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

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@@ -1,1600 +1,663 @@
1
1
  // src/MCPLocal.ts
2
- import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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+ import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Field, Fields, Messages } from "fixparser";
4
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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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+ 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 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 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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  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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+ verifiedOrders = /* @__PURE__ */ new Map();
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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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+ if (onReady) this.onReady = onReady;
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27
  }
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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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+ 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 === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
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+ let id;
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const mdReqID = message.getField(Fields.MDReqID);
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+ if (mdReqID) id = String(mdReqID.value);
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+ } else if (msgType === Messages.ExecutionReport) {
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+ const clOrdID = message.getField(Fields.ClOrdID);
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+ if (clOrdID) id = String(clOrdID.value);
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+ } else if (msgType === Messages.Reject) {
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+ const refSeqNum = message.getField(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);
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+ if (this.onReady) {
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+ this.onReady();
59
57
  }
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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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+ addWorkflows() {
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+ if (!this.parser) {
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+ return;
69
62
  }
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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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- ],
114
- 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"
115
- },
116
- 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"],
119
- 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"
120
- },
121
- symbol: { type: "string" },
122
- timeInForce: {
123
- type: "string",
124
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
125
- 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"
126
- }
127
- },
128
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
63
+ if (!this.server) {
64
+ return;
129
65
  }
130
- },
131
- executeOrder: {
132
- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
133
- schema: {
134
- type: "object",
135
- properties: {
136
- clOrdID: { type: "string" },
137
- handlInst: {
138
- type: "string",
139
- enum: ["1", "2", "3"],
140
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
141
- },
142
- quantity: { type: "string" },
143
- price: { type: "string" },
144
- 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",
156
- "A",
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- "B",
158
- "C",
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- "D",
160
- "E",
161
- "F",
162
- "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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- ],
174
- 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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- },
176
- side: {
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- type: "string",
178
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
179
- 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"
180
- },
181
- symbol: { type: "string" },
182
- timeInForce: {
183
- type: "string",
184
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
185
- 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"
186
- }
66
+ this.server.tool(
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+ "parse",
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+ "Parses a FIX message and describes it in plain language",
69
+ {
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+ fixString: z.string().describe("FIX message string to parse")
187
71
  },
188
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
- }
190
- },
191
- marketDataRequest: {
192
- description: "Requests market data for specified symbols",
193
- schema: {
194
- type: "object",
195
- properties: {
196
- mdUpdateType: {
197
- type: "string",
198
- enum: ["0", "1"],
199
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
- },
201
- symbols: { type: "array", items: { type: "string" } },
202
- mdReqID: { type: "string" },
203
- subscriptionRequestType: {
204
