-mcp 9.1.7-c6228661 → 9.1.7-d47799ff

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,9 +1,7 @@
1
1
  "use strict";
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- var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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- var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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- var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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- // If the importer is in node compatibility mode or this is not an ESM
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- // file that has been converted to a CommonJS file using a Babel-
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- // compatible transform (i.e. "__esModule" has not been set), then set
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- // "default" to the CommonJS "module.exports" for node compatibility.
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- isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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- mod
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- ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPLocal.ts
@@ -33,1602 +23,665 @@ __export(MCPLocal_exports, {
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  MCPLocal: () => MCPLocal
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  });
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  module.exports = __toCommonJS(MCPLocal_exports);
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- var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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+ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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+ var import_fixparser = require("fixparser");
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  var import_zod = require("zod");
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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+ var MCPLocal = class {
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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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+ server = new import_mcp.McpServer(
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+ {
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+ name: "fixparser",
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+ version: "1.0.0"
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+ },
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+ {
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+ capabilities: {
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+ tools: {},
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+ prompts: {},
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+ resources: {}
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+ }
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+ }
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+ );
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+ transport = new import_stdio.StdioServerTransport();
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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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47
  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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- */
71
- 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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- */
76
- MAX_PRICE_HISTORY = 1e5;
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+ verifiedOrders = /* @__PURE__ */ new Map();
77
49
  constructor({ logger, onReady }) {
78
- this.logger = logger;
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- this.onReady = onReady;
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+ if (onReady) this.onReady = onReady;
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  }
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- };
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-
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- // src/schemas/schemas.ts
84
- 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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+ async register(parser) {
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+ this.parser = parser;
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+ this.parser.addOnMessageCallback((message) => {
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+ const msgType = message.messageType;
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+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject) {
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+ let id;
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+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
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+ const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
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+ if (mdReqID) id = String(mdReqID.value);
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+ } else if (msgType === import_fixparser.Messages.ExecutionReport) {
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+ const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
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+ if (clOrdID) id = String(clOrdID.value);
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+ } else if (msgType === import_fixparser.Messages.Reject) {
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+ const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
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+ if (refSeqNum) id = String(refSeqNum.value);
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+ }
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+ if (id) {
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+ const callback = this.pendingRequests.get(id);
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+ if (callback) {
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+ callback(message);
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+ this.pendingRequests.delete(id);
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+ }
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+ }
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+ }
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+ });
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+ this.addWorkflows();
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+ await this.server.connect(this.transport);
79
+ if (this.onReady) {
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+ this.onReady();
93
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  }
94
- },
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- parseToJSON: {
96
- description: "Parses a FIX message into JSON",
97
- 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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+ addWorkflows() {
84
+ if (!this.parser) {
85
+ return;
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86
  }
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- },
105
- 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",
109
- properties: {
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- clOrdID: { type: "string" },
111
- handlInst: {
112
- type: "string",
113
- enum: ["1", "2", "3"],
114
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
115
- },
116
- quantity: { type: "string" },
117
- price: { type: "string" },
118
- ordType: {
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- type: "string",
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- enum: [
121
- "1",
122
- "2",
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- "3",
124
- "4",
125
- "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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- ],
148
- 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"
149
- },
150
- side: {
151
- type: "string",
152
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
153
- 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" },
156
- 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"],
159
- 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"
160
- }
161
- },
162
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
87
+ if (!this.server) {
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+ return;
163
89
  }
164
- },
165
- executeOrder: {
166
- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
167
- schema: {
168
- type: "object",
169
- properties: {
170
- clOrdID: { type: "string" },
171
- handlInst: {
172
- type: "string",
173
- enum: ["1", "2", "3"],
174
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
175
- },
176
- quantity: { type: "string" },
177
- price: { type: "string" },
178
- ordType: {
179
- type: "string",
180
- enum: [
181
- "1",
182
- "2",
183
- "3",
184
- "4",
185
- "5",
186
- "6",
187
- "7",
188
- "8",
189
- "9",
190
- "A",
191
- "B",
192
- "C",
193
- "D",
194
- "E",
195
- "F",
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- "G",
197
- "H",
198
- "I",
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- "J",
200
- "K",
201
- "L",
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- "M",
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- "P",
204
- "Q",
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- "R",
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- "S"
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- ],
208
- 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"
209
- },
210
- side: {
211
- type: "string",
212
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
213
- 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"
214
- },
215
- symbol: { type: "string" },
216
- timeInForce: {
217
- type: "string",
218
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
219
- 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"
220
- }
90
+ this.server.tool(
91
+ "parse",
92
+ "Parses a FIX message and describes it in plain language",
93
+ {
94
+ fixString: import_zod.z.string().describe("FIX message string to parse")
221
95
  },
222
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
223
- }
224
- },
225
- marketDataRequest: {
226
- description: "Requests market data for specified symbols",
