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

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@@ -1,1879 +0,0 @@
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- // src/MCPLocal.ts
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- import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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- import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.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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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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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
432
- 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 (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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- );
441
- bullishSignals++;
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- } else {
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- signals.push(
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- `\u2717 BEARISH: Price below VWAP (${((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");
467
- }
468
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
469
- 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");
473
- bullishSignals++;
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- } else {
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- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
476
- }
477
- return { bullishSignals, bearishSignals, signals };
478
- }
479
- // Generate comprehensive JSON analysis
480
- generateJSONAnalysis(symbol) {
481
- const analysis = this.analyze();
482
- const indicators = this.getTechnicalIndicators();
483
- const signals = this.generateSignals();
484
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
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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;
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- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
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- const totalScore = signals.bullishSignals - signals.bearishSignals;
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- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
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- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
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- const stopLoss = analysis.sessionLow * 0.995;
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- const profitTarget = analysis.sessionHigh * 0.995;
500
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
501
- return {
502
- symbol,
503
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
504
- marketStructure: {
505
- currentPrice: analysis.currentPrice,
506
- startPrice: analysis.startPrice,
507
- sessionHigh: analysis.sessionHigh,
508
- sessionLow: analysis.sessionLow,
509
- rangeWidth,
510
- totalVolume: analysis.totalVolume,
511
- sessionPerformance: analysis.sessionReturn,
512
- positionInRange: analysis.pricePosition
513
- },
514
- volatility: {
515
- impliedVolatility: analysis.volatility,
516
- maxDrawdown: analysis.maxDrawdown * 100,
517
- currentDrawdown
518
- },
519
- technicalIndicators: {
520
- sma5: currentSMA5,
521
- sma10: currentSMA10,
522
- ema8: currentEMA8,
523
- ema21: currentEMA21,
524
- rsi: currentRSI,
525
- bollingerBands: currentBB ? {
526
- upper: currentBB.upper,
527
- middle: currentBB.middle,
528
- lower: currentBB.lower,
529
- position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
530
- } : null
531
- },
532
- volumeAnalysis: {
533
- currentVolume,
534
- averageVolume: Math.round(analysis.avgVolume),
535
- volumeRatio,
536
- trueVWAP: analysis.trueVWAP,
537
- priceVsVWAP
538
- },
539
- momentum: {
540
- momentum5: analysis.momentum5,
541
- momentum10: analysis.momentum10,
542
- sessionROC: analysis.sessionReturn
543
- },
544
- tradingSignals: {
545
- ...signals,
546
- overallSignal,
547
- signalScore: totalScore
548
- },
549
- riskManagement: {
550
- targetEntry,
551
- stopLoss,
552
- profitTarget,
553
- riskRewardRatio
554
- }
555
- };
556
- }
557
- };
558
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
559
- return async (args) => {
560
- try {
561
- const symbol = args.symbol;
562
- const priceHistory = marketDataPrices.get(symbol) || [];
563
- if (priceHistory.length === 0) {
564
- return {
565
- content: [
566
- {
567
- type: "text",
568
- text: `No price data available for ${symbol}. Please request market data first.`,
569
- uri: "technicalAnalysis"
570
- }
571
- ]
572
- };
573
- }
574
- const analyzer = new TechnicalAnalyzer(priceHistory);
575
- const analysis = analyzer.generateJSONAnalysis(symbol);
576
- return {
577
- content: [
578
- {
579
- type: "text",
580
- text: `Technical Analysis for ${symbol}:
581
-
582
- ${JSON.stringify(analysis, null, 2)}`,
583
- uri: "technicalAnalysis"
584
- }
585
- ]
586
- };
587
- } catch (error) {
588
- return {
589
- content: [
590
- {
591
- type: "text",
592
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