- type: "string",
205
- enum: ["0", "1", "2"],
206
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
- },
208
- mdEntryTypes: {
209
- type: "array",
210
- items: {
211
- type: "string",
212
- enum: [
213
- "0",
214
- "1",
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- "2",
216
- "3",
217
- "4",
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- "5",
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- "6",
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- "7",
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- "8",
222
- "9",
223
- "A",
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- "B",
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- "C",
226
- "D",
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- "E",
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- "F",
229
- "G",
230
- "H",
231
- "I",
232
- "J",
233
- "K",
234
- "L",
235
- "M",
236
- "N",
237
- "O",
238
- "P",
239
- "Q",
240
- "R",
241
- "S",
242
- "T",
243
- "U",
244
- "V",
245
- "W",
246
- "X",
247
- "Y",
248
- "Z"
72
+ async (args) => {
73
+ try {
74
+ const parsedMessage = this.parser?.parse(args.fixString);
75
+ if (!parsedMessage || parsedMessage.length === 0) {
76
+ return {
77
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
78
+ isError: true
79
+ };
80
+ }
81
+ return {
82
+ content: [
83
+ {
84
+ type: "text",
85
+ text: `${parsedMessage[0].description}
86
+ ${parsedMessage[0].messageTypeDescription}`
87
+ }
249
88
  ]
250
- },
251
- 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"
89
+ };
90
+ } catch (error) {
91
+ return {
92
+ content: [
93
+ {
94
+ type: "text",
95
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
96
+ }
97
+ ],
98
+ isError: true
99
+ };
252
100
  }
101
+ }
102
+ );
103
+ this.server.tool(
104
+ "parseToJSON",
105
+ "Parses a FIX message into JSON",
106
+ {
107
+ fixString: z.string().describe("FIX message string to parse")
253
108
  },
254
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
- }
256
- },
257
- getStockGraph: {
258
- description: "Generates a price chart for a given symbol",
259
- schema: {
260
- type: "object",
261
- properties: {
262
- symbol: { type: "string" }
263
- },
264
- required: ["symbol"]
265
- }
266
- },
267
- getStockPriceHistory: {
268
- description: "Returns price history for a given symbol",
269
- schema: {
270
- type: "object",
271
- properties: {
272
- symbol: { type: "string" }
273
- },
274
- required: ["symbol"]
275
- }
276
- },
277
- technicalAnalysis: {
278
- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
279
- schema: {
280
- type: "object",
281
- properties: {
282
- symbol: {
283
- type: "string",
284
- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
109
+ async (args) => {
110
+ try {
111
+ const parsedMessage = this.parser?.parse(args.fixString);
112
+ if (!parsedMessage || parsedMessage.length === 0) {
113
+ return {
114
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
115
+ isError: true
116
+ };
117
+ }
118
+ return {
119
+ content: [
120
+ {
121
+ type: "text",
122
+ text: `${parsedMessage[0].toFIXJSON()}`
123
+ }
124
+ ]
125
+ };
126
+ } catch (error) {
127
+ return {
128
+ content: [
129
+ {
130
+ type: "text",
131
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
132
+ }
133
+ ],
134
+ isError: true
135
+ };
285
136
  }
137
+ }
138
+ );
139
+ this.server.tool(
140
+ "verifyOrder",
141
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
142
+ {
143
+ clOrdID: z.string().describe("Client Order ID"),
144
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
145
+ quantity: z.string().describe("Order quantity"),
146
+ price: z.string().describe("Order price"),
147
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
148
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
149
+ symbol: z.string().describe("Trading symbol"),
150
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
286
151
  },
287
- required: ["symbol"]
288
- }
289
- }
290
- };
152
+ async (args) => {
153
+ try {
154
+ this.verifiedOrders.set(args.clOrdID, {
155
+ clOrdID: args.clOrdID,
156
+ handlInst: args.handlInst,
157
+ quantity: Number.parseFloat(args.quantity),
158
+ price: Number.parseFloat(args.price),
159
+ ordType: args.ordType,
160
+ side: args.side,
161
+ symbol: args.symbol,
162
+ timeInForce: args.timeInForce
163
+ });
164
+ return {
165
+ content: [
166
+ {
167
+ type: "text",
168
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
169
+
170
+ Parameters verified:
171
+ - ClOrdID: ${args.clOrdID}
172
+ - HandlInst: ${args.handlInst}
173
+ - Quantity: ${args.quantity}
174
+ - Price: ${args.price}
175
+ - OrdType: ${args.ordType}
176
+ - Side: ${args.side}
177
+ - Symbol: ${args.symbol}
178
+ - TimeInForce: ${args.timeInForce}
291
179
 
292
- // src/tools/analytics.ts
293
- function sum(numbers) {
294
- return numbers.reduce((acc, val) => acc + val, 0);
295
- }
296
- var TechnicalAnalyzer = class {
297
- prices;
298
- volumes;
299
- highs;
300
- lows;
301
- constructor(data) {
302
- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
- this.volumes = data.map((d) => d.volume);
304
- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
305
- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
306
- }
307
- // Calculate Simple Moving Average
308
- calculateSMA(data, period) {
309
- const sma = [];
310
- for (let i = period - 1; i < data.length; i++) {
311
- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
312
- sma.push(sum2 / period);
313
- }
314
- return sma;
315
- }
316
- // Calculate Exponential Moving Average