227
- schema: {
228
- type: "object",
229
- properties: {
230
- mdUpdateType: {
231
- type: "string",
232
- enum: ["0", "1"],
233
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
234
- },
235
- symbols: { type: "array", items: { type: "string" } },
236
- mdReqID: { type: "string" },
237
- subscriptionRequestType: {
238
- type: "string",
239
- enum: ["0", "1", "2"],
240
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
241
- },
242
- mdEntryTypes: {
243
- type: "array",
244
- items: {
245
- type: "string",
246
- enum: [
247
- "0",
248
- "1",
249
- "2",
250
- "3",
251
- "4",
252
- "5",
253
- "6",
254
- "7",
255
- "8",
256
- "9",
257
- "A",
258
- "B",
259
- "C",
260
- "D",
261
- "E",
262
- "F",
263
- "G",
264
- "H",
265
- "I",
266
- "J",
267
- "K",
268
- "L",
269
- "M",
270
- "N",
271
- "O",
272
- "P",
273
- "Q",
274
- "R",
275
- "S",
276
- "T",
277
- "U",
278
- "V",
279
- "W",
280
- "X",
281
- "Y",
282
- "Z"
96
+ async (args) => {
97
+ try {
98
+ const parsedMessage = this.parser?.parse(args.fixString);
99
+ if (!parsedMessage || parsedMessage.length === 0) {
100
+ return {
101
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
102
+ isError: true
103
+ };
104
+ }
105
+ return {
106
+ content: [
107
+ {
108
+ type: "text",
109
+ text: `${parsedMessage[0].description}
110
+ ${parsedMessage[0].messageTypeDescription}`
111
+ }
283
112
  ]
284
- },
285
- 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"
113
+ };
114
+ } catch (error) {
115
+ return {
116
+ content: [
117
+ {
118
+ type: "text",
119
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
120
+ }
121
+ ],
122
+ isError: true
123
+ };
286
124
  }
125
+ }
126
+ );
127
+ this.server.tool(
128
+ "parseToJSON",
129
+ "Parses a FIX message into JSON",
130
+ {
131
+ fixString: import_zod.z.string().describe("FIX message string to parse")
287
132
  },
288
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
289
- }
290
- },
291
- getStockGraph: {
292
- description: "Generates a price chart for a given symbol",
293
- schema: {
294
- type: "object",
295
- properties: {
296
- symbol: { type: "string" }
297
- },
298
- required: ["symbol"]
299
- }
300
- },
301
- getStockPriceHistory: {
302
- description: "Returns price history for a given symbol",
303
- schema: {
304
- type: "object",
305
- properties: {
306
- symbol: { type: "string" }
307
- },
308
- required: ["symbol"]
309
- }
310
- },
311
- technicalAnalysis: {
312
- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
313
- schema: {
314
- type: "object",
315
- properties: {
316
- symbol: {
317
- type: "string",
318
- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
133
+ async (args) => {
134
+ try {
135
+ const parsedMessage = this.parser?.parse(args.fixString);
136
+ if (!parsedMessage || parsedMessage.length === 0) {
137
+ return {
138
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
139
+ isError: true
140
+ };
141
+ }
142
+ return {
143
+ content: [
144
+ {
145
+ type: "text",
146
+ text: `${parsedMessage[0].toFIXJSON()}`
147
+ }
148
+ ]
149
+ };
150
+ } catch (error) {
151
+ return {
152
+ content: [
153
+ {
154
+ type: "text",
155
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
156
+ }
157
+ ],
158
+ isError: true
159
+ };
319
160
  }
161
+ }
162
+ );
163
+ this.server.tool(
164
+ "verifyOrder",
165
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
166
+ {
167
+ clOrdID: import_zod.z.string().describe("Client Order ID"),
168
+ handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
169
+ quantity: import_zod.z.string().describe("Order quantity"),
170
+ price: import_zod.z.string().describe("Order price"),
171
+ ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
172
+ side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
173
+ symbol: import_zod.z.string().describe("Trading symbol"),
174
+ timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
320
175
  },
321
- required: ["symbol"]
322
- }
323
- }
324
- };
176
+ async (args) => {
177
+ try {
178
+ this.verifiedOrders.set(args.clOrdID, {
179
+ clOrdID: args.clOrdID,
180
+ handlInst: args.handlInst,
181
+ quantity: Number.parseFloat(args.quantity),
182
+ price: Number.parseFloat(args.price),
183
+ ordType: args.ordType,
184
+ side: args.side,
185
+ symbol: args.symbol,
186
+ timeInForce: args.timeInForce
187
+ });
188
+ return {
189
+ content: [
190
+ {
191
+ type: "text",
192
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
193
+
194
+ Parameters verified:
195
+ - ClOrdID: ${args.clOrdID}
196
+ - HandlInst: ${args.handlInst}
197
+ - Quantity: ${args.quantity}
198
+ - Price: ${args.price}
199
+ - OrdType: ${args.ordType}
200
+ - Side: ${args.side}
201
+ - Symbol: ${args.symbol}
202
+ - TimeInForce: ${args.timeInForce}
325
203
 
326
- // src/tools/analytics.ts
327
- function sum(numbers) {
328
- return numbers.reduce((acc, val) => acc + val, 0);
329
- }
330
- var TechnicalAnalyzer = class {
331
- prices;
332
- volumes;
333
- highs;
334
- lows;
335
- constructor(data) {
336
- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
337
- this.volumes = data.map((d) => d.volume);
338
- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
339
- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
340
- }
341
- // Calculate Simple Moving Average
342
- calculateSMA(data, period) {
343
- const sma = [];
344
- for (let i = period - 1; i < data.length; i++) {
345
- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
346
- sma.push(sum2 / period);
347
- }
348
- return sma;
349
- }
350
- // Calculate Exponential Moving Average
351
- calculateEMA(data, period) {
352
- const multiplier = 2 / (period + 1);
353
- const ema = [data[0]];
354
- for (let i = 1; i < data.length; i++) {
355
- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
356
- }
357
- return ema;
358
- }
359
- // Calculate RSI
360
- calculateRSI(data, period = 14) {
361
- if (data.length < period + 1) return [];
362
- const changes = [];
363
- for (let i = 1; i < data.length; i++) {
364
- changes.push(data[i] - data[i - 1]);
365
- }
366
- const gains = changes.map((change) => change > 0 ? change : 0);
367
- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
368
- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
369
- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
370
- const rsi = [];
371
- for (let i = period; i < changes.length; i++) {
372
- const rs = avgGain / avgLoss;
373
- rsi.push(100 - 100 / (1 + rs));
374
- avgGain = (avgGain * (period - 1) + gains[i]) / period;
375
- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
376
- }
377
- return rsi;
378
- }
379
- // Calculate Bollinger Bands
380
- calculateBollingerBands(data, period = 20, stdDev = 2) {
381
- if (data.length < period) return [];
382
- const sma = this.calculateSMA(data, period);
383
- const bands = [];
384
- for (let i = 0; i < sma.length; i++) {
385
- const dataSlice = data.slice(i, i + period);
386
- const mean = sma[i];
387
- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
388
- const standardDeviation = Math.sqrt(variance);
389
- bands.push({
390
- upper: mean + standardDeviation * stdDev,
391
- middle: mean,
392
- lower: mean - standardDeviation * stdDev
393
- });
394
- }
395
- return bands;
396
- }
397
- // Calculate maximum drawdown
398
- calculateMaxDrawdown(prices) {
399
- let maxPrice = prices[0];
400
- let maxDrawdown = 0;
401
- for (let i = 1; i < prices.length; i++) {
402
- if (prices[i] > maxPrice) {
403
- maxPrice = prices[i];
404
- }
405
- const drawdown = (maxPrice - prices[i]) / maxPrice;
406
- if (drawdown > maxDrawdown) {
407
- maxDrawdown = drawdown;
204
+ To execute this order, call the executeOrder tool with these exact same parameters.`
205
+ }
206
+ ]
207
+ };
208
+ } catch (error) {
209
+ return {
210
+ content: [
211
+ {
212
+ type: "text",
213
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
214
+ }
215
+ ],
216
+ isError: true
217
+ };
218
+ }
408
219
  }
409
- }
410
- return maxDrawdown;
411
- }
412
- // Calculate price changes for volatility
413
- calculatePriceChanges() {
414
- const changes = [];
415
- for (let i = 1; i < this.prices.length; i++) {
416
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
417
- }
418
- return changes;
419
- }
420
- // Generate comprehensive market analysis
421
- analyze() {
422
- const currentPrice = this.prices[this.prices.length - 1];
423
- const startPrice = this.prices[0];
424
- const sessionHigh = Math.max(...this.highs);
425
- const sessionLow = Math.min(...this.lows);
426
- const totalVolume = sum(this.volumes);
427
- const avgVolume = totalVolume / this.volumes.length;
428
- const priceChanges = this.calculatePriceChanges();
429
- const volatility = priceChanges.length > 0 ? Math.sqrt(
430
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
431
- ) * Math.sqrt(252) * 100 : 0;
432
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
433
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
434
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
435
- 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;
436
- 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;
437
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
438
- return {
439
- currentPrice,
440
- startPrice,
441
- sessionHigh,
442
- sessionLow,
443
- totalVolume,
444
- avgVolume,
445
- volatility,
446
- sessionReturn,
447
- pricePosition,
448
- trueVWAP,
449
- momentum5,
450
- momentum10,
451
- maxDrawdown
452
- };
453
- }
454
- // Generate technical indicators
455
- getTechnicalIndicators() {
456
- return {
457
- sma5: this.calculateSMA(this.prices, 5),
458
- sma10: this.calculateSMA(this.prices, 10),
459
- ema8: this.calculateEMA(this.prices, 8),
460
- ema21: this.calculateEMA(this.prices, 21),
461
- rsi: this.calculateRSI(this.prices, 14),
462
- bollinger: this.calculateBollingerBands(this.prices, 20, 2)
463
- };
464
- }
465
- // Generate trading signals
466
- generateSignals() {
467
- const analysis = this.analyze();
468
- let bullishSignals = 0;
469
- let bearishSignals = 0;
470
- const signals = [];
471
- if (analysis.currentPrice > analysis.trueVWAP) {
472
- signals.push(
473
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
474
- );
475
- bullishSignals++;
476
- } else {
477
- signals.push(
478
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
479
- );
480