593
- uri: "technicalAnalysis"
594
- }
595
- ],
596
- isError: true
597
- };
598
- }
599
- };
600
- };
601
-
602
- // src/tools/marketData.ts
603
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
604
- import QuickChart from "quickchart-js";
605
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
606
- return async (args) => {
607
- try {
608
- parser.logger.log({
609
- level: "info",
610
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
611
- });
612
- const response = new Promise((resolve) => {
613
- pendingRequests.set(args.mdReqID, resolve);
614
- parser.logger.log({
615
- level: "info",
616
- message: `Registered callback for market data request ID: ${args.mdReqID}`
617
- });
618
- });
619
- const entryTypes = args.mdEntryTypes || [
620
- MDEntryType.Bid,
621
- MDEntryType.Offer,
622
- MDEntryType.Trade,
623
- MDEntryType.IndexValue,
624
- MDEntryType.OpeningPrice,
625
- MDEntryType.ClosingPrice,
626
- MDEntryType.SettlementPrice,
627
- MDEntryType.TradingSessionHighPrice,
628
- MDEntryType.TradingSessionLowPrice,
629
- MDEntryType.VWAP,
630
- MDEntryType.Imbalance,
631
- MDEntryType.TradeVolume,
632
- MDEntryType.OpenInterest,
633
- MDEntryType.CompositeUnderlyingPrice,
634
- MDEntryType.SimulatedSellPrice,
635
- MDEntryType.SimulatedBuyPrice,
636
- MDEntryType.MarginRate,
637
- MDEntryType.MidPrice,
638
- MDEntryType.EmptyBook,
639
- MDEntryType.SettleHighPrice,
640
- MDEntryType.SettleLowPrice,
641
- MDEntryType.PriorSettlePrice,
642
- MDEntryType.SessionHighBid,
643
- MDEntryType.SessionLowOffer,
644
- MDEntryType.EarlyPrices,
645
- MDEntryType.AuctionClearingPrice,
646
- MDEntryType.SwapValueFactor,
647
- MDEntryType.DailyValueAdjustmentForLongPositions,
648
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
649
- MDEntryType.DailyValueAdjustmentForShortPositions,
650
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
651
- MDEntryType.FixingPrice,
652
- MDEntryType.CashRate,
653
- MDEntryType.RecoveryRate,
654
- MDEntryType.RecoveryRateForLong,
655
- MDEntryType.RecoveryRateForShort,
656
- MDEntryType.MarketBid,
657
- MDEntryType.MarketOffer,
658
- MDEntryType.ShortSaleMinPrice,
659
- MDEntryType.PreviousClosingPrice,
660
- MDEntryType.ThresholdLimitPriceBanding,
661
- MDEntryType.DailyFinancingValue,
662
- MDEntryType.AccruedFinancingValue,
663
- MDEntryType.TWAP
664
- ];
665
- const messageFields = [
666
- new Field(Fields.MsgType, Messages.MarketDataRequest),
667
- new Field(Fields.SenderCompID, parser.sender),
668
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
669
- new Field(Fields.TargetCompID, parser.target),
670
- new Field(Fields.SendingTime, parser.getTimestamp()),
671
- new Field(Fields.MDReqID, args.mdReqID),
672
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
- new Field(Fields.MarketDepth, 0),
674
- new Field(Fields.MDUpdateType, args.mdUpdateType)
675
- ];
676
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
677
- args.symbols.forEach((symbol) => {
678
- messageFields.push(new Field(Fields.Symbol, symbol));
679
- });
680
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
681
- entryTypes.forEach((entryType) => {
682
- messageFields.push(new Field(Fields.MDEntryType, entryType));
683
- });
684
- const mdr = parser.createMessage(...messageFields);
685
- if (!parser.connected) {
686
- parser.logger.log({
687
- level: "error",
688
- message: "Not connected. Cannot send market data request."
689
- });
690
- return {
691
- content: [
692
- {
693
- type: "text",
694
- text: "Error: Not connected. Ignoring message.",
695
- uri: "marketDataRequest"
696
- }
697
- ],
698
- isError: true
699
- };
700
- }
701
- parser.logger.log({
702
- level: "info",
703
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
704
- });
705
- parser.send(mdr);
706
- const fixData = await response;
707
- parser.logger.log({
708
- level: "info",
709
- message: `Received market data response for request ID: ${args.mdReqID}`
710
- });
711
- return {
712
- content: [
713
- {
714
- type: "text",
715
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
716
- uri: "marketDataRequest"
717
- }
718
- ]
719
- };
720
- } catch (error) {
721
- return {
722
- content: [
723
- {
724
- type: "text",
725
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
726
- uri: "marketDataRequest"
727
- }
728
- ],
729
- isError: true
730
- };
731
- }
732
- };
733
- };
734
- var createGetStockGraphHandler = (marketDataPrices) => {
735
- return async (args) => {
736
- try {
737
- const symbol = args.symbol;
738
- const priceHistory = marketDataPrices.get(symbol) || [];
739
- if (priceHistory.length === 0) {
740
- return {
741
- content: [
742
- {
743
- type: "text",
744
- text: `No price data available for ${symbol}`,
745
- uri: "getStockGraph"
746
- }
747
- ]
748
- };
749
- }
750
- const chart = new QuickChart();
751
- chart.setWidth(1200);
752
- chart.setHeight(600);
753
- chart.setBackgroundColor("transparent");
754
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
755
- const bidData = priceHistory.map((point) => point.bid);
756
- const offerData = priceHistory.map((point) => point.offer);
