fixparser-plugin-mcp 9.1.7-d47799ff → 9.1.7-d4e49d72
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +921 -600
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1047 -413
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1368 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +911 -600
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1037 -422
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1330 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +8 -46
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +8 -46
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +9 -8
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -7
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/esm/MCPLocal.mjs
CHANGED
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@@ -1,663 +1,974 @@
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// src/MCPLocal.ts
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import {
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import { Field, Fields, Messages } from "fixparser";
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import { z } from "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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{
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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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/**
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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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} 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();
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}
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}
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addWorkflows() {
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if (!this.parser) {
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return;
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}
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if (!this.server) {
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return;
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"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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"H",
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"I",
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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}
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);
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this.server.tool(
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"parseToJSON",
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"Parses a FIX message into JSON",
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{
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fixString: z.string().describe("FIX message string to parse")
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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this.server.tool(
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"verifyOrder",
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"Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
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{
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clOrdID: z.string().describe("Client Order ID"),
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handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
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quantity: z.string().describe("Order quantity"),
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price: z.string().describe("Order price"),
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ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
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side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
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symbol: z.string().describe("Trading symbol"),
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timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
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187
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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|
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"L",
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|
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"M",
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"N",
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"O",
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|
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"P",
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|
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"Q",
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|
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"R",
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|
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"S",
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|
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"T",
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|
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"U",
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|
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"V",
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|
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"W",
|
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|
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"X",
|
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247
|
+
"Y",
|
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|
+
"Z"
|
|
182
249
|
]
|
|
183
|
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}
|
|
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|
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|
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185
|
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return {
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|
186
|
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content: [
|
|
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|
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{
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|
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type: "text",
|
|
189
|
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text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
190
|
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}
|
|
191
|
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],
|
|
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|
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isError: true
|
|
193
|
-
};
|
|
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"
|
|
194
252
|
}
|
|
195
|
-
}
|
|
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.)")
|
|
209
253
|
},
|
|
210
|
-
|
|
211
|
-
|
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212
|
-
|
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213
|
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214
|
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215
|
-
|
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216
|
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|
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217
|
-
|
|
218
|
-
|
|
219
|
-
}
|
|
220
|
-
],
|
|
221
|
-
isError: true
|
|
222
|
-
};
|
|
223
|
-
}
|
|
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
|
-
};
|
|
234
|
-
}
|
|
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
|
-
};
|
|
264
|
-
}
|
|
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.)")
|
|
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" }
|
|
298
263
|
},
|
|
299
|
-
|
|
300
|
-
|
|
301
|
-
|
|
302
|
-
|
|
303
|
-
|
|
304
|
-
|
|
305
|
-
|
|
306
|
-
|
|
307
|
-
|
|
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
|
-
};
|
|
329
|
-
}
|
|
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")
|
|
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" }
|
|
358
273
|
},
|
|
359
|
-
|
|
274
|
+
required: ["symbol"]
|
|
275
|
+
}
|
|
276
|
+
}
|
|
277
|
+
};
|
|
278
|
+
|
|
279
|
+
// src/tools/marketData.ts
|
|
280
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
281
|
+
import QuickChart from "quickchart-js";
|
|
282
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
283
|
+
return async (args) => {
|
|
284
|
+
try {
|
|
285
|
+
const response = new Promise((resolve) => {
|
|
286
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
287
|
+
});
|
|
288
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
289
|
+
const messageFields = [
|
|
290
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
291
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
292
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
293
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
294
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
295
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
296
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
297
|
+
new Field(Fields.MarketDepth, 0),
|
|
298
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
299
|
+
];
|
|
300
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
301
|
+
args.symbols.forEach((symbol) => {
|
|
302
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
303
|
+
});
|
|
304
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
305
|
+
entryTypes.forEach((entryType) => {
|
|
306
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
307
|
+
});
|
|
308
|
+
const mdr = parser.createMessage(...messageFields);
|
|
309
|
+
if (!parser.connected) {
|
|
360
310
|
return {
|
|
361
|
-
|
|
311
|
+
content: [
|
|
362
312
|
{