- bearishSignals++;
481
- }
482
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
483
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
484
- bullishSignals++;
485
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
486
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
487
- bearishSignals++;
488
- } else {
489
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
490
- }
491
- const currentVolume = this.volumes[this.volumes.length - 1];
492
- const volumeRatio = currentVolume / analysis.avgVolume;
493
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
494
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
495
- bullishSignals++;
496
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
497
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
498
- bearishSignals++;
499
- } else {
500
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
501
- }
502
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
503
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
504
- bearishSignals++;
505
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
506
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
507
- bullishSignals++;
508
- } else {
509
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
510
- }
511
- return { bullishSignals, bearishSignals, signals };
512
- }
513
- // Generate comprehensive JSON analysis
514
- generateJSONAnalysis(symbol) {
515
- const analysis = this.analyze();
516
- const indicators = this.getTechnicalIndicators();
517
- const signals = this.generateSignals();
518
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
519
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
520
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
521
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
522
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
523
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
524
- const currentVolume = this.volumes[this.volumes.length - 1];
525
- const volumeRatio = currentVolume / analysis.avgVolume;
526
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
527
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
528
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
529
- const totalScore = signals.bullishSignals - signals.bearishSignals;
530
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
531
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
532
- const stopLoss = analysis.sessionLow * 0.995;
533
- const profitTarget = analysis.sessionHigh * 0.995;
534
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
535
- return {
536
- symbol,
537
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
538
- marketStructure: {
539
- currentPrice: analysis.currentPrice,
540
- startPrice: analysis.startPrice,
541
- sessionHigh: analysis.sessionHigh,
542
- sessionLow: analysis.sessionLow,
543
- rangeWidth,
544
- totalVolume: analysis.totalVolume,
545
- sessionPerformance: analysis.sessionReturn,
546
- positionInRange: analysis.pricePosition
547
- },
548
- volatility: {
549
- impliedVolatility: analysis.volatility,
550
- maxDrawdown: analysis.maxDrawdown * 100,
551
- currentDrawdown
552
- },
553
- technicalIndicators: {
554
- sma5: currentSMA5,
555
- sma10: currentSMA10,
556
- ema8: currentEMA8,
557
- ema21: currentEMA21,
558
- rsi: currentRSI,
559
- bollingerBands: currentBB ? {
560
- upper: currentBB.upper,
561
- middle: currentBB.middle,
562
- lower: currentBB.lower,
563
- position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
564
- } : null
565
- },
566
- volumeAnalysis: {
567
- currentVolume,
568
- averageVolume: Math.round(analysis.avgVolume),
569
- volumeRatio,
570
- trueVWAP: analysis.trueVWAP,
571
- priceVsVWAP
572
- },
573
- momentum: {
574
- momentum5: analysis.momentum5,
575
- momentum10: analysis.momentum10,
576
- sessionROC: analysis.sessionReturn
577
- },
578
- tradingSignals: {
579
- ...signals,
580
- overallSignal,
581
- signalScore: totalScore
220
+ );
221
+ this.server.tool(
222
+ "executeOrder",
223
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
224
+ {
225
+ clOrdID: import_zod.z.string().describe("Client Order ID"),
226
+ handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
227
+ quantity: import_zod.z.string().describe("Order quantity"),
228
+ price: import_zod.z.string().describe("Order price"),
229
+ ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
230
+ side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
231
+ symbol: import_zod.z.string().describe("Trading symbol"),
232
+ timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
582
233
  },
583
- riskManagement: {
584
- targetEntry,
585
- stopLoss,
586
- profitTarget,
587
- riskRewardRatio
588
- }
589
- };
590
- }
591
- };
592
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
593
- return async (args) => {
594
- try {
595
- const symbol = args.symbol;
596
- const priceHistory = marketDataPrices.get(symbol) || [];
597
- if (priceHistory.length === 0) {
598
- return {
599
- content: [
600
- {
601
- type: "text",
602
- text: `No price data available for ${symbol}. Please request market data first.`,
603
- uri: "technicalAnalysis"
604
- }
605
- ]
606
- };
607
- }
608
- const analyzer = new TechnicalAnalyzer(priceHistory);
609
- const analysis = analyzer.generateJSONAnalysis(symbol);
610
- return {
611
- content: [
612
- {
613
- type: "text",
614
- text: `Technical Analysis for ${symbol}:
615
-
616
- ${JSON.stringify(analysis, null, 2)}`,
617
- uri: "technicalAnalysis"
234
+ async (args) => {
235
+ try {
236
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
237
+ if (!verifiedOrder) {
238
+ return {
239
+ content: [
240
+ {
241
+ type: "text",
242
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
243
+ }
244
+ ],
245
+ isError: true
246
+ };
618
247
  }
619
- ]
620
- };
621
- } catch (error) {
622
- return {
623
- content: [
624
- {
625
- type: "text",
626
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
627
- uri: "technicalAnalysis"
248
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
249
+ return {
250
+ content: [
251
+ {
252
+ type: "text",
253
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
254
+ }
255
+ ],
256
+ isError: true
257
+ };
628
258
  }
629
- ],
630
- isError: true
631
- };
632
- }
633
- };
634
- };
635
-
636
- // src/tools/marketData.ts
637
- var import_fixparser = require("fixparser");
638
- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
639
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
640
- return async (args) => {
641
- try {
642
- parser.logger.log({
643
- level: "info",
644
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
645
- });
646
- const response = new Promise((resolve) => {
647
- pendingRequests.set(args.mdReqID, resolve);
648
- parser.logger.log({
649
- level: "info",
650
- message: `Registered callback for market data request ID: ${args.mdReqID}`
651
- });
652
- });
653
- const entryTypes = args.mdEntryTypes || [
654
- import_fixparser.MDEntryType.Bid,
655
- import_fixparser.MDEntryType.Offer,
656
- import_fixparser.MDEntryType.Trade,
657
- import_fixparser.MDEntryType.IndexValue,
658
- import_fixparser.MDEntryType.OpeningPrice,
659
- import_fixparser.MDEntryType.ClosingPrice,
660
- import_fixparser.MDEntryType.SettlementPrice,
661
- import_fixparser.MDEntryType.TradingSessionHighPrice,
662
- import_fixparser.MDEntryType.TradingSessionLowPrice,
663
- import_fixparser.MDEntryType.VWAP,
664
- import_fixparser.MDEntryType.Imbalance,
665
- import_fixparser.MDEntryType.TradeVolume,
666
- import_fixparser.MDEntryType.OpenInterest,
667
- import_fixparser.MDEntryType.CompositeUnderlyingPrice,
668
- import_fixparser.MDEntryType.SimulatedSellPrice,
669
- import_fixparser.MDEntryType.SimulatedBuyPrice,
670
- import_fixparser.MDEntryType.MarginRate,
671
- import_fixparser.MDEntryType.MidPrice,
672
- import_fixparser.MDEntryType.EmptyBook,
673
- import_fixparser.MDEntryType.SettleHighPrice,
674
- import_fixparser.MDEntryType.SettleLowPrice,
675
- import_fixparser.MDEntryType.PriorSettlePrice,
676
- import_fixparser.MDEntryType.SessionHighBid,
677
- import_fixparser.MDEntryType.SessionLowOffer,
678
- import_fixparser.MDEntryType.EarlyPrices,
679
- import_fixparser.MDEntryType.AuctionClearingPrice,
680
- import_fixparser.MDEntryType.SwapValueFactor,
681
- import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
682
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
683
- import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
684
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
685
- import_fixparser.MDEntryType.FixingPrice,
686
- import_fixparser.MDEntryType.CashRate,
687
- import_fixparser.MDEntryType.RecoveryRate,
688
- import_fixparser.MDEntryType.RecoveryRateForLong,
689
- import_fixparser.MDEntryType.RecoveryRateForShort,
690
- import_fixparser.MDEntryType.MarketBid,
691
- import_fixparser.MDEntryType.MarketOffer,
692
- import_fixparser.MDEntryType.ShortSaleMinPrice,
693
- import_fixparser.MDEntryType.PreviousClosingPrice,
694
- import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
695
- import_fixparser.MDEntryType.DailyFinancingValue,
696
- import_fixparser.MDEntryType.AccruedFinancingValue,
697
- import_fixparser.MDEntryType.TWAP
698
- ];
699
- const messageFields = [
700
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
701
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
702
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
703
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
704
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
705
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
706
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
707
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
708
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
709
- ];
710
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
711
- args.symbols.forEach((symbol) => {
712
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
713
- });
714
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
715
- entryTypes.forEach((entryType) => {
716
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
717
- });
718
- const mdr = parser.createMessage(...messageFields);
719
- if (!parser.connected) {
720
- parser.logger.log({
721
- level: "error",
722
- message: "Not connected. Cannot send market data request."