757
- const spreadData = priceHistory.map((point) => point.spread);
758
- const volumeData = priceHistory.map((point) => point.volume);
759
- const tradeData = priceHistory.map((point) => point.trade);
760
- const vwapData = priceHistory.map((point) => point.vwap);
761
- const twapData = priceHistory.map((point) => point.twap);
762
- const config = {
763
- type: "line",
764
- data: {
765
- labels,
766
- datasets: [
767
- {
768
- label: "Bid",
769
- data: bidData,
770
- borderColor: "#28a745",
771
- backgroundColor: "rgba(40, 167, 69, 0.1)",
772
- fill: false,
773
- tension: 0.4
774
- },
775
- {
776
- label: "Offer",
777
- data: offerData,
778
- borderColor: "#dc3545",
779
- backgroundColor: "rgba(220, 53, 69, 0.1)",
780
- fill: false,
781
- tension: 0.4
782
- },
783
- {
784
- label: "Spread",
785
- data: spreadData,
786
- borderColor: "#6c757d",
787
- backgroundColor: "rgba(108, 117, 125, 0.1)",
788
- fill: false,
789
- tension: 0.4
790
- },
791
- {
792
- label: "Trade",
793
- data: tradeData,
794
- borderColor: "#ffc107",
795
- backgroundColor: "rgba(255, 193, 7, 0.1)",
796
- fill: false,
797
- tension: 0.4
798
- },
799
- {
800
- label: "VWAP",
801
- data: vwapData,
802
- borderColor: "#17a2b8",
803
- backgroundColor: "rgba(23, 162, 184, 0.1)",
804
- fill: false,
805
- tension: 0.4
806
- },
807
- {
808
- label: "TWAP",
809
- data: twapData,
810
- borderColor: "#6610f2",
811
- backgroundColor: "rgba(102, 16, 242, 0.1)",
812
- fill: false,
813
- tension: 0.4
814
- },
815
- {
816
- label: "Volume",
817
- data: volumeData,
818
- borderColor: "#007bff",
819
- backgroundColor: "rgba(0, 123, 255, 0.1)",
820
- fill: true,
821
- tension: 0.4
822
- }
823
- ]
824
- },
825
- options: {
826
- responsive: true,
827
- plugins: {
828
- title: {
829
- display: true,
830
- text: `${symbol} Market Data`
831
- }
832
- },
833
- scales: {
834
- y: {
835
- beginAtZero: false
836
- }
837
- }
838
- }
839
- };
840
- chart.setConfig(config);
841
- const imageBuffer = await chart.toBinary();
842
- const base64 = imageBuffer.toString("base64");
843
- return {
844
- content: [
845
- {
846
- type: "resource",
847
- resource: {
848
- uri: "resource://graph",
849
- mimeType: "image/png",
850
- blob: base64
851
- }
852
- }
853
- ]
854
- };
855
- } catch (error) {
856
- return {
857
- content: [
858
- {
859
- type: "text",
860
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
861
- uri: "getStockGraph"
862
- }
863
- ],
864
- isError: true
865
- };
866
- }
867
- };
868
- };
869
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
870
- return async (args) => {
871
- try {
872
- const symbol = args.symbol;
873
- const priceHistory = marketDataPrices.get(symbol) || [];
874
- if (priceHistory.length === 0) {
875
- return {
876
- content: [
877
- {
878
- type: "text",
879
- text: `No price data available for ${symbol}`,
880
- uri: "getStockPriceHistory"
881
- }
882
- ]
883
- };
884
- }
885
- return {
886
- content: [
887
- {
888
- type: "text",
889
- text: JSON.stringify(
890
- {
891
- symbol,
892
- count: priceHistory.length,
893
- data: priceHistory.map((point) => ({
894
- timestamp: new Date(point.timestamp).toISOString(),
895
- bid: point.bid,
896
- offer: point.offer,
897
- spread: point.spread,
898
- volume: point.volume,
899
- trade: point.trade,
900
- indexValue: point.indexValue,
901
- openingPrice: point.openingPrice,
902
- closingPrice: point.closingPrice,
903
- settlementPrice: point.settlementPrice,
904
- tradingSessionHighPrice: point.tradingSessionHighPrice,
905
- tradingSessionLowPrice: point.tradingSessionLowPrice,
906
- vwap: point.vwap,
907
- imbalance: point.imbalance,
908
- openInterest: point.openInterest,
909
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
910
- simulatedSellPrice: point.simulatedSellPrice,
911
- simulatedBuyPrice: point.simulatedBuyPrice,
912
- marginRate: point.marginRate,
913
- midPrice: point.midPrice,
914
- emptyBook: point.emptyBook,
915
- settleHighPrice: point.settleHighPrice,
916
- settleLowPrice: point.settleLowPrice,
917
- priorSettlePrice: point.priorSettlePrice,
918
- sessionHighBid: point.sessionHighBid,
919
- sessionLowOffer: point.sessionLowOffer,
920
- earlyPrices: point.earlyPrices,
921
- auctionClearingPrice: point.auctionClearingPrice,
922
- swapValueFactor: point.swapValueFactor,
923
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
924
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
925
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
926
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
927
- fixingPrice: point.fixingPrice,
928
- cashRate: point.cashRate,
929
- recoveryRate: point.recoveryRate,
930
- recoveryRateForLong: point.recoveryRateForLong,
931
- recoveryRateForShort: point.recoveryRateForShort,
932
- marketBid: point.marketBid,
933
- marketOffer: point.marketOffer,
934
- shortSaleMinPrice: point.shortSaleMinPrice,
935
- previousClosingPrice: point.previousClosingPrice,
936
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
937
- dailyFinancingValue: point.dailyFinancingValue,
938
- accruedFinancingValue: point.accruedFinancingValue,