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
text: `Please parse and explain this FIX message: ${args.fixString}`
|
|
367
|
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}
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type: "text",
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text: "Error: Not connected. Ignoring message.",
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uri: "marketDataRequest"
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316
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}
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]
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],
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isError: true
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319
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320
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}
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+
parser.send(mdr);
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const fixData = await response;
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return {
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content: [
|
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{
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type: "text",
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text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
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|
+
uri: "marketDataRequest"
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+
}
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]
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};
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} catch (error) {
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+
return {
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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 request market data"}`,
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uri: "marketDataRequest"
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}
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],
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isError: true
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};
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}
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};
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+
};
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+
var createGetStockGraphHandler = (marketDataPrices) => {
|
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|
+
return async (args) => {
|
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|
+
try {
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const symbol = args.symbol;
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|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
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|
+
if (priceHistory.length === 0) {
|
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352
|
return {
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-
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content: [
|
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354
|
{
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383
|
-
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384
|
-
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|
-
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|
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text: `Please parse the FIX message to JSON: ${args.fixString}`
|
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387
|
-
}
|
|
355
|
+
type: "text",
|
|
356
|
+
text: `No price data available for ${symbol}`,
|
|
357
|
+
uri: "getStockGraph"
|
|
388
358
|
}
|
|
389
359
|
]
|
|
390
360
|
};
|
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361
|
}
|
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392
|
-
|
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|
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|
-
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|
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|
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|
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|
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|
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|
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|
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|
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404
|
-
|
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405
|
-
|
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406
|
-
|
|
362
|
+
const chart = new QuickChart();
|
|
363
|
+
chart.setWidth(1200);
|
|
364
|
+
chart.setHeight(600);
|
|
365
|
+
chart.setBackgroundColor("transparent");
|
|
366
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
367