723
- });
724
- return {
725
- content: [
726
- {
727
- type: "text",
728
- text: "Error: Not connected. Ignoring message.",
729
- uri: "marketDataRequest"
730
- }
731
- ],
732
- isError: true
733
- };
734
- }
735
- parser.logger.log({
736
- level: "info",
737
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
738
- });
739
- parser.send(mdr);
740
- const fixData = await response;
741
- parser.logger.log({
742
- level: "info",
743
- message: `Received market data response for request ID: ${args.mdReqID}`
744
- });
745
- return {
746
- content: [
747
- {
748
- type: "text",
749
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
750
- uri: "marketDataRequest"
259
+ const response = new Promise((resolve) => {
260
+ this.pendingRequests.set(args.clOrdID, resolve);
261
+ });
262
+ const order = this.parser?.createMessage(
263
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
264
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
265
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
266
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
267
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
268
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
269
+ new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
270
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
271
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
272
+ new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
273
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
274
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
275
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
276
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
277
+ );
278
+ if (!this.parser?.connected) {
279
+ return {
280
+ content: [
281
+ {
282
+ type: "text",
283
+ text: "Error: Not connected. Ignoring message."
284
+ }
285
+ ],
286
+ isError: true
287
+ };
751
288
  }
752
- ]
753
- };
754
- } catch (error) {
755
- return {
756
- content: [
757
- {
758
- type: "text",
759
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
760
- uri: "marketDataRequest"
289
+ this.parser?.send(order);
290
+ const fixData = await response;
291
+ this.verifiedOrders.delete(args.clOrdID);
292
+ return {
293
+ content: [
294
+ {
295
+ type: "text",
296
+ text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
297
+ }
298
+ ]
299
+ };
300
+ } catch (error) {
301
+ return {
302
+ content: [
303
+ {
304
+ type: "text",
305
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
306
+ }
307
+ ],
308
+ isError: true
309
+ };
310
+ }
311
+ }
312
+ );
313
+ this.server.tool(
314
+ "marketDataRequest",
315
+ "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
316
+ {
317
+ mdUpdateType: import_zod.z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
318
+ symbol: import_zod.z.string().describe("Trading symbol"),
319
+ mdReqID: import_zod.z.string().describe("Market data request ID"),
320
+ subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
321
+ mdEntryType: import_zod.z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
322
+ },
323
+ async (args) => {
324
+ try {
325
+ const response = new Promise((resolve) => {
326
+ this.pendingRequests.set(args.mdReqID, resolve);
327
+ });
328
+ const marketDataRequest = this.parser?.createMessage(
329
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
330
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
331
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
332
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
333
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
334
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
335
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType),
336
+ new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
337
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
338
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
339
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
340
+ new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
341
+ new import_fixparser.Field(import_fixparser.Fields.MDEntryType, args.mdEntryType)
342
+ );
343
+ if (!this.parser?.connected) {
344
+ return {
345
+ content: [
346
+ {
347
+ type: "text",
348
+ text: "Error: Not connected. Ignoring message."
349
+ }
350
+ ],
351
+ isError: true
352
+ };
761
353
  }
762
- ],
763
- isError: true
764
- };
765
- }
766
- };
767
- };
768
- var createGetStockGraphHandler = (marketDataPrices) => {
769
- return async (args) => {
770
- try {
771
- const symbol = args.symbol;
772
- const priceHistory = marketDataPrices.get(symbol) || [];
773
- if (priceHistory.length === 0) {
354
+ this.parser?.send(marketDataRequest);
355
+ const fixData = await response;
356
+ return {
357
+ content: [
358
+ {
359
+ type: "text",
360
+ text: `Market data for ${args.symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
361
+ }
362
+ ]
363
+ };
364
+ } catch (error) {
365
+ return {
366
+ content: [
367
+ {
368
+ type: "text",
369
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
370
+ }
371
+ ],
372
+ isError: true
373
+ };
374
+ }
375
+ }
376
+ );
377
+ this.server.prompt(
378
+ "parse",
379
+ "Parses a FIX message and describes it in plain language",
380
+ {
381
+ fixString: import_zod.z.string().describe("FIX message string to parse")
382
+ },
383
+ async (args) => {
774
384
  return {
775
- content: [
385
+ messages: [
776
386
  {
777
- type: "text",
778
- text: `No price data available for ${symbol}`,
779
- uri: "getStockGraph"
387
+ role: "user",
388
+ content: {
389
+ type: "text",
390
+ text: `Please parse and explain this FIX message: ${args.fixString}`
391
+ }
780
392
  }
781
393
  ]
782
394
  };
783
395
  }
784
- const chart = new import_quickchart_js.default();
785
- chart.setWidth(1200);
786
- chart.setHeight(600);
787
- chart.setBackgroundColor("transparent");
788
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
789
- const bidData = priceHistory.map((point) => point.bid);
790
- const offerData = priceHistory.map((point) => point.offer);
791
- const spreadData = priceHistory.map((point) => point.spread);
792
- const volumeData = priceHistory.map((point) => point.volume);
793
- const tradeData = priceHistory.map((point) => point.trade);
794
- const vwapData = priceHistory.map((point) => point.vwap);
795
- const twapData = priceHistory.map((point) => point.twap);
796
- const config = {
797
- type: "line",
798
- data: {
799
- labels,
800
- datasets: [
801
- {
802
- label: "Bid",
803
- data: bidData,
804
- borderColor: "#28a745",
805
- backgroundColor: "rgba(40, 167, 69, 0.1)",
806
- fill: false,
807
- tension: 0.4
808
- },
809
- {
810
- label: "Offer",
811
- data: offerData,
812
- borderColor: "#dc3545",
813
- backgroundColor: "rgba(220, 53, 69, 0.1)",
814
- fill: false,
815
- tension: 0.4
816
- },
817
- {
818
- label: "Spread",
819
- data: spreadData,
820
- borderColor: "#6c757d",
821
- backgroundColor: "rgba(108, 117, 125, 0.1)",
822
- fill: false,
823
- tension: 0.4
824
- },
825
- {
826
- label: "Trade",
827
- data: tradeData,
828
- borderColor: "#ffc107",
829
- backgroundColor: "rgba(255, 193, 7, 0.1)",
830
- fill: false,
831
- tension: 0.4
832
- },
833
- {
834
- label: "VWAP",
835
- data: vwapData,
836
- borderColor: "#17a2b8",
837
- backgroundColor: "rgba(23, 162, 184, 0.1)",
838
- fill: false,
839
- tension: 0.4
840
- },
841
- {
842
- label: "TWAP",
843
- data: twapData,
844
- borderColor: "#6610f2",
845
- backgroundColor: "rgba(102, 16, 242, 0.1)",
846
- fill: false,
847
- tension: 0.4
848
- },
849
- {
850
- label: "Volume",
851
- data: volumeData,
852
- borderColor: "#007bff",
853
- backgroundColor: "rgba(0, 123, 255, 0.1)",
854
- fill: true,
855
- tension: 0.4
856
- }
857
- ]
858
- },
859
- options: {
860
- responsive: true,
861
- plugins: {
862
- title: {
863
- display: true,
864
- text: `${symbol} Market Data`
865