939
- twap: point.twap
940
- }))
941
- },
942
- null,
943
- 2
944
- ),
945
- uri: "getStockPriceHistory"
946
- }
947
- ]
948
- };
949
- } catch (error) {
950
- return {
951
- content: [
952
- {
953
- type: "text",
954
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
955
- uri: "getStockPriceHistory"
956
- }
957
- ],
958
- isError: true
959
- };
960
- }
961
- };
962
- };
963
-
964
- // src/tools/order.ts
965
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
966
- var ordTypeNames = {
967
- "1": "Market",
968
- "2": "Limit",
969
- "3": "Stop",
970
- "4": "StopLimit",
971
- "5": "MarketOnClose",
972
- "6": "WithOrWithout",
973
- "7": "LimitOrBetter",
974
- "8": "LimitWithOrWithout",
975
- "9": "OnBasis",
976
- A: "OnClose",
977
- B: "LimitOnClose",
978
- C: "ForexMarket",
979
- D: "PreviouslyQuoted",
980
- E: "PreviouslyIndicated",
981
- F: "ForexLimit",
982
- G: "ForexSwap",
983
- H: "ForexPreviouslyQuoted",
984
- I: "Funari",
985
- J: "MarketIfTouched",
986
- K: "MarketWithLeftOverAsLimit",
987
- L: "PreviousFundValuationPoint",
988
- M: "NextFundValuationPoint",
989
- P: "Pegged",
990
- Q: "CounterOrderSelection",
991
- R: "StopOnBidOrOffer",
992
- S: "StopLimitOnBidOrOffer"
993
- };
994
- var sideNames = {
995
- "1": "Buy",
996
- "2": "Sell",
997
- "3": "BuyMinus",
998
- "4": "SellPlus",
999
- "5": "SellShort",
1000
- "6": "SellShortExempt",
1001
- "7": "Undisclosed",
1002
- "8": "Cross",
1003
- "9": "CrossShort",
1004
- A: "CrossShortExempt",
1005
- B: "AsDefined",
1006
- C: "Opposite",
1007
- D: "Subscribe",
1008
- E: "Redeem",
1009
- F: "Lend",
1010
- G: "Borrow",
1011
- H: "SellUndisclosed"
1012
- };
1013
- var timeInForceNames = {
1014
- "0": "Day",
1015
- "1": "GoodTillCancel",
1016
- "2": "AtTheOpening",
1017
- "3": "ImmediateOrCancel",
1018
- "4": "FillOrKill",
1019
- "5": "GoodTillCrossing",
1020
- "6": "GoodTillDate",
1021
- "7": "AtTheClose",
1022
- "8": "GoodThroughCrossing",
1023
- "9": "AtCrossing",
1024
- A: "GoodForTime",
1025
- B: "GoodForAuction",
1026
- C: "GoodForMonth"
1027
- };
1028
- var handlInstNames = {
1029
- "1": "AutomatedExecutionNoIntervention",
1030
- "2": "AutomatedExecutionInterventionOK",
1031
- "3": "ManualOrder"
1032
- };
1033
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1034
- return async (args) => {
1035
- try {
1036
- verifiedOrders.set(args.clOrdID, {
1037
- clOrdID: args.clOrdID,
1038
- handlInst: args.handlInst,
1039
- quantity: Number.parseFloat(String(args.quantity)),
1040
- price: Number.parseFloat(String(args.price)),
1041
- ordType: args.ordType,
1042
- side: args.side,
1043
- symbol: args.symbol,
1044
- timeInForce: args.timeInForce
1045
- });
1046
- return {
1047
- content: [
1048
- {
1049
- type: "text",
1050
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1051
-
1052
- Parameters verified:
1053
- - ClOrdID: ${args.clOrdID}
1054
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1055
- - Quantity: ${args.quantity}
1056
- - Price: ${args.price}
1057
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1058
- - Side: ${args.side} (${sideNames[args.side]})
1059
- - Symbol: ${args.symbol}
1060
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1061
-
1062
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1063
- uri: "verifyOrder"
1064
- }
1065
- ]
1066
- };
1067
- } catch (error) {
1068
- return {
1069
- content: [
1070
- {
1071
- type: "text",
1072
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1073
- uri: "verifyOrder"
1074
- }
1075
- ],
1076
- isError: true
1077
- };
1078
- }
1079
- };
1080
- };
1081
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1082
- return async (args) => {
1083
- try {
1084
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1085
- if (!verifiedOrder) {
1086
- return {
1087
- content: [
1088
- {
1089
- type: "text",
1090
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1091
- uri: "executeOrder"
1092
- }
1093
- ],
1094
- isError: true
1095
- };
1096
- }
1097
- 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) {
1098
- return {
1099
- content: [
1100
- {
1101
- type: "text",
1102
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1103
- uri: "executeOrder"
1104
- }
1105
- ],
1106
- isError: true
1107
- };
1108
- }
1109
- const response = new Promise((resolve) => {
1110
- pendingRequests.set(args.clOrdID, resolve);
1111
- });
1112
- const order = parser.createMessage(
1113
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1114
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1115
- new Field2(Fields2.SenderCompID, parser.sender),
1116
- new Field2(Fields2.TargetCompID, parser.target),
1117
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
1118
- new Field2(Fields2.ClOrdID, args.clOrdID),
1119
- new Field2(Fields2.Side, args.side),
1120
- new Field2(Fields2.Symbol, args.symbol),
1121
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1122
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1123
- new Field2(Fields2.OrdType, args.ordType),
1124
- new Field2(Fields2.HandlInst, args.handlInst),
1125
- new Field2(Fields2.TimeInForce, args.timeInForce),