317
- calculateEMA(data, period) {
318
- const multiplier = 2 / (period + 1);
319
- const ema = [data[0]];
320
- for (let i = 1; i < data.length; i++) {
321
- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
322
- }
323
- return ema;
324
- }
325
- // Calculate RSI
326
- calculateRSI(data, period = 14) {
327
- if (data.length < period + 1) return [];
328
- const changes = [];
329
- for (let i = 1; i < data.length; i++) {
330
- changes.push(data[i] - data[i - 1]);
331
- }
332
- const gains = changes.map((change) => change > 0 ? change : 0);
333
- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
334
- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
335
- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
336
- const rsi = [];
337
- for (let i = period; i < changes.length; i++) {
338
- const rs = avgGain / avgLoss;
339
- rsi.push(100 - 100 / (1 + rs));
340
- avgGain = (avgGain * (period - 1) + gains[i]) / period;
341
- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
342
- }
343
- return rsi;
344
- }
345
- // Calculate Bollinger Bands
346
- calculateBollingerBands(data, period = 20, stdDev = 2) {
347
- if (data.length < period) return [];
348
- const sma = this.calculateSMA(data, period);
349
- const bands = [];
350
- for (let i = 0; i < sma.length; i++) {
351
- const dataSlice = data.slice(i, i + period);
352
- const mean = sma[i];
353
- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
354
- const standardDeviation = Math.sqrt(variance);
355
- bands.push({
356
- upper: mean + standardDeviation * stdDev,
357
- middle: mean,
358
- lower: mean - standardDeviation * stdDev
359
- });
360
- }
361
- return bands;
362
- }
363
- // Calculate maximum drawdown
364
- calculateMaxDrawdown(prices) {
365
- let maxPrice = prices[0];
366
- let maxDrawdown = 0;
367
- for (let i = 1; i < prices.length; i++) {
368
- if (prices[i] > maxPrice) {
369
- maxPrice = prices[i];
370
- }
371
- const drawdown = (maxPrice - prices[i]) / maxPrice;
372
- if (drawdown > maxDrawdown) {
373
- maxDrawdown = drawdown;
180
+ To execute this order, call the executeOrder tool with these exact same parameters.`
181
+ }
182
+ ]
183
+ };
184
+ } catch (error) {
185
+ return {
186
+ content: [
187
+ {
188
+ type: "text",
189
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
190
+ }
191
+ ],
192
+ isError: true
193
+ };
194
+ }
374
195
  }
375
- }
376
- return maxDrawdown;
377
- }
378
- // Calculate price changes for volatility
379
- calculatePriceChanges() {
380
- const changes = [];
381
- for (let i = 1; i < this.prices.length; i++) {
382
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
383
- }
384
- return changes;
385
- }
386
- // Generate comprehensive market analysis
387
- analyze() {
388
- const currentPrice = this.prices[this.prices.length - 1];
389
- const startPrice = this.prices[0];
390
- const sessionHigh = Math.max(...this.highs);
391
- const sessionLow = Math.min(...this.lows);
392
- const totalVolume = sum(this.volumes);
393
- const avgVolume = totalVolume / this.volumes.length;
394
- const priceChanges = this.calculatePriceChanges();
395
- const volatility = priceChanges.length > 0 ? Math.sqrt(
396
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
397
- ) * Math.sqrt(252) * 100 : 0;
398
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
399
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
400
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
401
- const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
402
- const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
403
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
404
- return {
405
- currentPrice,
406
- startPrice,
407
- sessionHigh,
408
- sessionLow,
409
- totalVolume,
410
- avgVolume,
411
- volatility,
412
- sessionReturn,
413
- pricePosition,
414
- trueVWAP,
415
- momentum5,
416
- momentum10,
417
- maxDrawdown
418
- };
419
- }
420
- // Generate technical indicators
421
- getTechnicalIndicators() {
422
- return {
423
- sma5: this.calculateSMA(this.prices, 5),
424
- sma10: this.calculateSMA(this.prices, 10),
425
- ema8: this.calculateEMA(this.prices, 8),
426
- ema21: this.calculateEMA(this.prices, 21),
427
- rsi: this.calculateRSI(this.prices, 14),
428
- bollinger: this.calculateBollingerBands(this.prices, 20, 2)
429
- };
430
- }
431
- // Generate trading signals
432
- generateSignals() {
433
- const analysis = this.analyze();
434
- let bullishSignals = 0;
435
- let bearishSignals = 0;
436
- const signals = [];
437
- if (analysis.currentPrice > analysis.trueVWAP) {
438
- signals.push(
439
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
440
- );
441
- bullishSignals++;
442
- } else {
443
- signals.push(
444
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
445
- );
446
- bearishSignals++;
447
- }
448
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
449
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
450
- bullishSignals++;
451
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
452
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
453
- bearishSignals++;
454
- } else {
455
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
456
- }
457
- const currentVolume = this.volumes[this.volumes.length - 1];
458
- const volumeRatio = currentVolume / analysis.avgVolume;
459
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
460
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
461
- bullishSignals++;
462
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
463
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