- }
866
- },
867
- scales: {
868
- y: {
869
- beginAtZero: false
870
- }
871
- }
872
- }
873
- };
874
- chart.setConfig(config);
875
- const imageBuffer = await chart.toBinary();
876
- const base64 = imageBuffer.toString("base64");
877
- return {
878
- content: [
879
- {
880
- type: "resource",
881
- resource: {
882
- uri: "resource://graph",
883
- mimeType: "image/png",
884
- blob: base64
885
- }
886
- }
887
- ]
888
- };
889
- } catch (error) {
890
- return {
891
- content: [
892
- {
893
- type: "text",
894
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
895
- uri: "getStockGraph"
896
- }
897
- ],
898
- isError: true
899
- };
900
- }
901
- };
902
- };
903
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
904
- return async (args) => {
905
- try {
906
- const symbol = args.symbol;
907
- const priceHistory = marketDataPrices.get(symbol) || [];
908
- if (priceHistory.length === 0) {
396
+ );
397
+ this.server.prompt(
398
+ "parseToJSON",
399
+ "Parses a FIX message into JSON",
400
+ {
401
+ fixString: import_zod.z.string().describe("FIX message string to parse")
402
+ },
403
+ async (args) => {
909
404
  return {
910
- content: [
405
+ messages: [
911
406
  {
912
- type: "text",
913
- text: `No price data available for ${symbol}`,
914
- uri: "getStockPriceHistory"
407
+ role: "user",
408
+ content: {
409
+ type: "text",
410
+ text: `Please parse the FIX message to JSON: ${args.fixString}`
411
+ }
915
412
  }
916
413
  ]
917
414
  };
918
415
  }
919
- return {
920
- content: [
921
- {
922
- type: "text",
923
- text: JSON.stringify(
924
- {
925
- symbol,
926
- count: priceHistory.length,
927
- data: priceHistory.map((point) => ({
928
- timestamp: new Date(point.timestamp).toISOString(),
929
- bid: point.bid,
930
- offer: point.offer,
931
- spread: point.spread,
932
- volume: point.volume,
933
- trade: point.trade,
934
- indexValue: point.indexValue,
935
- openingPrice: point.openingPrice,
936
- closingPrice: point.closingPrice,
937
- settlementPrice: point.settlementPrice,
938
- tradingSessionHighPrice: point.tradingSessionHighPrice,
939
- tradingSessionLowPrice: point.tradingSessionLowPrice,
940
- vwap: point.vwap,
941
- imbalance: point.imbalance,
942
- openInterest: point.openInterest,
943
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
944
- simulatedSellPrice: point.simulatedSellPrice,
945
- simulatedBuyPrice: point.simulatedBuyPrice,
946
- marginRate: point.marginRate,
947
- midPrice: point.midPrice,
948
- emptyBook: point.emptyBook,
949
- settleHighPrice: point.settleHighPrice,
950
- settleLowPrice: point.settleLowPrice,
951
- priorSettlePrice: point.priorSettlePrice,
952
- sessionHighBid: point.sessionHighBid,
953
- sessionLowOffer: point.sessionLowOffer,
954
- earlyPrices: point.earlyPrices,
955
- auctionClearingPrice: point.auctionClearingPrice,
956
- swapValueFactor: point.swapValueFactor,
957
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
958
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
959
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
960
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
961
- fixingPrice: point.fixingPrice,
962
- cashRate: point.cashRate,
963
- recoveryRate: point.recoveryRate,
964
- recoveryRateForLong: point.recoveryRateForLong,
965
- recoveryRateForShort: point.recoveryRateForShort,
966
- marketBid: point.marketBid,
967
- marketOffer: point.marketOffer,
968
- shortSaleMinPrice: point.shortSaleMinPrice,
969
- previousClosingPrice: point.previousClosingPrice,
970
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
971
- dailyFinancingValue: point.dailyFinancingValue,
972
- accruedFinancingValue: point.accruedFinancingValue,
973
- twap: point.twap
974
- }))
975
- },
976
- null,
977
- 2
978
- ),
979
- uri: "getStockPriceHistory"
980
- }
981
- ]
982
- };
983
- } catch (error) {
984
- return {
985
- content: [
986
- {
987
- type: "text",
988
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
989
- uri: "getStockPriceHistory"
990
- }
991
- ],
992
- isError: true
993
- };
994
- }
995
- };
996
- };
997
-
998
- // src/tools/order.ts
999
- var import_fixparser2 = require("fixparser");
1000
- var ordTypeNames = {
1001
- "1": "Market",
1002
- "2": "Limit",
1003
- "3": "Stop",
1004
- "4": "StopLimit",
1005
- "5": "MarketOnClose",
1006
- "6": "WithOrWithout",
1007
- "7": "LimitOrBetter",
1008
- "8": "LimitWithOrWithout",
1009
- "9": "OnBasis",
1010
- A: "OnClose",
1011
- B: "LimitOnClose",
1012
- C: "ForexMarket",
1013
- D: "PreviouslyQuoted",
1014
- E: "PreviouslyIndicated",
1015
- F: "ForexLimit",
1016
- G: "ForexSwap",
1017
- H: "ForexPreviouslyQuoted",
1018
- I: "Funari",
1019
- J: "MarketIfTouched",
1020
- K: "MarketWithLeftOverAsLimit",
1021
- L: "PreviousFundValuationPoint",
1022
- M: "NextFundValuationPoint",
1023
- P: "Pegged",
1024
- Q: "CounterOrderSelection",
1025
- R: "StopOnBidOrOffer",
1026
- S: "StopLimitOnBidOrOffer"
1027
- };
1028
- var sideNames = {
1029
- "1": "Buy",
1030
- "2": "Sell",
1031
- "3": "BuyMinus",
1032
- "4": "SellPlus",
1033
- "5": "SellShort",
1034
- "6": "SellShortExempt",
1035
- "7": "Undisclosed",
1036
- "8": "Cross",
1037
- "9": "CrossShort",
1038
- A: "CrossShortExempt",
1039
- B: "AsDefined",
1040
- C: "Opposite",
1041
- D: "Subscribe",
1042
- E: "Redeem",
1043
- F: "Lend",
1044
- G: "Borrow",
1045
- H: "SellUndisclosed"
1046
- };
1047
- var timeInForceNames = {
1048
- "0": "Day",
1049
- "1": "GoodTillCancel",
1050
- "2": "AtTheOpening",
1051
- "3": "ImmediateOrCancel",
1052
- "4": "FillOrKill",
1053
- "5": "GoodTillCrossing",
1054
- "6": "GoodTillDate",
1055
- "7": "AtTheClose",
1056
- "8": "GoodThroughCrossing",
1057
- "9": "AtCrossing",
1058
- A: "GoodForTime",
1059
- B: "GoodForAuction",
1060
- C: "GoodForMonth"
1061
- };
1062
- var handlInstNames = {
1063
- "1": "AutomatedExecutionNoIntervention",
1064
- "2": "AutomatedExecutionInterventionOK",
1065
- "3": "ManualOrder"
1066
- };
1067
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1068
- return async (args) => {
1069
- try {
1070
- verifiedOrders.set(args.clOrdID, {
1071
- clOrdID: args.clOrdID,
1072
- handlInst: args.handlInst,
1073
- quantity: Number.parseFloat(String(args.quantity)),
1074
- price: Number.parseFloat(String(args.price)),
1075
- ordType: args.ordType,
1076
- side: args.side,
1077
- symbol: args.symbol,
1078
- timeInForce: args.timeInForce
1079
- });
1080
- return {
1081
- content: [
1082
- {
1083
- type: "text",
1084
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1085
-
1086
- Parameters verified:
1087
- - ClOrdID: ${args.clOrdID}
1088
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1089
- - Quantity: ${args.quantity}
1090
- - Price: ${args.price}
1091
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1092
- - Side: ${args.side} (${sideNames[args.side]})
1093
- - Symbol: ${args.symbol}
1094
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1095
-
1096
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1097
- uri: "verifyOrder"
1098
- }
1099
- ]
1100
- };
1101
- } catch (error) {
1102
- return {
1103
- content: [
1104
- {
1105
- type: "text",
1106
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1107
- uri: "verifyOrder"
1108
- }
1109
- ],
1110
- isError: true
1111
- };
1112
- }
1113
- };
1114
- };
1115
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1116
- return async (args) => {
1117
- try {
1118
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1119
- if (!verifiedOrder) {
416
+ );
417
+ this.server.prompt(
418
+ "verifyOrder",
419
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
420
+ {
421
+ clOrdID: import_zod.z.string().describe("Client Order ID"),
422
+ handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
423
+ quantity: import_zod.z.string().describe("Order quantity"),
424
+ price: import_zod.z.string().describe("Order price"),