1126
- new Field2(Fields2.TransactTime, parser.getTimestamp())
1127
- );
1128
- if (!parser.connected) {
1129
- return {
1130
- content: [
1131
- {
1132
- type: "text",
1133
- text: "Error: Not connected. Ignoring message.",
1134
- uri: "executeOrder"
1135
- }
1136
- ],
1137
- isError: true
1138
- };
1139
- }
1140
- parser.send(order);
1141
- const fixData = await response;
1142
- verifiedOrders.delete(args.clOrdID);
1143
- return {
1144
- content: [
1145
- {
1146
- type: "text",
1147
- 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())}`,
1148
- uri: "executeOrder"
1149
- }
1150
- ]
1151
- };
1152
- } catch (error) {
1153
- return {
1154
- content: [
1155
- {
1156
- type: "text",
1157
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1158
- uri: "executeOrder"
1159
- }
1160
- ],
1161
- isError: true
1162
- };
1163
- }
1164
- };
1165
- };
1166
-
1167
- // src/tools/parse.ts
1168
- var createParseHandler = (parser) => {
1169
- return async (args) => {
1170
- try {
1171
- const parsedMessage = parser.parse(args.fixString);
1172
- if (!parsedMessage || parsedMessage.length === 0) {
1173
- return {
1174
- content: [
1175
- {
1176
- type: "text",
1177
- text: "Error: Failed to parse FIX string",
1178
- uri: "parse"
1179
- }
1180
- ],
1181
- isError: true
1182
- };
1183
- }
1184
- return {
1185
- content: [
1186
- {
1187
- type: "text",
1188
- text: `${parsedMessage[0].description}
1189
- ${parsedMessage[0].messageTypeDescription}`,
1190
- uri: "parse"
1191
- }
1192
- ]
1193
- };
1194
- } catch (error) {
1195
- return {
1196
- content: [
1197
- {
1198
- type: "text",
1199
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1200
- uri: "parse"
1201
- }
1202
- ],
1203
- isError: true
1204
- };
1205
- }
1206
- };
1207
- };
1208
-
1209
- // src/tools/parseToJSON.ts
1210
- var createParseToJSONHandler = (parser) => {
1211
- return async (args) => {
1212
- try {
1213
- const parsedMessage = parser.parse(args.fixString);
1214
- if (!parsedMessage || parsedMessage.length === 0) {
1215
- return {
1216
- content: [
1217
- {
1218
- type: "text",
1219
- text: "Error: Failed to parse FIX string",
1220
- uri: "parseToJSON"
1221
- }
1222
- ],
1223
- isError: true
1224
- };
1225
- }
1226
- return {
1227
- content: [
1228
- {
1229
- type: "text",
1230
- text: `${parsedMessage[0].toFIXJSON()}`,
1231
- uri: "parseToJSON"
1232
- }
1233
- ]
1234
- };
1235
- } catch (error) {
1236
- return {
1237
- content: [
1238
- {
1239
- type: "text",
1240
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1241
- uri: "parseToJSON"
1242
- }
1243
- ],
1244
- isError: true
1245
- };
1246
- }
1247
- };
1248
- };
1249
-
1250
- // src/tools/index.ts
1251
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1252
- parse: createParseHandler(parser),
1253
- parseToJSON: createParseToJSONHandler(parser),
1254
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1255
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1256
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1257
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
1258
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1259
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1260
- });
1261
-
1262
- // src/utils/messageHandler.ts
1263
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
1264
- function getEnumValue(enumObj, name) {
1265
- return enumObj[name] || name;
1266
- }
1267
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1268
- const msgType = message.messageType;
1269
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
1270
- const symbol = message.getField(Fields3.Symbol)?.value;
1271
- const fixJson = message.toFIXJSON();
1272
- const entries = fixJson.Body?.NoMDEntries || [];
1273
- const data = {
1274
- timestamp: Date.now(),
1275
- bid: 0,
1276
- offer: 0,
1277
- spread: 0,
1278
- volume: 0,
1279
- trade: 0,
1280
- indexValue: 0,
1281
- openingPrice: 0,
1282
- closingPrice: 0,
1283
- settlementPrice: 0,
1284
- tradingSessionHighPrice: 0,
1285
- tradingSessionLowPrice: 0,
1286
- vwap: 0,
1287
- imbalance: 0,
1288
- openInterest: 0,
1289
- compositeUnderlyingPrice: 0,
1290
- simulatedSellPrice: 0,
1291
- simulatedBuyPrice: 0,
1292
- marginRate: 0,
1293
- midPrice: 0,
1294
- emptyBook: 0,
1295
- settleHighPrice: 0,
1296
- settleLowPrice: 0,
1297
- priorSettlePrice: 0,
1298
- sessionHighBid: 0,
1299
- sessionLowOffer: 0,
1300
- earlyPrices: 0,
1301
- auctionClearingPrice: 0,
1302
- swapValueFactor: 0,
1303
- dailyValueAdjustmentForLongPositions: 0,
1304
- cumulativeValueAdjustmentForLongPositions: 0,
1305
- dailyValueAdjustmentForShortPositions: 0,
1306
- cumulativeValueAdjustmentForShortPositions: 0,
1307
- fixingPrice: 0,
1308
- cashRate: 0,
1309
- recoveryRate: 0,
1310
- recoveryRateForLong: 0,
1311
- recoveryRateForShort: 0,
1312
- marketBid: 0,
1313
- marketOffer: 0,
1314
- shortSaleMinPrice: 0,
1315
- previousClosingPrice: 0,
1316
- thresholdLimitPriceBanding: 0,
1317
- dailyFinancingValue: 0,
1318
- accruedFinancingValue: 0,
1319
- twap: 0
1320
- };
1321
- for (const entry of entries) {
1322
- const entryType = entry.MDEntryType;
1323