464
- bearishSignals++;
465
- } else {
466
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
467
- }
468
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
469
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
470
- bearishSignals++;
471
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
472
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
473
- bullishSignals++;
474
- } else {
475
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
476
- }
477
- return { bullishSignals, bearishSignals, signals };
478
- }
479
- // Generate comprehensive JSON analysis
480
- generateJSONAnalysis(symbol) {
481
- const analysis = this.analyze();
482
- const indicators = this.getTechnicalIndicators();
483
- const signals = this.generateSignals();
484
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
485
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
486
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
487
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
488
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
489
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
490
- const currentVolume = this.volumes[this.volumes.length - 1];
491
- const volumeRatio = currentVolume / analysis.avgVolume;
492
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
493
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
494
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
495
- const totalScore = signals.bullishSignals - signals.bearishSignals;
496
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
497
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
498
- const stopLoss = analysis.sessionLow * 0.995;
499
- const profitTarget = analysis.sessionHigh * 0.995;
500
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
501
- return {
502
- symbol,
503
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
504
- marketStructure: {
505
- currentPrice: analysis.currentPrice,
506
- startPrice: analysis.startPrice,
507
- sessionHigh: analysis.sessionHigh,
508
- sessionLow: analysis.sessionLow,
509
- rangeWidth,
510
- totalVolume: analysis.totalVolume,
511
- sessionPerformance: analysis.sessionReturn,
512
- positionInRange: analysis.pricePosition
513
- },
514
- volatility: {
515
- impliedVolatility: analysis.volatility,
516
- maxDrawdown: analysis.maxDrawdown * 100,
517
- currentDrawdown
518
- },
519
- technicalIndicators: {
520
- sma5: currentSMA5,
521
- sma10: currentSMA10,
522
- ema8: currentEMA8,
523
- ema21: currentEMA21,
524
- rsi: currentRSI,
525
- bollingerBands: currentBB ? {
526
- upper: currentBB.upper,
527
- middle: currentBB.middle,
528
- lower: currentBB.lower,
529
- position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
530
- } : null
531
- },
532
- volumeAnalysis: {
533
- currentVolume,
534
- averageVolume: Math.round(analysis.avgVolume),
535
- volumeRatio,
536
- trueVWAP: analysis.trueVWAP,
537
- priceVsVWAP
538
- },
539
- momentum: {
540
- momentum5: analysis.momentum5,
541
- momentum10: analysis.momentum10,
542
- sessionROC: analysis.sessionReturn
543
- },
544
- tradingSignals: {
545
- ...signals,
546
- overallSignal,
547
- signalScore: totalScore
196
+ );
197
+ this.server.tool(
198
+ "executeOrder",
199
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
200
+ {
201
+ clOrdID: z.string().describe("Client Order ID"),
202
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
203
+ quantity: z.string().describe("Order quantity"),
204
+ price: z.string().describe("Order price"),
205
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
206
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
207
+ symbol: z.string().describe("Trading symbol"),
208
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
548
209
  },
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"
210
+ async (args) => {
211
+ try {
212
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
213
+ if (!verifiedOrder) {
214
+ return {
215
+ content: [
216
+ {
217
+ type: "text",
218
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
219
+ }
220
+ ],
221
+ isError: true
222
+ };
584
223
  }
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"
224
+ 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) {
225
+ return {
226
+ content: [
227
+ {
228
+ type: "text",
229
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
230
+ }
231
+ ],
232
+ isError: true
233
+ };
594
234
  }
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"
235
+ const response = new Promise((resolve) => {
236
+ this.pendingRequests.set(args.clOrdID, resolve);
237
+ });
238
+ const order = this.parser?.createMessage(
239
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
240
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
241
+ new Field(Fields.SenderCompID, this.parser?.sender),
242
+ new Field(Fields.TargetCompID, this.parser?.target),
243
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
244
+ new Field(Fields.ClOrdID, args.clOrdID),
245
+ new Field(Fields.Side, args.side),
246
+ new Field(Fields.Symbol, args.symbol),
247
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
248
+ new Field(Fields.Price, Number.parseFloat(args.price)),
249
+ new Field(Fields.OrdType, args.ordType),
250
+ new Field(Fields.HandlInst, args.handlInst),
251
+ new Field(Fields.TimeInForce, args.timeInForce),
252
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
253
+ );
254
+ if (!this.parser?.connected) {
255
+ return {
256
+ content: [
257
+ {
258
+ type: "text",
259
+ text: "Error: Not connected. Ignoring message."