425
+ ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
426
+ side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
427
+ symbol: import_zod.z.string().describe("Trading symbol"),
428
+ timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
429
+ },
430
+ async (args) => {
1120
431
  return {
1121
- content: [
432
+ messages: [
1122
433
  {
1123
- type: "text",
1124
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1125
- uri: "executeOrder"
434
+ role: "user",
435
+ content: {
436
+ type: "text",
437
+ text: [
438
+ "You are an AI assistant that helps users verify FIX New Order Single parameters.",
439
+ "This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
440
+ "",
441
+ "You must verify that all required fields are provided and valid:",
442
+ "- ClOrdID (Client Order ID)",
443
+ "- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
444
+ "- Quantity (Order quantity)",
445
+ "- Price (Order price)",
446
+ "- OrdType (1=Market, 2=Limit, 3=Stop)",
447
+ "- 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)",
448
+ "- Symbol (Trading symbol)",
449
+ "- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
450
+ "",
451
+ "Current parameters to verify:",
452
+ `- ClOrdID: ${args.clOrdID}`,
453
+ `- HandlInst: ${args.handlInst}`,
454
+ `- Quantity: ${args.quantity}`,
455
+ `- Price: ${args.price}`,
456
+ `- OrdType: ${args.ordType}`,
457
+ `- Side: ${args.side}`,
458
+ `- Symbol: ${args.symbol}`,
459
+ `- TimeInForce: ${args.timeInForce}`,
460
+ "",
461
+ "If all parameters are valid, respond with:",
462
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
463
+ "",
464
+ "Otherwise, list the missing or invalid ones.",
465
+ "",
466
+ "IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
467
+ ].join("\n")
468
+ }
1126
469
  }
1127
- ],
1128
- isError: true
470
+ ]
1129
471
  };
1130
472
  }
1131
- 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) {
473
+ );
474
+ this.server.prompt(
475
+ "executeOrder",
476
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
477
+ {
478
+ clOrdID: import_zod.z.string().describe("Client Order ID"),
479
+ handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
480
+ quantity: import_zod.z.string().describe("Order quantity"),
481
+ price: import_zod.z.string().describe("Order price"),
482
+ ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
483
+ side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
484
+ symbol: import_zod.z.string().describe("Trading symbol"),
485
+ timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
486
+ },
487
+ async (args) => {
1132
488
  return {
1133
- content: [
489
+ messages: [
1134
490
  {
1135
- type: "text",
1136
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1137
- uri: "executeOrder"
491
+ role: "user",
492
+ content: {
493
+ type: "text",
494
+ text: [
495
+ "You are an AI assistant that helps users execute FIX New Order Single messages.",
496
+ "This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
497
+ "",
498
+ "IMPORTANT: This tool should only be called after successful verification of all parameters.",
499
+ "",
500
+ "Parameters to execute:",
501
+ `- ClOrdID: ${args.clOrdID}`,
502
+ `- HandlInst: ${args.handlInst}`,
503
+ `- Quantity: ${args.quantity}`,
504
+ `- Price: ${args.price}`,
505
+ `- OrdType: ${args.ordType}`,
506
+ `- Side: ${args.side}`,
507
+ `- Symbol: ${args.symbol}`,
508
+ `- TimeInForce: ${args.timeInForce}`,
509
+ "",
510
+ "IMPORTANT: The response will be either:",
511
+ "1. An Execution Report (MsgType=8) if the order was successfully placed",
512
+ "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
513
+ ].join("\n")
514
+ }
1138
515
  }
1139
- ],
1140
- isError: true
516
+ ]
1141
517
  };
1142
518
  }
1143
- const response = new Promise((resolve) => {
1144
- pendingRequests.set(args.clOrdID, resolve);
1145
- });
1146
- const order = parser.createMessage(
1147
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1148
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1149
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1150
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1151
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1152
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1153
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1154
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1155
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1156
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1157
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1158
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1159
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1160
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1161
- );
1162
- if (!parser.connected) {
519
+ );
520
+ this.server.prompt(
521
+ "marketDataRequest",
522
+ "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
523
+ {
524
+ mdUpdateType: import_zod.z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
525
+ symbol: import_zod.z.string().describe("Trading symbol"),
526
+ mdReqID: import_zod.z.string().describe("Market data request ID"),
527
+ subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
528
+ mdEntryType: import_zod.z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
529
+ },
530
+ async (args) => {
1163
531
  return {
1164
- content: [
532
+ messages: [
1165
533
  {
1166
- type: "text",
1167
- text: "Error: Not connected. Ignoring message.",
1168
- uri: "executeOrder"
534
+ role: "user",
535
+ content: {
536
+ type: "text",
537
+ text: [
538
+ "You are an AI assistant that helps users create FIX Market Data Request messages.",
539
+ "You must **first verify** that all required fields are provided:",
540
+ "- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
541
+ "- Symbol (Trading symbol)",
542
+ "- MDReqID (Market data request ID)",
543
+ "- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
544
+ "- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
545
+ "",
546
+ "Only when all fields are present and valid, respond with:",
547
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
548
+ "",
549
+ "Otherwise, list the missing or invalid ones.",
550
+ "",
551
+ "Do not create the FIX message until verification is complete.",
552
+ "",
553
+ "Current parameters:",
554
+ `- MDUpdateType: ${args.mdUpdateType}`,
555
+ `- Symbol: ${args.symbol}`,
556
+ `- MDReqID: ${args.mdReqID}`,
557
+ `- SubscriptionRequestType: ${args.subscriptionRequestType}`,
558
+ `- MDEntryType: ${args.mdEntryType}`
559
+ ].join("\n")
560
+ }
1169
561
  }
1170
- ],
1171
- isError: true
562
+ ]
1172
563
  };
1173
564
  }
1174
- parser.send(order);
1175
- const fixData = await response;
1176
- verifiedOrders.delete(args.clOrdID);
1177
- return {
1178
- content: [
1179
- {
1180
- type: "text",
1181
- text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1182
- uri: "executeOrder"
1183
- }
1184
- ]
1185
- };
1186
- } catch (error) {
1187
- return {
1188
- content: [
1189
- {
1190
- type: "text",
1191
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1192
- uri: "executeOrder"
1193
- }
1194
- ],
1195
- isError: true
1196
- };
1197
- }
1198
- };
1199
- };
1200
-
1201
- // src/tools/parse.ts
1202
- var createParseHandler = (parser) => {
1203
- return async (args) => {
1204
- try {
1205
- const parsedMessage = parser.parse(args.fixString);
1206
- if (!parsedMessage || parsedMessage.length === 0) {
565
+ );
566
+ this.server.resource(
567
+ "greeting-resource",
568
+ "https://example.com/greetings/default",
569
+ { mimeType: "text/plain" },
570
+ async () => {
1207
571
  return {
1208
- content: [
572
+ contents: [
1209
573
  {
1210
- type: "text",
1211
- text: "Error: Failed to parse FIX string",
1212
- uri: "parse"
574
+ uri: "https://example.com/greetings/default",
575
+ text: "Hello, world!"