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1324
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1325
- const enumValue = getEnumValue(MDEntryType2, entryType);
1326
- switch (enumValue) {
1327
- case MDEntryType2.Bid:
1328
- data.bid = price;
1329
- break;
1330
- case MDEntryType2.Offer:
1331
- data.offer = price;
1332
- break;
1333
- case MDEntryType2.Trade:
1334
- data.trade = price;
1335
- break;
1336
- case MDEntryType2.IndexValue:
1337
- data.indexValue = price;
1338
- break;
1339
- case MDEntryType2.OpeningPrice:
1340
- data.openingPrice = price;
1341
- break;
1342
- case MDEntryType2.ClosingPrice:
1343
- data.closingPrice = price;
1344
- break;
1345
- case MDEntryType2.SettlementPrice:
1346
- data.settlementPrice = price;
1347
- break;
1348
- case MDEntryType2.TradingSessionHighPrice:
1349
- data.tradingSessionHighPrice = price;
1350
- break;
1351
- case MDEntryType2.TradingSessionLowPrice:
1352
- data.tradingSessionLowPrice = price;
1353
- break;
1354
- case MDEntryType2.VWAP:
1355
- data.vwap = price;
1356
- break;
1357
- case MDEntryType2.Imbalance:
1358
- data.imbalance = size;
1359
- break;
1360
- case MDEntryType2.TradeVolume:
1361
- data.volume = size;
1362
- break;
1363
- case MDEntryType2.OpenInterest:
1364
- data.openInterest = size;
1365
- break;
1366
- case MDEntryType2.CompositeUnderlyingPrice:
1367
- data.compositeUnderlyingPrice = price;
1368
- break;
1369
- case MDEntryType2.SimulatedSellPrice:
1370
- data.simulatedSellPrice = price;
1371
- break;
1372
- case MDEntryType2.SimulatedBuyPrice:
1373
- data.simulatedBuyPrice = price;
1374
- break;
1375
- case MDEntryType2.MarginRate:
1376
- data.marginRate = price;
1377
- break;
1378
- case MDEntryType2.MidPrice:
1379
- data.midPrice = price;
1380
- break;
1381
- case MDEntryType2.EmptyBook:
1382
- data.emptyBook = 1;
1383
- break;
1384
- case MDEntryType2.SettleHighPrice:
1385
- data.settleHighPrice = price;
1386
- break;
1387
- case MDEntryType2.SettleLowPrice:
1388
- data.settleLowPrice = price;
1389
- break;
1390
- case MDEntryType2.PriorSettlePrice:
1391
- data.priorSettlePrice = price;
1392
- break;
1393
- case MDEntryType2.SessionHighBid:
1394
- data.sessionHighBid = price;
1395
- break;
1396
- case MDEntryType2.SessionLowOffer:
1397
- data.sessionLowOffer = price;
1398
- break;
1399
- case MDEntryType2.EarlyPrices:
1400
- data.earlyPrices = price;
1401
- break;
1402
- case MDEntryType2.AuctionClearingPrice:
1403
- data.auctionClearingPrice = price;
1404
- break;
1405
- case MDEntryType2.SwapValueFactor:
1406
- data.swapValueFactor = price;
1407
- break;
1408
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1409
- data.dailyValueAdjustmentForLongPositions = price;
1410
- break;
1411
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1412
- data.cumulativeValueAdjustmentForLongPositions = price;
1413
- break;
1414
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1415
- data.dailyValueAdjustmentForShortPositions = price;
1416
- break;
1417
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1418
- data.cumulativeValueAdjustmentForShortPositions = price;
1419
- break;
1420
- case MDEntryType2.FixingPrice:
1421
- data.fixingPrice = price;
1422
- break;
1423
- case MDEntryType2.CashRate:
1424
- data.cashRate = price;
1425
- break;
1426
- case MDEntryType2.RecoveryRate:
1427
- data.recoveryRate = price;
1428
- break;
1429
- case MDEntryType2.RecoveryRateForLong:
1430
- data.recoveryRateForLong = price;
1431
- break;
1432
- case MDEntryType2.RecoveryRateForShort:
1433
- data.recoveryRateForShort = price;
1434
- break;
1435
- case MDEntryType2.MarketBid:
1436
- data.marketBid = price;
1437
- break;
1438
- case MDEntryType2.MarketOffer:
1439
- data.marketOffer = price;
1440
- break;
1441
- case MDEntryType2.ShortSaleMinPrice:
1442
- data.shortSaleMinPrice = price;
1443
- break;
1444
- case MDEntryType2.PreviousClosingPrice:
1445
- data.previousClosingPrice = price;
1446
- break;
1447
- case MDEntryType2.ThresholdLimitPriceBanding:
1448
- data.thresholdLimitPriceBanding = price;
1449
- break;
1450
- case MDEntryType2.DailyFinancingValue:
1451
- data.dailyFinancingValue = price;
1452
- break;
1453
- case MDEntryType2.AccruedFinancingValue:
1454
- data.accruedFinancingValue = price;
1455
- break;
1456
- case MDEntryType2.TWAP:
1457
- data.twap = price;
1458
- break;
1459
- }
1460
- }
1461
- data.spread = data.offer - data.bid;
1462
- if (!marketDataPrices.has(symbol)) {
1463
- marketDataPrices.set(symbol, []);
1464
- }
1465
- const prices = marketDataPrices.get(symbol);
1466
- prices.push(data);
1467
- if (prices.length > maxPriceHistory) {
1468
- prices.splice(0, prices.length - maxPriceHistory);
1469
- }
1470
- onPriceUpdate?.(symbol, data);
1471
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1472
- if (mdReqID) {
1473
- const callback = pendingRequests.get(mdReqID);
1474
- if (callback) {
1475
- callback(message);
1476
- pendingRequests.delete(mdReqID);
1477
- }
1478
- }
1479
- } else if (msgType === Messages3.ExecutionReport) {
1480
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1481