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
368
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
369
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
370
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
371
|
+
const config = {
|
|
372
|
+
type: "line",
|
|
373
|
+
data: {
|
|
374
|
+
labels,
|
|
375
|
+
datasets: [
|
|
376
|
+
{
|
|
377
|
+
label: "Bid",
|
|
378
|
+
data: bidData,
|
|
379
|
+
borderColor: "#28a745",
|
|
380
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
381
|
+
fill: false,
|
|
382
|
+
tension: 0.4
|
|
383
|
+
},
|
|
384
|
+
{
|
|
385
|
+
label: "Offer",
|
|
386
|
+
data: offerData,
|
|
387
|
+
borderColor: "#dc3545",
|
|
388
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
389
|
+
fill: false,
|
|
390
|
+
tension: 0.4
|
|
391
|
+
},
|
|
392
|
+
{
|
|
393
|
+
label: "Spread",
|
|
394
|
+
data: spreadData,
|
|
395
|
+
borderColor: "#6c757d",
|
|
396
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
397
|
+
fill: false,
|
|
398
|
+
tension: 0.4
|
|
399
|
+
},
|
|
400
|
+
{
|
|
401
|
+
label: "Volume",
|
|
402
|
+
data: volumeData,
|
|
403
|
+
borderColor: "#007bff",
|
|
404
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
405
|
+
fill: true,
|
|
406
|
+
tension: 0.4
|
|
407
|
+
}
|
|
408
|
+
]
|
|
409
|
+
},
|
|
410
|
+
options: {
|
|
411
|
+
responsive: true,
|
|
412
|
+
plugins: {
|
|
413
|
+
title: {
|
|
414
|
+
display: true,
|
|
415
|
+
text: `${symbol} Market Data`
|
|
416
|
+
}
|
|
417
|
+
},
|
|
418
|
+
scales: {
|
|
419
|
+
y: {
|
|
420
|
+
beginAtZero: false
|
|
421
|
+
}
|
|
422
|
+
}
|
|
423
|
+
}
|
|
424
|
+
};
|
|
425
|
+
chart.setConfig(config);
|
|
426
|
+
const imageBuffer = await chart.toBinary();
|
|
427
|
+
const base64 = imageBuffer.toString("base64");
|
|
428
|
+
return {
|
|
429
|
+
content: [
|
|
430
|
+
{
|
|
431
|
+
type: "resource",
|
|
432
|
+
resource: {
|
|
433
|
+
uri: "resource://graph",
|
|
434
|
+
mimeType: "image/png",
|
|
435
|
+
blob: base64
|
|
436
|
+
}
|
|
437
|
+
}
|
|
438
|
+
]
|
|
439
|
+
};
|
|
440
|
+
} catch (error) {
|
|
441
|
+
return {
|
|
442
|
+
content: [
|
|
443
|
+
{
|
|
444
|
+
type: "text",
|
|
445
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
446
|
+
uri: "getStockGraph"
|
|
447
|
+
}
|
|
448
|
+
],
|
|
449
|
+
isError: true
|
|
450
|
+
};
|
|
451
|
+
}
|
|
452
|
+
};
|
|
453
|
+
};
|
|
454
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
455
|
+
return async (args) => {
|
|
456
|
+
try {
|
|
457
|
+
const symbol = args.symbol;
|
|
458
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
459
|
+
if (priceHistory.length === 0) {
|
|
407
460
|
return {
|
|
408
|
-
|
|
461
|
+
content: [
|
|
409
462
|
{
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
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
|
-
}
|
|
463
|
+
type: "text",
|
|
464
|
+
text: `No price data available for ${symbol}`,
|
|
465
|
+
uri: "getStockPriceHistory"
|
|
445
466
|
}
|
|
446
467
|
]
|
|
447
468
|
};
|
|
448
469
|
}
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
470
|
+
return {
|
|
471
|
+
content: [
|
|
472
|
+
{
|
|
473
|
+
type: "text",
|
|
474
|
+
text: JSON.stringify(
|
|
475
|
+
{
|
|
476
|
+
symbol,
|
|
477
|
+
count: priceHistory.length,
|
|
478
|
+
data: priceHistory.map((point) => ({
|
|
479
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
480
|
+
bid: point.bid,
|
|
481
|
+
offer: point.offer,
|
|
482
|
+
spread: point.spread,
|
|
483
|
+
volume: point.volume
|
|
484
|
+
}))
|
|
485
|
+
},
|
|
486
|
+
null,
|
|
487
|
+
2
|
|
488
|
+
),
|
|
489
|
+
uri: "getStockPriceHistory"
|
|
490
|
+
}
|
|
491
|
+
]
|
|
492
|
+
};
|
|
493
|
+
} catch (error) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
],
|
|
502
|
+
isError: true
|
|
503
|
+
};
|
|
504
|
+
}
|
|
505
|
+
};
|
|
506
|
+
};
|
|
507
|
+
|
|
508
|
+
// src/tools/order.ts
|
|
509
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
510
|
+
var ordTypeNames = {
|
|
511
|
+
"1": "Market",
|
|
512
|
+
"2": "Limit",
|
|
513
|
+
"3": "Stop",
|
|
514
|
+
"4": "StopLimit",
|
|
515
|
+
"5": "MarketOnClose",
|
|
516
|
+
"6": "WithOrWithout",
|
|
517
|
+
"7": "LimitOrBetter",
|
|
518
|
+
"8": "LimitWithOrWithout",
|
|
519
|
+
"9": "OnBasis",
|
|
520
|
+
A: "OnClose",
|
|
521
|
+
B: "LimitOnClose",
|
|
522
|
+
C: "ForexMarket",
|
|
523
|
+
D: "PreviouslyQuoted",
|
|
524
|
+
E: "PreviouslyIndicated",
|
|
525
|
+
F: "ForexLimit",
|
|
526
|
+
G: "ForexSwap",
|
|
527
|
+
H: "ForexPreviouslyQuoted",
|
|
528
|
+
I: "Funari",
|
|
529
|
+
J: "MarketIfTouched",
|
|
530
|
+
K: "MarketWithLeftOverAsLimit",
|
|
531
|
+
L: "PreviousFundValuationPoint",
|
|
532
|
+
M: "NextFundValuationPoint",
|
|
533
|
+
P: "Pegged",
|
|
534
|
+
Q: "CounterOrderSelection",
|
|
535
|
+
R: "StopOnBidOrOffer",
|
|
536
|
+
S: "StopLimitOnBidOrOffer"
|
|
537
|
+
};
|
|
538
|
+
var sideNames = {
|
|
539
|
+
"1": "Buy",
|
|
540
|
+
"2": "Sell",
|
|