260
+ }
261
+ ],
262
+ isError: true
263
+ };
717
264
  }
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"
265
+ this.parser?.send(order);
266
+ const fixData = await response;
267
+ this.verifiedOrders.delete(args.clOrdID);
268
+ return {
269
+ content: [
270
+ {
271
+ type: "text",
272
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
273
+ }
274
+ ]
275
+ };
276
+ } catch (error) {
277
+ return {
278
+ content: [
279
+ {
280
+ type: "text",
281
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
282
+ }
283
+ ],
284
+ isError: true
285
+ };
286
+ }
287
+ }
288
+ );
289
+ this.server.tool(
290
+ "marketDataRequest",
291
+ "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.",
292
+ {
293
+ mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
294
+ symbol: z.string().describe("Trading symbol"),
295
+ mdReqID: z.string().describe("Market data request ID"),
296
+ subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
297
+ mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
298
+ },
299
+ async (args) => {
300
+ try {
301
+ const response = new Promise((resolve) => {
302
+ this.pendingRequests.set(args.mdReqID, resolve);
303
+ });
304
+ const marketDataRequest = this.parser?.createMessage(
305
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
306
+ new Field(Fields.SenderCompID, this.parser?.sender),
307
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
308
+ new Field(Fields.TargetCompID, this.parser?.target),
309
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
310
+ new Field(Fields.MarketDepth, 0),
311
+ new Field(Fields.MDUpdateType, args.mdUpdateType),
312
+ new Field(Fields.NoRelatedSym, 1),
313
+ new Field(Fields.Symbol, args.symbol),
314
+ new Field(Fields.MDReqID, args.mdReqID),
315
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
316
+ new Field(Fields.NoMDEntryTypes, 1),
317
+ new Field(Fields.MDEntryType, args.mdEntryType)
318
+ );
319
+ if (!this.parser?.connected) {
320
+ return {
321
+ content: [
322
+ {
323
+ type: "text",
324
+ text: "Error: Not connected. Ignoring message."