1213
576
  }
1214
- ],
1215
- isError: true
577
+ ]
1216
578
  };
1217
579
  }
1218
- return {
1219
- content: [
580
+ );
581
+ this.server.resource(
582
+ "greeting",
583
+ new import_mcp.ResourceTemplate("greeting://{name}", { list: void 0 }),
584
+ async (uri, { name }) => ({
585
+ contents: [
1220
586
  {
1221
- type: "text",
1222
- text: `${parsedMessage[0].description}
1223
- ${parsedMessage[0].messageTypeDescription}`,
1224
- uri: "parse"
587
+ uri: uri.href,
588
+ text: `Hello, ${name}!`
1225
589
  }
1226
590
  ]
1227
- };
1228
- } catch (error) {
1229
- return {
1230
- content: [
591
+ })
592
+ );
593
+ this.server.resource(
594
+ "echo",
595
+ new import_mcp.ResourceTemplate("echo://{message}", { list: void 0 }),
596
+ async (uri, { message }) => ({
597
+ contents: [
1231
598
  {
1232
- type: "text",
1233
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1234
- uri: "parse"
599
+ uri: uri.href,
600
+ text: `Resource echo: ${message}`
1235
601
  }
1236
- ],
1237
- isError: true
1238
- };
1239
- }
1240
- };
1241
- };
1242
-
1243
- // src/tools/parseToJSON.ts
1244
- var createParseToJSONHandler = (parser) => {
1245
- return async (args) => {
1246
- try {
1247
- const parsedMessage = parser.parse(args.fixString);
1248
- if (!parsedMessage || parsedMessage.length === 0) {
602
+ ]
603
+ })
604
+ );
605
+ this.server.resource(
606
+ "stockGraph",
607
+ new import_mcp.ResourceTemplate("stock://{symbol}", { list: void 0 }),
608
+ async (uri, variables) => {
609
+ const symbol = variables.symbol;
610
+ const data = [
611
+ { time: "09:30", price: 150 },
612
+ { time: "10:30", price: 152.5 },
613
+ { time: "11:30", price: 151.75 },
614
+ { time: "12:30", price: 153.25 },
615
+ { time: "13:30", price: 154 },
616
+ { time: "14:30", price: 153.5 },
617
+ { time: "15:30", price: 155 },
618
+ { time: "16:00", price: 154.75 }
619
+ ];
620
+ const width = 600;
621
+ const height = 300;
622
+ const padding = 40;
623
+ const xScale = (width - 2 * padding) / (data.length - 1);
624
+ const yMin = Math.min(...data.map((d) => d.price));
625
+ const yMax = Math.max(...data.map((d) => d.price));
626
+ const yScale = (height - 2 * padding) / (yMax - yMin);
627
+ const points = data.map((d, i) => {
628
+ const x = padding + i * xScale;
629
+ const y = height - padding - (d.price - yMin) * yScale;
630
+ return `${x},${y}`;
631
+ }).join(" L ");
632
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
633
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
634
+ <!-- Background -->
635
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
636
+
637
+ <!-- Grid lines -->
638
+ <g stroke="#e9ecef" stroke-width="1">
639
+ ${Array.from({ length: 5 }, (_, i) => {
640
+ const y = padding + (height - 2 * padding) * i / 4;
641
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
642
+ }).join("\n")}
643
+ </g>
644
+
645
+ <!-- Price line -->
646
+ <path d="M ${points}"
647
+ fill="none"
648
+ stroke="#007bff"
649
+ stroke-width="2"/>
650
+
651
+ <!-- Data points -->
652
+ ${data.map((d, i) => {
653
+ const x = padding + i * xScale;
654
+ const y = height - padding - (d.price - yMin) * yScale;
655
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
656
+ }).join("\n")}
657
+
658
+ <!-- Labels -->
659
+ <g font-family="Arial" font-size="12" fill="#495057">
660
+ ${data.map((d, i) => {
661
+ const x = padding + i * xScale;
662
+ return `<text x="${x}" y="${height - padding + 20}" text-anchor="middle">${d.time}</text>`;
663
+ }).join("\n")}
664
+ ${Array.from({ length: 5 }, (_, i) => {
665
+ const y = padding + (height - 2 * padding) * i / 4;
666
+ const price = yMax - (yMax - yMin) * i / 4;
667
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
668
+ }).join("\n")}
669
+ </g>
670
+
671
+ <!-- Title -->
672
+ <text x="${width / 2}" y="${padding / 2}"
673
+ font-family="Arial" font-size="16" font-weight="bold"
674
+ text-anchor="middle" fill="#212529">
675
+ ${symbol} - 1 Day Price Chart
676
+ </text>
677
+ </svg>`;
1249
678
  return {
1250
- content: [
679
+ contents: [
1251
680
  {
1252
- type: "text",
1253
- text: "Error: Failed to parse FIX string",
1254
- uri: "parseToJSON"
681
+ uri: uri.href,
682
+ text: svg
1255
683
  }
1256
- ],
1257
- isError: true
1258
- };
1259
- }
1260
- return {
1261
- content: [
1262
- {
1263
- type: "text",
1264
- text: `${parsedMessage[0].toFIXJSON()}`,
1265
- uri: "parseToJSON"
1266
- }
1267
- ]
1268
- };
1269
- } catch (error) {
1270
- return {
1271
- content: [
1272
- {
1273
- type: "text",
1274
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1275
- uri: "parseToJSON"
1276
- }
1277
- ],
1278
- isError: true
1279
- };
1280
- }
1281
- };
1282
- };
1283
-
1284
- // src/tools/index.ts
1285
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1286
- parse: createParseHandler(parser),
1287
- parseToJSON: createParseToJSONHandler(parser),
1288
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1289
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1290
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1291
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
1292
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1293
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1294
- });
1295
-
1296
- // src/utils/messageHandler.ts
1297
- var import_fixparser3 = require("fixparser");
1298
- function getEnumValue(enumObj, name) {
1299
- return enumObj[name] || name;
1300
- }
1301
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1302
- const msgType = message.messageType;
1303
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
1304
- const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
1305
- const fixJson = message.toFIXJSON();
1306
- const entries = fixJson.Body?.NoMDEntries || [];
1307
- const data = {
1308
- timestamp: Date.now(),
1309
- bid: 0,
1310
- offer: 0,
1311
- spread: 0,
1312
- volume: 0,
1313
- trade: 0,
1314
- indexValue: 0,
1315
- openingPrice: 0,
1316
- closingPrice: 0,
1317
- settlementPrice: 0,
1318
- tradingSessionHighPrice: 0,
1319
- tradingSessionLowPrice: 0,
1320
- vwap: 0,
1321
- imbalance: 0,
1322
- openInterest: 0,
1323
- compositeUnderlyingPrice: 0,
1324
- simulatedSellPrice: 0,
1325
- simulatedBuyPrice: 0,
1326
- marginRate: 0,
1327
- midPrice: 0,
1328
- emptyBook: 0,
1329
- settleHighPrice: 0,
1330
- settleLowPrice: 0,
1331
- priorSettlePrice: 0,
1332
- sessionHighBid: 0,
1333
- sessionLowOffer: 0,
1334
- earlyPrices: 0,
1335
- auctionClearingPrice: 0,
1336
- swapValueFactor: 0,
1337
- dailyValueAdjustmentForLongPositions: 0,
1338
- cumulativeValueAdjustmentForLongPositions: 0,
1339
- dailyValueAdjustmentForShortPositions: 0,
1340
- cumulativeValueAdjustmentForShortPositions: 0,
1341
- fixingPrice: 0,
1342
- cashRate: 0,
1343
- recoveryRate: 0,
1344
- recoveryRateForLong: 0,
1345
- recoveryRateForShort: 0,
1346
- marketBid: 0,
1347
- marketOffer: 0,
1348
- shortSaleMinPrice: 0,
1349
- previousClosingPrice: 0,
1350
- thresholdLimitPriceBanding: 0,
1351
- dailyFinancingValue: 0,
1352
- accruedFinancingValue: 0,
1353
- twap: 0
1354
- };
1355
- for (const entry of entries) {
1356
- const entryType = entry.MDEntryType;
1357
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1358
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1359
- const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
1360
- switch (enumValue) {
1361
- case import_fixparser3.MDEntryType.Bid:
1362
- data.bid = price;
1363
- break;
1364
- case import_fixparser3.MDEntryType.Offer:
1365
- data.offer = price;
1366
- break;
1367
- case import_fixparser3.MDEntryType.Trade:
1368
- data.trade = price;
1369
- break;
1370
- case import_fixparser3.MDEntryType.IndexValue:
1371
- data.indexValue = price;
1372
- break;
1373
- case import_fixparser3.MDEntryType.OpeningPrice:
1374
- data.openingPrice = price;
1375
- break;
1376
- case import_fixparser3.MDEntryType.ClosingPrice:
1377
- data.closingPrice = price;
1378
- break;
1379
- case import_fixparser3.MDEntryType.SettlementPrice:
1380
- data.settlementPrice = price;