541
|
+
"3": "BuyMinus",
|
|
542
|
+
"4": "SellPlus",
|
|
543
|
+
"5": "SellShort",
|
|
544
|
+
"6": "SellShortExempt",
|
|
545
|
+
"7": "Undisclosed",
|
|
546
|
+
"8": "Cross",
|
|
547
|
+
"9": "CrossShort",
|
|
548
|
+
A: "CrossShortExempt",
|
|
549
|
+
B: "AsDefined",
|
|
550
|
+
C: "Opposite",
|
|
551
|
+
D: "Subscribe",
|
|
552
|
+
E: "Redeem",
|
|
553
|
+
F: "Lend",
|
|
554
|
+
G: "Borrow",
|
|
555
|
+
H: "SellUndisclosed"
|
|
556
|
+
};
|
|
557
|
+
var timeInForceNames = {
|
|
558
|
+
"0": "Day",
|
|
559
|
+
"1": "GoodTillCancel",
|
|
560
|
+
"2": "AtTheOpening",
|
|
561
|
+
"3": "ImmediateOrCancel",
|
|
562
|
+
"4": "FillOrKill",
|
|
563
|
+
"5": "GoodTillCrossing",
|
|
564
|
+
"6": "GoodTillDate",
|
|
565
|
+
"7": "AtTheClose",
|
|
566
|
+
"8": "GoodThroughCrossing",
|
|
567
|
+
"9": "AtCrossing",
|
|
568
|
+
A: "GoodForTime",
|
|
569
|
+
B: "GoodForAuction",
|
|
570
|
+
C: "GoodForMonth"
|
|
571
|
+
};
|
|
572
|
+
var handlInstNames = {
|
|
573
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
574
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
575
|
+
"3": "ManualOrder"
|
|
576
|
+
};
|
|
577
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
578
|
+
return async (args) => {
|
|
579
|
+
try {
|
|
580
|
+
verifiedOrders.set(args.clOrdID, {
|
|
581
|
+
clOrdID: args.clOrdID,
|
|
582
|
+
handlInst: args.handlInst,
|
|
583
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
584
|
+
price: Number.parseFloat(String(args.price)),
|
|
585
|
+
ordType: args.ordType,
|
|
586
|
+
side: args.side,
|
|
587
|
+
symbol: args.symbol,
|
|
588
|
+
timeInForce: args.timeInForce
|
|
589
|
+
});
|
|
590
|
+
return {
|
|
591
|
+
content: [
|
|
592
|
+
{
|
|
593
|
+
type: "text",
|
|
594
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
595
|
+
|
|
596
|
+
Parameters verified:
|
|
597
|
+
- ClOrdID: ${args.clOrdID}
|
|
598
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
599
|
+
- Quantity: ${args.quantity}
|
|
600
|
+
- Price: ${args.price}
|
|
601
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
602
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
603
|
+
- Symbol: ${args.symbol}
|
|
604
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
605
|
+
|
|
606
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
607
|
+
uri: "verifyOrder"
|
|
608
|
+
}
|
|
609
|
+
]
|
|
610
|
+
};
|
|
611
|
+
} catch (error) {
|
|
612
|
+
return {
|
|
613
|
+
content: [
|
|
614
|
+
{
|
|
615
|
+
type: "text",
|
|
616
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
617
|
+
uri: "verifyOrder"
|
|
618
|
+
}
|
|
619
|
+
],
|
|
620
|
+
isError: true
|
|
621
|
+
};
|
|
622
|
+
}
|
|
623
|
+
};
|
|
624
|
+
};
|
|
625
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
629
|
+
if (!verifiedOrder) {
|
|
464
630
|
return {
|
|
465
|
-
|
|
631
|
+
content: [
|
|
466
632
|
{
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
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
|
-
}
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
635
|
+
uri: "executeOrder"
|
|
491
636
|
}
|
|
492
|
-
]
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
493
639
|
};
|
|
494
640
|
}
|
|
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) => {
|
|
641
|
+
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) {
|
|
507
642
|
return {
|
|
508
|
-
|
|
643
|
+
content: [
|
|
509
644
|
{
|
|
510
|
-
|
|
511
|
-
|
|
512
|
-
|
|
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
|
-
}
|
|
645
|
+
type: "text",
|
|
646
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
647
|
+
uri: "executeOrder"
|
|
537
648
|
}
|
|
538
|
-
]
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
539
651
|
};
|
|
540
652
|
}
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
545
|
-
|
|
546
|
-
|
|
653
|
+
const response = new Promise((resolve) => {
|
|
654
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
655
|
+
});
|
|
656
|
+
const order = parser.createMessage(
|
|
657
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
658
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
659
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
660
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
661
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
662
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
663
|
+
new Field2(Fields2.Side, args.side),
|
|
664
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
665
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
666
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
667
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
668
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
669
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
670
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
671
|
+
);
|
|
672
|
+
if (!parser.connected) {
|
|
547
673
|
return {
|
|
548
|
-
|
|
674
|
+
content: [
|
|
549
675
|
{
|
|
550
|
-
|
|
551
|
-