325
+ }
326
+ ],
327
+ isError: true
328
+ };
727
329
  }
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) {
330
+ this.parser?.send(marketDataRequest);
331
+ const fixData = await response;
332
+ return {
333
+ content: [
334
+ {
335
+ type: "text",
336
+ text: `Market data for ${args.symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
337
+ }
338
+ ]
339
+ };
340
+ } catch (error) {
341
+ return {
342
+ content: [
343
+ {
344
+ type: "text",
345
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
346
+ }
347
+ ],
348
+ isError: true
349
+ };
350
+ }
351
+ }
352
+ );
353
+ this.server.prompt(
354
+ "parse",
355
+ "Parses a FIX message and describes it in plain language",
356
+ {
357
+ fixString: z.string().describe("FIX message string to parse")
358
+ },
359
+ async (args) => {
740
360
  return {
741
- content: [
361
+ messages: [
742
362
  {
743
- type: "text",
744
- text: `No price data available for ${symbol}`,
745
- uri: "getStockGraph"
363
+ role: "user",
364
+ content: {
365
+ type: "text",
366
+ text: `Please parse and explain this FIX message: ${args.fixString}`
367
+ }
746
368
  }
747
369
  ]
748
370
  };
749
371
  }
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) {
372
+ );
373
+ this.server.prompt(
374
+ "parseToJSON",
375
+ "Parses a FIX message into JSON",
376
+ {
377
+ fixString: z.string().describe("FIX message string to parse")
378
+ },
379
+ async (args) => {
875
380
  return {
876
- content: [
381
+ messages: [
877
382
  {
878
- type: "text",
879
- text: `No price data available for ${symbol}`,
880
- uri: "getStockPriceHistory"
383
+ role: "user",
384
+ content: {
385
+ type: "text",
386
+ text: `Please parse the FIX message to JSON: ${args.fixString}`
387
+ }
881
388
  }
882
389
  ]
883
390
  };
884
391
  }
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) {
392
+ );
393
+ this.server.prompt(
394
+ "verifyOrder",
395
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
396
+ {
397
+ clOrdID: z.string().describe("Client Order ID"),
398
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
399
+ quantity: z.string().describe("Order quantity"),
400
+ price: z.string().describe("Order price"),
401
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
402
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
403
+ symbol: z.string().describe("Trading symbol"),
404
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
405
+ },
406
+ async (args) => {
1086
407
  return {
1087
- content: [
408
+ messages: [
1088
409
  {
1089
- type: "text",
1090
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1091
- uri: "executeOrder"
410
+ role: "user",
411
+ content: {
412
+ type: "text",
413
+ text: [
414
+ "You are an AI assistant that helps users verify FIX New Order Single parameters.",
415
+ "This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
416
+ "",
417
+ "You must verify that all required fields are provided and valid:",
418
+ "- ClOrdID (Client Order ID)",
419
+ "- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
420
+ "- Quantity (Order quantity)",
421
+ "- Price (Order price)",
422
+ "- OrdType (1=Market, 2=Limit, 3=Stop)",
423
+ "- 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)",
424
+ "- Symbol (Trading symbol)",
425
+ "- 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)",
426
+ "",
427
+ "Current parameters to verify:",
428
+ `- ClOrdID: ${args.clOrdID}`,
429
+ `- HandlInst: ${args.handlInst}`,
430
+ `- Quantity: ${args.quantity}`,
431
+ `- Price: ${args.price}`,
432
+ `- OrdType: ${args.ordType}`,
433
+ `- Side: ${args.side}`,
434
+ `- Symbol: ${args.symbol}`,
435
+ `- TimeInForce: ${args.timeInForce}`,
436
+ "",
437
+ "If all parameters are valid, respond with:",
438
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
439
+ "",
440
+ "Otherwise, list the missing or invalid ones.",
441
+ "",
442
+ "IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
443
+ ].join("\n")
444
+ }
1092
445
  }
1093
- ],
1094
- isError: true
446
+ ]
1095
447
  };
1096
448
  }
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) {
449
+ );
450
+ this.server.prompt(
451
+ "executeOrder",
452
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
453
+ {
454
+ clOrdID: z.string().describe("Client Order ID"),
455
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
456
+ quantity: z.string().describe("Order quantity"),
457
+ price: z.string().describe("Order price"),
458
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
459
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
460
+ symbol: z.string().describe("Trading symbol"),
461
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
462
+ },
463
+ async (args) => {
1098
464
  return {
1099
- content: [
465
+ messages: [
1100
466
  {
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"
467
+ role: "user",
468
+ content: {
469
+ type: "text",
470
+ text: [
471
+ "You are an AI assistant that helps users execute FIX New Order Single messages.",
472
+ "This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
473
+ "",
474
+ "IMPORTANT: This tool should only be called after successful verification of all parameters.",
475
+ "",
476
+ "Parameters to execute:",
477
+ `- ClOrdID: ${args.clOrdID}`,
478
+ `- HandlInst: ${args.handlInst}`,
479
+ `- Quantity: ${args.quantity}`,
480
+ `- Price: ${args.price}`,
481
+ `- OrdType: ${args.ordType}`,
482
+ `- Side: ${args.side}`,
483
+ `- Symbol: ${args.symbol}`,
484
+ `- TimeInForce: ${args.timeInForce}`,
485
+ "",
486
+ "IMPORTANT: The response will be either:",
487
+ "1. An Execution Report (MsgType=8) if the order was successfully placed",
488
+ "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
489
+ ].join("\n")
490
+ }
1104
491
  }
1105
- ],
1106
- isError: true
492
+ ]
1107
493
  };
1108
494
  }
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) {
495
+ );
496
+ this.server.prompt(
497
+ "marketDataRequest",
498
+ "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.",
499
+ {
500
+ mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
501
+ symbol: z.string().describe("Trading symbol"),
502
+ mdReqID: z.string().describe("Market data request ID"),
503
+ subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
504
+ mdEntryType: z.string().describe("Market data entry type (0=Bid, 1=Offer, 2=Trade, etc.)")
