fixparser-plugin-mcp 9.1.7-ce8f7927 → 9.1.7-d4e49d72

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@@ -35,9 +35,51 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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- var import_fixparser3 = require("fixparser");
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  var import_zod = require("zod");
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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: {
@@ -121,7 +163,7 @@ var toolSchemas = {
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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. user has to explicitly allow 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: {
@@ -238,12 +280,12 @@ var toolSchemas = {
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  "X",
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  "Y",
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  "Z"
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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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+ },
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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", "mdEntryTypes"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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  }
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  },
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  getStockGraph: {
@@ -277,6 +319,7 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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  const response = new Promise((resolve) => {
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  pendingRequests.set(args.mdReqID, resolve);
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  });
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+ const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
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  const messageFields = [
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  new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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  new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
@@ -292,8 +335,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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  args.symbols.forEach((symbol) => {
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  messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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  });
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- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
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- args.mdEntryTypes.forEach((entryType) => {
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+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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+ entryTypes.forEach((entryType) => {
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  messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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  });
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  const mdr = parser.createMessage(...messageFields);
@@ -351,18 +394,46 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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  };
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  }
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  const chart = new import_quickchart_js.default();
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- chart.setWidth(600);
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- chart.setHeight(300);
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+ chart.setWidth(1200);
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+ chart.setHeight(600);
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+ chart.setBackgroundColor("transparent");
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  const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const data = priceHistory.map((point) => point.price);
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- chart.setConfig({
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+ const bidData = priceHistory.map((point) => point.bid);
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+ const offerData = priceHistory.map((point) => point.offer);
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+ const spreadData = priceHistory.map((point) => point.spread);
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+ const volumeData = priceHistory.map((point) => point.volume);
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+ const config = {
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  type: "line",
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  data: {
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  labels,
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  datasets: [
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  {
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- label: symbol,
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- data,
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+ label: "Bid",
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+ data: bidData,
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+ borderColor: "#28a745",
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+ backgroundColor: "rgba(40, 167, 69, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Offer",
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+ data: offerData,
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+ borderColor: "#dc3545",
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+ backgroundColor: "rgba(220, 53, 69, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Spread",
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+ data: spreadData,
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+ borderColor: "#6c757d",
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+ backgroundColor: "rgba(108, 117, 125, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Volume",
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+ data: volumeData,
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  borderColor: "#007bff",
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  backgroundColor: "rgba(0, 123, 255, 0.1)",
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  fill: true,
@@ -371,47 +442,32 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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  ]
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  },
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  options: {
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+ responsive: true,
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  plugins: {
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  title: {
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  display: true,
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- text: `${symbol} Price History`,
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- font: {
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- size: 16,
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- weight: "bold"
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- }
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- },
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- legend: {
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- display: true
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+ text: `${symbol} Market Data`
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  }
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  },
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  scales: {
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  y: {
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- beginAtZero: false,
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- grid: {
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- color: "#e9ecef"
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- }
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- },
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- x: {
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- grid: {
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- display: false
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- }
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+ beginAtZero: false
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  }
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  }
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  }
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- });
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+ };
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+ chart.setConfig(config);
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  const imageBuffer = await chart.toBinary();
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- const base64Image = imageBuffer.toString("base64");
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+ const base64 = imageBuffer.toString("base64");
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  return {
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  content: [
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  {
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- type: "image",
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- image: {
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- source: {
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- data: base64Image
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- }
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- },
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- uri: "getStockGraph",
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- mimeType: "image/png"
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+ type: "resource",
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+ resource: {
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+ uri: "resource://graph",
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+ mimeType: "image/png",
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+ blob: base64
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+ }
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  }
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  ]
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  };
@@ -420,7 +476,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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  content: [
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  {
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  type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
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+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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  uri: "getStockGraph"
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  }
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  ],
@@ -453,9 +509,12 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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  {
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  symbol,
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  count: priceHistory.length,
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- prices: priceHistory.map((point) => ({
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+ data: priceHistory.map((point) => ({
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  timestamp: new Date(point.timestamp).toISOString(),