text: "
|
|
676
|
+
type: "text",
|
|
677
|
+
text: "Error: Not connected. Ignoring message.",
|
|
678
|
+
uri: "executeOrder"
|
|
552
679
|
}
|
|
553
|
-
]
|
|
680
|
+
],
|
|
681
|
+
isError: true
|
|
554
682
|
};
|
|
555
683
|
}
|
|
556
|
-
|
|
557
|
-
|
|
558
|
-
|
|
559
|
-
|
|
560
|
-
|
|
561
|
-
contents: [
|
|
684
|
+
parser.send(order);
|
|
685
|
+
const fixData = await response;
|
|
686
|
+
verifiedOrders.delete(args.clOrdID);
|
|
687
|
+
return {
|
|
688
|
+
content: [
|
|
562
689
|
{
|
|
563
|
-
|
|
564
|
-
text: `
|
|
690
|
+
type: "text",
|
|
691
|
+
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())}`,
|
|
692
|
+
uri: "executeOrder"
|
|
565
693
|
}
|
|
566
694
|
]
|
|
567
|
-
}
|
|
568
|
-
)
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
695
|
+
};
|
|
696
|
+
} catch (error) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
699
|
+
{
|
|
700
|
+
type: "text",
|
|
701
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
702
|
+
uri: "executeOrder"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
};
|
|
709
|
+
};
|
|
710
|
+
|
|
711
|
+
// src/tools/parse.ts
|
|
712
|
+
var createParseHandler = (parser) => {
|
|
713
|
+
return async (args) => {
|
|
714
|
+
try {
|
|
715
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
717
|
+
return {
|
|
718
|
+
content: [
|
|
719
|
+
{
|
|
720
|
+
type: "text",
|
|
721
|
+
text: "Error: Failed to parse FIX string",
|
|
722
|
+
uri: "parse"
|
|
723
|
+
}
|
|
724
|
+
],
|
|
725
|
+
isError: true
|
|
726
|
+
};
|
|
727
|
+
}
|
|
728
|
+
return {
|
|
729
|
+
content: [
|
|
574
730
|
{
|
|
575
|
-
|
|
576
|
-
text:
|
|
731
|
+
type: "text",
|
|
732
|
+
text: `${parsedMessage[0].description}
|
|
733
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
734
|
+
uri: "parse"
|
|
577
735
|
}
|
|
578
736
|
]
|
|
579
|
-
}
|
|
580
|
-
)
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
|
|
596
|
-
|
|
597
|
-
|
|
598
|
-
|
|
599
|
-
|
|
600
|
-
|
|
601
|
-
const yMax = Math.max(...data.map((d) => d.price));
|
|
602
|
-
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
603
|
-
const points = data.map((d, i) => {
|
|
604
|
-
const x = padding + i * xScale;
|
|
605
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
606
|
-
return `${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>`;
|
|
737
|
+
};
|
|
738
|
+
} catch (error) {
|
|
739
|
+
return {
|
|
740
|
+
content: [
|
|
741
|
+
{
|
|
742
|
+
type: "text",
|
|
743
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
744
|
+
uri: "parse"
|
|
745
|
+
}
|
|
746
|
+
],
|
|
747
|
+
isError: true
|
|
748
|
+
};
|
|
749
|
+
}
|
|
750
|
+
};
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/tools/parseToJSON.ts
|
|
754
|
+
var createParseToJSONHandler = (parser) => {
|
|
755
|
+
return async (args) => {
|
|
756
|
+
try {
|
|
757
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
758
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
654
759
|
return {
|
|
655
|
-
|
|
760
|
+
content: [
|
|
656
761
|
{
|
|
657
|
-
|
|
658
|
-
text:
|
|
762
|
+
type: "text",
|
|
763
|
+
text: "Error: Failed to parse FIX string",
|
|
764
|
+
uri: "parseToJSON"
|
|
659
765
|
}
|
|
660
|
-
]
|
|
766
|
+
],
|
|
767
|
+
isError: true
|
|
768
|
+
};
|
|
769
|
+
}
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
775
|
+
uri: "parseToJSON"
|
|
776
|
+
}
|
|
777
|
+
]
|
|
778
|
+
};
|
|
779
|
+
} catch (error) {
|
|
780
|
+
return {
|
|
781
|
+
content: [
|
|
782
|
+
{
|
|
783
|
+
type: "text",
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
785
|
+
uri: "parseToJSON"
|
|
786
|
+
}
|
|
787
|
+
],
|
|
788
|
+
isError: true
|
|
789
|
+
};
|
|
790
|
+
}
|
|
791
|
+
};
|
|
792
|
+
};
|
|
793
|
+
|
|
794
|
+
// src/tools/index.ts
|
|
795
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
796
|
+
parse: createParseHandler(parser),
|
|
797
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
798
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
799
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
800
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
801
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
802
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
803
|
+
});
|
|
804
|
+
|
|
805
|
+
// src/utils/messageHandler.ts
|
|
806
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
807
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
808
|
+
parser.logger.log({
|
|
809
|
+
level: "info",
|
|
810
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
811
|
+
});
|
|
812
|
+
const msgType = message.messageType;
|
|
813
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
814
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
815
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
816
|
+
let bid = 0;
|
|
817
|
+
let offer = 0;
|
|
818
|
+
let volume = 0;
|
|
819
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
820