505
+ },
506
+ async (args) => {
1129
507
  return {
1130
- content: [
508
+ messages: [
1131
509
  {
1132
- type: "text",
1133
- text: "Error: Not connected. Ignoring message.",
1134
- uri: "executeOrder"
510
+ role: "user",
511
+ content: {
512
+ type: "text",
513
+ text: [
514
+ "You are an AI assistant that helps users create FIX Market Data Request messages.",
515
+ "You must **first verify** that all required fields are provided:",
516
+ "- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
517
+ "- Symbol (Trading symbol)",
518
+ "- MDReqID (Market data request ID)",
519
+ "- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
520
+ "- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
521
+ "",
522
+ "Only when all fields are present and valid, respond with:",
523
+ "`VERIFICATION: All parameters valid. Ready to proceed.`",
524
+ "",
525
+ "Otherwise, list the missing or invalid ones.",
526
+ "",
527
+ "Do not create the FIX message until verification is complete.",
528
+ "",
529
+ "Current parameters:",
530
+ `- MDUpdateType: ${args.mdUpdateType}`,
531
+ `- Symbol: ${args.symbol}`,
532
+ `- MDReqID: ${args.mdReqID}`,
533
+ `- SubscriptionRequestType: ${args.subscriptionRequestType}`,
534
+ `- MDEntryType: ${args.mdEntryType}`
535
+ ].join("\n")
536
+ }
1135
537
  }
1136
- ],
1137
- isError: true
538
+ ]
1138
539
  };
1139
540
  }
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: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1158
- uri: "executeOrder"
1159
- }
1160
- ],
1161
- isError: true
1162
- };
1163
- }
1164
- };
1165
- };
1166
-
1167
- // src/tools/parse.ts
1168
- var createParseHandler = (parser) => {
1169
- return async (args) => {
1170
- try {
1171
- const parsedMessage = parser.parse(args.fixString);
1172
- if (!parsedMessage || parsedMessage.length === 0) {
541
+ );
542
+ this.server.resource(
543
+ "greeting-resource",
544
+ "https://example.com/greetings/default",
545
+ { mimeType: "text/plain" },
546
+ async () => {
1173
547
  return {
1174
- content: [
548
+ contents: [
1175
549
  {
1176
- type: "text",
1177
- text: "Error: Failed to parse FIX string",
1178
- uri: "parse"
550
+ uri: "https://example.com/greetings/default",
551
+ text: "Hello, world!"