1381
- break;
1382
- case import_fixparser3.MDEntryType.TradingSessionHighPrice:
1383
- data.tradingSessionHighPrice = price;
1384
- break;
1385
- case import_fixparser3.MDEntryType.TradingSessionLowPrice:
1386
- data.tradingSessionLowPrice = price;
1387
- break;
1388
- case import_fixparser3.MDEntryType.VWAP:
1389
- data.vwap = price;
1390
- break;
1391
- case import_fixparser3.MDEntryType.Imbalance:
1392
- data.imbalance = size;
1393
- break;
1394
- case import_fixparser3.MDEntryType.TradeVolume:
1395
- data.volume = size;
1396
- break;
1397
- case import_fixparser3.MDEntryType.OpenInterest:
1398
- data.openInterest = size;
1399
- break;
1400
- case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
1401
- data.compositeUnderlyingPrice = price;
1402
- break;
1403
- case import_fixparser3.MDEntryType.SimulatedSellPrice:
1404
- data.simulatedSellPrice = price;
1405
- break;
1406
- case import_fixparser3.MDEntryType.SimulatedBuyPrice:
1407
- data.simulatedBuyPrice = price;
1408
- break;
1409
- case import_fixparser3.MDEntryType.MarginRate:
1410
- data.marginRate = price;
1411
- break;
1412
- case import_fixparser3.MDEntryType.MidPrice:
1413
- data.midPrice = price;
1414
- break;
1415
- case import_fixparser3.MDEntryType.EmptyBook:
1416
- data.emptyBook = 1;
1417
- break;
1418
- case import_fixparser3.MDEntryType.SettleHighPrice:
1419
- data.settleHighPrice = price;
1420
- break;
1421
- case import_fixparser3.MDEntryType.SettleLowPrice:
1422
- data.settleLowPrice = price;
1423
- break;
1424
- case import_fixparser3.MDEntryType.PriorSettlePrice:
1425
- data.priorSettlePrice = price;
1426
- break;
1427
- case import_fixparser3.MDEntryType.SessionHighBid:
1428
- data.sessionHighBid = price;
1429
- break;
1430
- case import_fixparser3.MDEntryType.SessionLowOffer:
1431
- data.sessionLowOffer = price;
1432
- break;
1433
- case import_fixparser3.MDEntryType.EarlyPrices:
1434
- data.earlyPrices = price;
1435
- break;
1436
- case import_fixparser3.MDEntryType.AuctionClearingPrice:
1437
- data.auctionClearingPrice = price;
1438
- break;
1439
- case import_fixparser3.MDEntryType.SwapValueFactor:
1440
- data.swapValueFactor = price;
1441
- break;
1442
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
1443
- data.dailyValueAdjustmentForLongPositions = price;
1444
- break;
1445
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
1446
- data.cumulativeValueAdjustmentForLongPositions = price;
1447
- break;
1448
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
1449
- data.dailyValueAdjustmentForShortPositions = price;
1450
- break;
1451
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
1452
- data.cumulativeValueAdjustmentForShortPositions = price;
1453
- break;
1454
- case import_fixparser3.MDEntryType.FixingPrice:
1455
- data.fixingPrice = price;
1456
- break;
1457
- case import_fixparser3.MDEntryType.CashRate:
1458
- data.cashRate = price;
1459
- break;
1460
- case import_fixparser3.MDEntryType.RecoveryRate:
1461
- data.recoveryRate = price;
1462
- break;
1463
- case import_fixparser3.MDEntryType.RecoveryRateForLong:
1464
- data.recoveryRateForLong = price;
1465
- break;
1466
- case import_fixparser3.MDEntryType.RecoveryRateForShort:
1467
- data.recoveryRateForShort = price;
1468
- break;
1469
- case import_fixparser3.MDEntryType.MarketBid:
1470
- data.marketBid = price;
1471
- break;
1472
- case import_fixparser3.MDEntryType.MarketOffer:
1473
- data.marketOffer = price;
1474
- break;
1475
- case import_fixparser3.MDEntryType.ShortSaleMinPrice:
1476
- data.shortSaleMinPrice = price;
1477
- break;
1478
- case import_fixparser3.MDEntryType.PreviousClosingPrice:
1479
- data.previousClosingPrice = price;
1480
- break;
1481
- case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
1482
- data.thresholdLimitPriceBanding = price;
1483
- break;
1484
- case import_fixparser3.MDEntryType.DailyFinancingValue:
1485
- data.dailyFinancingValue = price;
1486
- break;
1487
- case import_fixparser3.MDEntryType.AccruedFinancingValue:
1488
- data.accruedFinancingValue = price;
1489
- break;
1490
- case import_fixparser3.MDEntryType.TWAP:
1491
- data.twap = price;
1492
- break;
1493
- }
1494
- }
1495
- data.spread = data.offer - data.bid;
1496
- if (!marketDataPrices.has(symbol)) {
1497
- marketDataPrices.set(symbol, []);
1498
- }
1499
- const prices = marketDataPrices.get(symbol);
1500
- prices.push(data);
1501
- if (prices.length > maxPriceHistory) {
1502
- prices.splice(0, prices.length - maxPriceHistory);
1503
- }
1504
- onPriceUpdate?.(symbol, data);
1505
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
1506
- if (mdReqID) {
1507
- const callback = pendingRequests.get(mdReqID);
1508
- if (callback) {
1509
- callback(message);
1510
- pendingRequests.delete(mdReqID);
1511
- }
1512
- }
1513
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
1514
- const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
1515
- const callback = pendingRequests.get(reqId);
1516
- if (callback) {
1517
- callback(message);
1518
- pendingRequests.delete(reqId);
1519
- }
1520
- }
1521
- }
1522
-
1523
- // src/MCPLocal.ts
1524
- var MCPLocal = class extends MCPBase {
1525
- /**
1526
- * Map to store verified orders before execution
1527
- * @private
1528
- */
1529
- verifiedOrders = /* @__PURE__ */ new Map();
1530
- /**
1531
- * Map to store pending requests and their callbacks
1532
- * @private
1533
- */
1534
- pendingRequests = /* @__PURE__ */ new Map();
1535
- /**
1536
- * Map to store market data prices for each symbol
1537
- * @private
1538
- */
1539
- marketDataPrices = /* @__PURE__ */ new Map();
1540
- /**
1541
- * Maximum number of price history entries to keep per symbol
1542
- * @private
1543
- */
1544
- MAX_PRICE_HISTORY = 1e5;
1545
- server = new import_server.Server(
1546
- {
1547
- name: "fixparser",
1548
- version: "1.0.0"
1549
- },
1550
- {
1551
- capabilities: {
1552
- tools: Object.entries(toolSchemas).reduce(
1553
- (acc, [name, { description, schema }]) => {
1554
- acc[name] = {
1555
- description,
1556
- parameters: schema
1557
- };
1558
- return acc;
1559
- },
1560
- {}
1561
- )
1562
- }
1563
- }
1564
- );
1565
- transport = new import_stdio.StdioServerTransport();
1566
- constructor({ logger, onReady }) {
1567
- super({ logger, onReady });
1568
- }
1569
- async register(parser) {
1570
- this.parser = parser;
1571
- this.parser.addOnMessageCallback((message) => {
1572
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1573
- });
1574
- this.addWorkflows();
1575
- await this.server.connect(this.transport);
1576
- if (this.onReady) {
1577
- this.onReady();
1578
- }
1579
- }
1580
- addWorkflows() {
1581
- if (!this.parser) {
1582
- return;
1583
- }
1584
- if (!this.server) {
1585
- return;
1586
- }
1587
- this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
1588
- return {
1589
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1590
- name,
1591
- description,
1592
- inputSchema: schema
1593
- }))
1594
- };
1595
- });
1596
- this.server.setRequestHandler(
1597
- import_zod.z.object({
1598
- method: import_zod.z.literal("tools/call"),
1599
- params: import_zod.z.object({
1600
- name: import_zod.z.string(),
1601
- arguments: import_zod.z.any(),
1602
- _meta: import_zod.z.object({
1603
- progressToken: import_zod.z.number()
1604
- }).optional()
1605
- })
1606
- }),
1607
- async (request) => {
1608
- const { name, arguments: args } = request.params;
1609
- const toolHandlers = createToolHandlers(
1610
- this.parser,
1611
- this.verifiedOrders,
1612
- this.pendingRequests,
1613
- this.marketDataPrices
1614
- );
1615
- const handler = toolHandlers[name];
1616
- if (!handler) {
1617
- return {
1618
- content: [
1619
- {
1620
- type: "text",
1621
- text: `Tool not found: ${name}`,
1622
- uri: name
1623
- }
1624
- ],
1625
- isError: true
1626
- };
1627
- }
1628
- const result = await handler(args);
1629
- return {
1630
- content: result.content,
1631
- isError: result.isError
684
+ ]
1632
685
  };
1633
686
  }
1634
687
  );