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
821
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
822
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
823
|
+
for (let i = 0; i < entries; i++) {
|
|
824
|
+
const entryType = entryTypes[i]?.value;
|
|
825
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
826
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
827
|
+
if (entryType === MDEntryType2.Bid) {
|
|
828
|
+
bid = entryPrice;
|
|
829
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
830
|
+
offer = entryPrice;
|
|
831
|
+
}
|
|
832
|
+
volume += entrySize;
|
|
833
|
+
}
|
|
834
|
+
}
|
|
835
|
+
const spread = offer - bid;
|
|
836
|
+
const timestamp = Date.now();
|
|
837
|
+
const data = {
|
|
838
|
+
timestamp,
|
|
839
|
+
bid,
|
|
840
|
+
offer,
|
|
841
|
+
spread,
|
|
842
|
+
volume
|
|
843
|
+
};
|
|
844
|
+
if (!marketDataPrices.has(symbol)) {
|
|
845
|
+
marketDataPrices.set(symbol, []);
|
|
846
|
+
}
|
|
847
|
+
const prices = marketDataPrices.get(symbol);
|
|
848
|
+
prices.push(data);
|
|
849
|
+
if (prices.length > maxPriceHistory) {
|
|
850
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
851
|
+
}
|
|
852
|
+
onPriceUpdate?.(symbol, data);
|
|
853
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
854
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
855
|
+
const callback = pendingRequests.get(reqId);
|
|
856
|
+
if (callback) {
|
|
857
|
+
callback(message);
|
|
858
|
+
pendingRequests.delete(reqId);
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
}
|
|
862
|
+
|
|
863
|
+
// src/MCPLocal.ts
|
|
864
|
+
var MCPLocal = class extends MCPBase {
|
|
865
|
+
/**
|
|
866
|
+
* Map to store verified orders before execution
|
|
867
|
+
* @private
|
|
868
|
+
*/
|
|
869
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
870
|
+
/**
|
|
871
|
+
* Map to store pending requests and their callbacks
|
|
872
|
+
* @private
|
|
873
|
+
*/
|
|
874
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
875
|
+
/**
|
|
876
|
+
* Map to store market data prices for each symbol
|
|
877
|
+
* @private
|
|
878
|
+
*/
|
|
879
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
880
|
+
/**
|
|
881
|
+
* Maximum number of price points to store per symbol
|
|
882
|
+
* @private
|
|
883
|
+
*/
|
|
884
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
885
|
+
server = new Server(
|
|
886
|
+
{
|
|
887
|
+
name: "fixparser",
|
|
888
|
+
version: "1.0.0"
|
|
889
|
+
},
|
|
890
|
+
{
|
|
891
|
+
capabilities: {
|
|
892
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
893
|
+
(acc, [name, { description, schema }]) => {
|
|
894
|
+
acc[name] = {
|
|
895
|
+
description,
|
|
896
|
+
parameters: schema
|
|
897
|
+
};
|
|
898
|
+
return acc;
|
|
899
|
+
},
|
|
900
|
+
{}
|
|
901
|
+
)
|
|
902
|
+
}
|
|
903
|
+
}
|
|
904
|
+
);
|
|
905
|
+
transport = new StdioServerTransport();
|
|
906
|
+
constructor({ logger, onReady }) {
|
|
907
|
+
super({ logger, onReady });
|
|
908
|
+
}
|
|
909
|
+
async register(parser) {
|
|
910
|
+
this.parser = parser;
|
|
911
|
+
this.parser.addOnMessageCallback((message) => {
|
|
912
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
913
|
+
});
|
|
914
|
+
this.addWorkflows();
|
|
915
|
+
await this.server.connect(this.transport);
|
|
916
|
+
if (this.onReady) {
|
|
917
|
+
this.onReady();
|
|
918
|
+
}
|
|
919
|
+
}
|
|
920
|
+
addWorkflows() {
|
|
921
|
+
if (!this.parser) {
|
|
922
|
+
return;
|
|
923
|
+
}
|
|
924
|
+
if (!this.server) {
|
|
925
|
+
return;
|
|
926
|
+
}
|
|
927
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
928
|
+
return {
|
|
929
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
930
|
+
name,
|
|
931
|
+
description,
|
|
932
|
+
inputSchema: schema
|
|
933
|
+
}))
|
|
934
|
+
};
|
|
935
|
+
});
|
|
936
|
+
this.server.setRequestHandler(
|
|
937
|
+
z.object({
|
|
938
|
+
method: z.literal("tools/call"),
|
|
939
|
+
params: z.object({
|
|
940
|
+
name: z.string(),
|
|
941
|
+
arguments: z.any(),
|
|
942
|
+
_meta: z.object({
|
|
943
|
+
progressToken: z.number()
|
|
944
|
+
}).optional()
|
|
945
|
+
})
|
|
946
|
+
}),
|
|
947
|
+
async (request) => {
|
|
948
|
+
const { name, arguments: args } = request.params;
|
|
949
|
+
const toolHandlers = createToolHandlers(
|
|
950
|
+
this.parser,
|
|
951
|
+
this.verifiedOrders,
|
|
952
|
+
this.pendingRequests,
|
|
953
|
+
this.marketDataPrices
|
|
954
|
+
);
|
|
955
|
+
const handler = toolHandlers[name];
|
|
956
|
+
if (!handler) {
|
|
957
|
+
return {
|
|
958
|
+
content: [
|
|
959
|
+
{
|
|
960
|
+
type: "text",
|
|
961
|
+
text: `Tool not found: ${name}`,
|
|
962
|
+
uri: name
|
|
963
|
+
}
|
|
964
|
+
],
|
|
965
|
+
isError: true
|
|
966
|
+
};
|
|
967
|
+
}
|
|
968
|
+
const result = await handler(args);
|
|
969
|
+
return {
|
|
970
|
+
content: result.content,
|
|
971
|
+
isError: result.isError
|
|
661
972
|
};
|
|
662
973
|
}
|
|
663
974
|
);
|