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- price: point.price
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+ bid: point.bid,
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+ offer: point.offer,
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+ spread: point.spread,
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+ volume: point.volume
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  }))
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  },
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  null,
@@ -777,9 +836,86 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
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  getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
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  });
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+ // src/utils/messageHandler.ts
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+ var import_fixparser3 = require("fixparser");
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+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
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+ parser.logger.log({
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+ level: "info",
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+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
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+ });
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+ const msgType = message.messageType;
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+ if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
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+ const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
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+ const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
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+ let bid = 0;
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+ let offer = 0;
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+ let volume = 0;
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+ const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
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+ const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
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+ const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
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+ if (entryTypes && entryPrices && entrySizes) {
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+ for (let i = 0; i < entries; i++) {
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+ const entryType = entryTypes[i]?.value;
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+ const entryPrice = Number.parseFloat(entryPrices[i]?.value);
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+ const entrySize = Number.parseFloat(entrySizes[i]?.value);
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+ if (entryType === import_fixparser3.MDEntryType.Bid) {
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+ bid = entryPrice;
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+ } else if (entryType === import_fixparser3.MDEntryType.Offer) {
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+ offer = entryPrice;
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+ }
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+ volume += entrySize;
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+ }
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+ }
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+ const spread = offer - bid;
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+ const timestamp = Date.now();
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+ const data = {
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+ timestamp,
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+ bid,
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+ offer,
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+ spread,
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+ volume
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+ };
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+ if (!marketDataPrices.has(symbol)) {
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+ marketDataPrices.set(symbol, []);
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+ }
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+ const prices = marketDataPrices.get(symbol);
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+ prices.push(data);
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+ if (prices.length > maxPriceHistory) {
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+ prices.splice(0, prices.length - maxPriceHistory);
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+ }
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+ onPriceUpdate?.(symbol, data);
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+ } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
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+ const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
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+ const callback = pendingRequests.get(reqId);
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+ if (callback) {
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+ callback(message);
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+ pendingRequests.delete(reqId);
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+ }
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+ }
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+ }
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+
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  // src/MCPLocal.ts
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- var MCPLocal = class {
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- parser;
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+ var MCPLocal = class extends MCPBase {
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+ /**
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+ * Map to store verified orders before execution
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+ * @private
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending requests and their callbacks
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+ * @private
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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 for each symbol
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+ * @private
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price points to store per symbol
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+ * @private
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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  server = new import_server.Server(
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  {
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  name: "fixparser",
@@ -801,77 +937,13 @@ var MCPLocal = class {
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  }
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  );
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  transport = new import_stdio.StdioServerTransport();
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- onReady = void 0;
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- pendingRequests = /* @__PURE__ */ new Map();
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- verifiedOrders = /* @__PURE__ */ new Map();
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- marketDataPrices = /* @__PURE__ */ new Map();
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- MAX_PRICE_HISTORY = 1e5;
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- // Maximum number of price points to store per symbol
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  constructor({ logger, onReady }) {
811
- if (onReady) this.onReady = onReady;
941
+ super({ logger, onReady });
812
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  }
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  async register(parser) {
814
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  this.parser = parser;
815
945
  this.parser.addOnMessageCallback((message) => {
816
- this.parser?.logger.log({
817
- level: "info",
818
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
819
- });
820
- const msgType = message.messageType;
821
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
822
- this.parser?.logger.log({
823
- level: "info",
824
- message: `MCP Server handling message type: ${msgType}`
825
- });
826
- let id;
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- if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
828
- const symbol = message.getField(import_fixparser3.Fields.Symbol);
829
- const price = message.getField(import_fixparser3.Fields.MDEntryPx);
830
- const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
831
- if (symbol?.value && price?.value) {
832
- const symbolStr = String(symbol.value);
833
- const priceNum = Number(price.value);
834
- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
835
- priceHistory.push({
836
- timestamp: Number(timestamp),
837
- price: priceNum
838
- });
839
- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
840
- priceHistory.shift();
841
- }
842
- this.marketDataPrices.set(symbolStr, priceHistory);
843
- this.parser?.logger.log({
844
- level: "info",
845
- message: `MCP Server added ${symbol}: ${priceNum}`
846
- });
847
- this.server.notification({
848
- method: "priceUpdate",
849
- params: {
850
- symbol: symbolStr,
851
- price: priceNum,
852
- timestamp: Number(timestamp)
853
- }
854
- });
855
- }
856
- }
857
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
858
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
859
- if (mdReqID) id = String(mdReqID.value);
860
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
861
- const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
862
- if (clOrdID) id = String(clOrdID.value);
863
- } else if (msgType === import_fixparser3.Messages.Reject) {
864
- const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
865
- if (refSeqNum) id = String(refSeqNum.value);
866
- }
867
- if (id) {
868
- const callback = this.pendingRequests.get(id);
869
- if (callback) {
870
- callback(message);
871
- this.pendingRequests.delete(id);
872
- }
873
- }
874
- }
946
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
875
947
  });
876
948
  this.addWorkflows();
877
949
  await this.server.connect(this.transport);
@@ -886,18 +958,15 @@ var MCPLocal = class {
886
958
  if (!this.server) {
887
959
  return;
888
960
  }
889
- this.server.setRequestHandler(
890
- import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
891
- async (request, extra) => {
892
- return {
893
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
894
- name,
895
- description,
896
- inputSchema: schema
897
- }))
898
- };
899
- }
900
- );
961
+ this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
962
+ return {
963
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
964
+ name,
965
+ description,
966
+ inputSchema: schema
967
+ }))
968
+ };
969
+ });
901
970
  this.server.setRequestHandler(
902
971
  import_zod.z.object({
903
972
  method: import_zod.z.literal("tools/call"),
@@ -909,7 +978,7 @@ var MCPLocal = class {
909
978
  }).optional()
910
979
  })
911
980
  }),
912
- async (request, extra) => {
981
+ async (request) => {
913
982
  const { name, arguments: args } = request.params;
914
983
  const toolHandlers = createToolHandlers(
915
984
  this.parser,