1179
552
  }
1180
- ],
1181
- isError: true
553
+ ]
1182
554
  };
1183
555
  }
1184
- return {
1185
- content: [
556
+ );
557
+ this.server.resource(
558
+ "greeting",
559
+ new ResourceTemplate("greeting://{name}", { list: void 0 }),
560
+ async (uri, { name }) => ({
561
+ contents: [
1186
562
  {
1187
- type: "text",
1188
- text: `${parsedMessage[0].description}
1189
- ${parsedMessage[0].messageTypeDescription}`,
1190
- uri: "parse"
563
+ uri: uri.href,
564
+ text: `Hello, ${name}!`
1191
565
  }
1192
566
  ]
1193
- };
1194
- } catch (error) {
1195
- return {
1196
- content: [
567
+ })
568
+ );
569
+ this.server.resource(
570
+ "echo",
571
+ new ResourceTemplate("echo://{message}", { list: void 0 }),
572
+ async (uri, { message }) => ({
573
+ contents: [
1197
574
  {
1198
- type: "text",
1199
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1200
- uri: "parse"
575
+ uri: uri.href,
576
+ text: `Resource echo: ${message}`
1201
577
  }
1202
- ],
1203
- isError: true
1204
- };
1205
- }
1206
- };
1207
- };
1208
-
1209
- // src/tools/parseToJSON.ts
1210
- var createParseToJSONHandler = (parser) => {
1211
- return async (args) => {
1212
- try {
1213
- const parsedMessage = parser.parse(args.fixString);
1214
- if (!parsedMessage || parsedMessage.length === 0) {
578
+ ]
579
+ })
580
+ );
581
+ this.server.resource(
582
+ "stockGraph",
583
+ new ResourceTemplate("stock://{symbol}", { list: void 0 }),
584
+ async (uri, variables) => {
585
+ const symbol = variables.symbol;
586
+ const data = [
587
+ { time: "09:30", price: 150 },
588
+ { time: "10:30", price: 152.5 },
589
+ { time: "11:30", price: 151.75 },
590
+ { time: "12:30", price: 153.25 },
591
+ { time: "13:30", price: 154 },
592
+ { time: "14:30", price: 153.5 },
593
+ { time: "15:30", price: 155 },
594
+ { time: "16:00", price: 154.75 }
595
+ ];
596
+ const width = 600;
597
+ const height = 300;
598
+ const padding = 40;
599
+ const xScale = (width - 2 * padding) / (data.length - 1);
600
+ const yMin = Math.min(...data.map((d) => d.price));
601
+ const yMax = Math.max(...data.map((d) => d.price));
602
+ const yScale = (height - 2 * padding) / (yMax - yMin);
603
+ const points = data.map((d, i) => {
604
+ const x = padding + i * xScale;
605
+ const y = height - padding - (d.price - yMin) * yScale;
606
+ return `${x},${y}`;
607
+ }).join(" L ");
608
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
609
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
610
+ <!-- Background -->
611
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
612
+
613
+ <!-- Grid lines -->
614
+ <g stroke="#e9ecef" stroke-width="1">
615
+ ${Array.from({ length: 5 }, (_, i) => {
616
+ const y = padding + (height - 2 * padding) * i / 4;
617
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
618
+ }).join("\n")}
619
+ </g>
620
+
621
+ <!-- Price line -->
622
+ <path d="M ${points}"
623
+ fill="none"
624
+ stroke="#007bff"
625
+ stroke-width="2"/>
626
+
627
+ <!-- Data points -->
628
+ ${data.map((d, i) => {
629
+ const x = padding + i * xScale;
630
+ const y = height - padding - (d.price - yMin) * yScale;
631
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
632
+ }).join("\n")}
633
+
634
+ <!-- Labels -->
635
+ <g font-family="Arial" font-size="12" fill="#495057">
636
+ ${data.map((d, i) => {
637
+ const x = padding + i * xScale;
638
+ return `<text x="${x}" y="${height - padding + 20}" text-anchor="middle">${d.time}</text>`;
639
+ }).join("\n")}
640
+ ${Array.from({ length: 5 }, (_, i) => {
641
+ const y = padding + (height - 2 * padding) * i / 4;
642
+ const price = yMax - (yMax - yMin) * i / 4;
643
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
644
+ }).join("\n")}
645
+ </g>
646
+
647
+ <!-- Title -->
648
+ <text x="${width / 2}" y="${padding / 2}"
649
+ font-family="Arial" font-size="16" font-weight="bold"
650
+ text-anchor="middle" fill="#212529">
651
+ ${symbol} - 1 Day Price Chart
652
+ </text>
653
+ </svg>`;
1215
654
  return {
1216
- content: [
655
+ contents: [
1217
656
  {
1218
- type: "text",
1219
- text: "Error: Failed to parse FIX string",
1220
- uri: "parseToJSON"
657
+ uri: uri.href,
658
+ text: svg
1221
659
  }
1222
- ],
1223
- isError: true
1224
- };
1225
- }
1226
- return {
1227
- content: [
1228
- {
1229
- type: "text",
1230
- text: `${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
660
+ ]
1598
661
  };
1599
662
  }
1600
663
  );