- const callback = pendingRequests.get(reqId);
1482
- if (callback) {
1483
- callback(message);
1484
- pendingRequests.delete(reqId);
1485
- }
1486
- }
1487
- }
1488
-
1489
- // src/MCPLocal.ts
1490
- var MCPLocal = class extends MCPBase {
1491
- /**
1492
- * Map to store verified orders before execution
1493
- * @private
1494
- */
1495
- verifiedOrders = /* @__PURE__ */ new Map();
1496
- /**
1497
- * Map to store pending requests and their callbacks
1498
- * @private
1499
- */
1500
- pendingRequests = /* @__PURE__ */ new Map();
1501
- /**
1502
- * Map to store market data prices for each symbol
1503
- * @private
1504
- */
1505
- marketDataPrices = /* @__PURE__ */ new Map();
1506
- /**
1507
- * Maximum number of price history entries to keep per symbol
1508
- * @private
1509
- */
1510
- MAX_PRICE_HISTORY = 1e5;
1511
- server = new Server(
1512
- {
1513
- name: "fixparser",
1514
- version: "1.0.0"
1515
- },
1516
- {
1517
- capabilities: {
1518
- tools: Object.entries(toolSchemas).reduce(
1519
- (acc, [name, { description, schema }]) => {
1520
- acc[name] = {
1521
- description,
1522
- parameters: schema
1523
- };
1524
- return acc;
1525
- },
1526
- {}
1527
- )
1528
- }
1529
- }
1530
- );
1531
- transport = new StdioServerTransport();
1532
- constructor({ logger, onReady }) {
1533
- super({ logger, onReady });
1534
- }
1535
- async register(parser) {
1536
- this.parser = parser;
1537
- this.parser.addOnMessageCallback((message) => {
1538
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1539
- });
1540
- this.addWorkflows();
1541
- await this.server.connect(this.transport);
1542
- if (this.onReady) {
1543
- this.onReady();
1544
- }
1545
- }
1546
- addWorkflows() {
1547
- if (!this.parser) {
1548
- return;
1549
- }
1550
- if (!this.server) {
1551
- return;
1552
- }
1553
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1554
- return {
1555
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1556
- name,
1557
- description,
1558
- inputSchema: schema
1559
- }))
1560
- };
1561
- });
1562
- this.server.setRequestHandler(
1563
- z.object({
1564
- method: z.literal("tools/call"),
1565
- params: z.object({
1566
- name: z.string(),
1567
- arguments: z.any(),
1568
- _meta: z.object({
1569
- progressToken: z.number()
1570
- }).optional()
1571
- })
1572
- }),
1573
- async (request) => {
1574
- const { name, arguments: args } = request.params;
1575
- const toolHandlers = createToolHandlers(
1576
- this.parser,
1577
- this.verifiedOrders,
1578
- this.pendingRequests,
1579
- this.marketDataPrices
1580
- );
1581
- const handler = toolHandlers[name];
1582
- if (!handler) {
1583
- return {
1584
- content: [
1585
- {
1586
- type: "text",
1587
- text: `Tool not found: ${name}`,
1588
- uri: name
1589
- }
1590
- ],
1591
- isError: true
1592
- };
1593
- }
1594
- const result = await handler(args);
1595
- return {
1596
- content: result.content,
1597
- isError: result.isError
1598
- };
1599
- }
1600
- );
1601
- process.on("SIGINT", async () => {
1602
- await this.server.close();
1603
- process.exit(0);
1604
- });
1605
- }
1606
- };
1607
-
1608
- // src/MCPRemote.ts
1609
- import { randomUUID } from "node:crypto";
1610
- import { createServer } from "node:http";
1611
- import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
1612
- import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
1613
- import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
1614
- import { z as z2 } from "zod";
1615
- var transports = {};
1616
- function jsonSchemaToZod(schema) {
1617
- if (schema.type === "object") {
1618
- const shape = {};
1619
- for (const [key, prop] of Object.entries(schema.properties || {})) {
1620
- const propSchema = prop;
1621
- if (propSchema.type === "string") {
1622
- if (propSchema.enum) {
1623
- shape[key] = z2.enum(propSchema.enum);
1624
- } else {
1625
- shape[key] = z2.string();
1626
- }
1627
- } else if (propSchema.type === "number") {
1628
- shape[key] = z2.number();
1629
- } else if (propSchema.type === "boolean") {
1630
- shape[key] = z2.boolean();
1631
- } else if (propSchema.type === "array") {
1632
- if (propSchema.items.type === "string") {
1633
- shape[key] = z2.array(z2.string());
1634
- } else if (propSchema.items.type === "number") {
1635
- shape[key] = z2.array(z2.number());
1636
- } else if (propSchema.items.type === "boolean") {
1637
- shape[key] = z2.array(z2.boolean());
1638
- } else {
1639
- shape[key] = z2.array(z2.any());
1640
- }
1641
- } else {
1642
- shape[key] = z2.any();
1643
- }
1644
- }
1645
- return shape;
1646
- }
1647
- return {};
1648
- }
1649
- var MCPRemote = class extends MCPBase {
1650
- /**
1651
- * Port number the server will listen on.
1652
- * @private
1653
- */
1654
- port;
1655
- /**
1656
- * Node.js HTTP server instance created internally.
1657
- * @private
1658
- */
1659
- httpServer;
1660
- /**
1661
- * MCP server instance handling MCP protocol logic.
1662
- * @private
1663
- */
1664
- mcpServer;
1665
- /**
1666
- * Optional name of the plugin/server instance.
1667
- * @private
1668
- */
1669
- serverName;
1670
- /**
1671
- * Optional version string of the plugin/server.
1672
- * @private
1673
- */
1674
- serverVersion;
1675
- /**
1676
- * Map to store verified orders before execution
1677
- * @private
1678
- */
1679
- verifiedOrders = /* @__PURE__ */ new Map();
1680
- /**
1681
- * Map to store pending requests and their callbacks
1682
- * @private
1683
- */
1684
- pendingRequests = /* @__PURE__ */ new Map();
1685
- /**
1686
- * Map to store market data prices for each symbol
1687
- * @private
1688
- */
1689
- marketDataPrices = /* @__PURE__ */ new Map();
1690
- /**
1691
- * Maximum number of price history entries to keep per symbol
1692
- * @private
1693
- */
1694
- MAX_PRICE_HISTORY = 1e5;
1695
- constructor({ port, logger, onReady }) {
1696
- super({ logger, onReady });
1697
- this.port = port;
1698
- }
1699
- async register(parser) {
1700
- this.parser = parser;
1701
- this.logger = parser.logger;
1702
- this.logger?.log({
1703
- level: "info",
1704
- message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
1705
- });
1706
- this.parser.addOnMessageCallback((message) => {
1707
- if (this.parser) {
1708
- handleMessage(
1709
- message,
1710
- this.parser,
1711
- this.pendingRequests,
1712
- this.marketDataPrices,
1713
- this.MAX_PRICE_HISTORY
1714
- );
1715
- }
1716
- });
1717
- this.httpServer = createServer(async (req, res) => {
1718
- if (!req.url || !req.method) {
1719
- res.writeHead(400);
1720
- res.end("Bad Request");
1721
- return;
1722
- }
1723
- if (req.url === "/mcp") {
1724
- const sessionId = req.headers["mcp-session-id"];
1725
- if (req.method === "POST") {
1726
- const bodyChunks = [];
1727
- req.on("data", (chunk) => {
1728
- bodyChunks.push(chunk);
1729
- });
1730
- req.on("end", async () => {
1731
- let parsed;
1732
- const body = Buffer.concat(bodyChunks).toString();
1733
- try {
1734
- parsed = JSON.parse(body);
1735
- } catch (err) {
1736
- res.writeHead(400);
1737
- res.end(JSON.stringify({ error: "Invalid JSON" }));
1738
- return;
1739
- }
1740
- let transport;
1741
- if (sessionId && transports[sessionId]) {
1742
- transport = transports[sessionId];
1743
- } else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
1744
- transport = new StreamableHTTPServerTransport({
1745
- sessionIdGenerator: () => randomUUID(),
1746
- onsessioninitialized: (sessionId2) => {
1747
- transports[sessionId2] = transport;
1748
- }
1749
- });
1750
- transport.onclose = () => {
1751
- if (transport.sessionId) {
1752
- delete transports[transport.sessionId];
1753
- }
1754
- };
1755
- this.mcpServer = new McpServer({
1756
- name: this.serverName || "FIXParser",
1757
- version: this.serverVersion || "1.0.0"
1758
- });
1759
- this.setupTools();
1760
- await this.mcpServer.connect(transport);
1761
- } else {
1762
- res.writeHead(400, { "Content-Type": "application/json" });
1763
- res.end(
1764
- JSON.stringify({
1765
- jsonrpc: "2.0",
1766
- error: {
1767
- code: -32e3,
1768
- message: "Bad Request: No valid session ID provided"
1769
- },
1770
- id: null
1771
- })
1772
- );
1773
- return;
1774
- }
1775
- try {
1776
- await transport.handleRequest(req, res, parsed);
1777
- } catch (error) {
1778
- this.logger?.log({
1779
- level: "error",
1780
- message: `Error handling request: ${error}`
1781
- });
1782
- throw error;
1783
- }
1784
- });
1785
- } else if (req.method === "GET" || req.method === "DELETE") {
1786
- if (!sessionId || !transports[sessionId]) {
1787
- res.writeHead(400);
1788
- res.end("Invalid or missing session ID");
1789
- return;
1790
- }
1791
- const transport = transports[sessionId];
1792
- try {
1793
- await transport.handleRequest(req, res);
1794
- } catch (error) {
1795
- this.logger?.log({
1796
- level: "error",
1797
- message: `Error handling ${req.method} request: ${error}`
1798
- });
1799
- throw error;
1800
- }
1801
- } else {
1802
- this.logger?.log({
1803
- level: "error",
1804
- message: `Method not allowed: ${req.method}`
1805
- });
1806
- res.writeHead(405);
1807
- res.end("Method Not Allowed");
1808
- }
1809
- } else {
1810
- res.writeHead(404);
1811
- res.end("Not Found");
1812
- }
1813
- });
1814
- this.httpServer.listen(this.port, () => {
1815
- this.logger?.log({
1816
- level: "info",
1817
- message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
1818
- });
1819
- });
1820
- if (this.onReady) {
1821
- this.onReady();
1822
- }
1823
- }
1824
- setupTools() {
1825
- if (!this.parser) {
1826
- this.logger?.log({
1827
- level: "error",
1828
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
1829
- });
1830
- return;
1831
- }
1832
- if (!this.mcpServer) {
1833
- this.logger?.log({
1834
- level: "error",
1835
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
1836
- });
1837
- return;
1838
- }
1839
- const toolHandlers = createToolHandlers(
1840
- this.parser,
1841
- this.verifiedOrders,
1842
- this.pendingRequests,
1843
- this.marketDataPrices
1844
- );
1845
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1846
- this.mcpServer?.registerTool(
1847
- name,
1848
- {
1849
- description,
1850
- inputSchema: jsonSchemaToZod(schema)
1851
- },
1852
- async (args) => {
1853
- const handler = toolHandlers[name];
1854
- if (!handler) {
1855
- return {
1856
- content: [
1857
- {
1858
- type: "text",
1859
- text: `Tool not found: ${name}`
1860
- }
1861
- ],
1862
- isError: true
1863
- };
1864
- }
1865
- const result = await handler(args);
1866
- return {
1867
- content: result.content,
1868
- isError: result.isError
1869
- };
1870
- }
1871
- );
1872
- });
1873
- }
1874
- };
1875
- export {
1876
- MCPLocal,
1877
- MCPRemote
1878
- };
1879
- //# sourceMappingURL=index.mjs.map