fixparser-plugin-mcp 9.1.7-d4e49d72 → 9.1.7-d573ad01
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/RemoteServer.js +18 -0
- package/build/cjs/RemoteServer.js.map +7 -0
- package/build/cjs/StdioServer.js +18 -0
- package/build/cjs/StdioServer.js.map +7 -0
- package/build/esm/RemoteServer.mjs +18 -0
- package/build/esm/RemoteServer.mjs.map +7 -0
- package/build/esm/StdioServer.mjs +18 -0
- package/build/esm/StdioServer.mjs.map +7 -0
- package/package.json +6 -9
- package/build/cjs/MCPLocal.js +0 -1019
- package/build/cjs/MCPLocal.js.map +0 -7
- package/build/cjs/MCPRemote.js +0 -1242
- package/build/cjs/MCPRemote.js.map +0 -7
- package/build/cjs/index.js +0 -1368
- package/build/cjs/index.js.map +0 -7
- package/build/esm/MCPLocal.mjs +0 -984
- package/build/esm/MCPLocal.mjs.map +0 -7
- package/build/esm/MCPRemote.mjs +0 -1207
- package/build/esm/MCPRemote.mjs.map +0 -7
- package/build/esm/index.mjs +0 -1330
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_local.js +0 -16
- package/build-examples/cjs/example_mcp_local.js.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_local.mjs +0 -16
- package/build-examples/esm/example_mcp_local.mjs.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/MCPLocal.d.ts +0 -40
- package/types/MCPRemote.d.ts +0 -66
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
- package/types/utils/messageHandler.d.ts +0 -18
package/build/cjs/MCPLocal.js
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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__defProp(target, name, { get: all[name], enumerable: true });
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var __copyProps = (to, from, except, desc) => {
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if (!__hasOwnProp.call(to, key) && key !== except)
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__defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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var MCPLocal_exports = {};
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__export(MCPLocal_exports, {
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MCPLocal: () => MCPLocal
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});
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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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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// 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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"7",
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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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],
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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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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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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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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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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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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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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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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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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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symbol: { type: "string" },
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timeInForce: {
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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properties: {
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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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symbols: { type: "array", items: { type: "string" } },
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subscriptionRequestType: {
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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mdEntryTypes: {
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items: {
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enum: [
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"S",
|
|
276
|
-
"T",
|
|
277
|
-
"U",
|
|
278
|
-
"V",
|
|
279
|
-
"W",
|
|
280
|
-
"X",
|
|
281
|
-
"Y",
|
|
282
|
-
"Z"
|
|
283
|
-
]
|
|
284
|
-
},
|
|
285
|
-
description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
|
|
286
|
-
}
|
|
287
|
-
},
|
|
288
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
289
|
-
}
|
|
290
|
-
},
|
|
291
|
-
getStockGraph: {
|
|
292
|
-
description: "Generates a price chart for a given symbol",
|
|
293
|
-
schema: {
|
|
294
|
-
type: "object",
|
|
295
|
-
properties: {
|
|
296
|
-
symbol: { type: "string" }
|
|
297
|
-
},
|
|
298
|
-
required: ["symbol"]
|
|
299
|
-
}
|
|
300
|
-
},
|
|
301
|
-
getStockPriceHistory: {
|
|
302
|
-
description: "Returns price history for a given symbol",
|
|
303
|
-
schema: {
|
|
304
|
-
type: "object",
|
|
305
|
-
properties: {
|
|
306
|
-
symbol: { type: "string" }
|
|
307
|
-
},
|
|
308
|
-
required: ["symbol"]
|
|
309
|
-
}
|
|
310
|
-
}
|
|
311
|
-
};
|
|
312
|
-
|
|
313
|
-
// src/tools/marketData.ts
|
|
314
|
-
var import_fixparser = require("fixparser");
|
|
315
|
-
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
316
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
317
|
-
return async (args) => {
|
|
318
|
-
try {
|
|
319
|
-
const response = new Promise((resolve) => {
|
|
320
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
321
|
-
});
|
|
322
|
-
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
323
|
-
const messageFields = [
|
|
324
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
325
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
326
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
327
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
328
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
329
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
330
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
331
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
332
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
333
|
-
];
|
|
334
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
335
|
-
args.symbols.forEach((symbol) => {
|
|
336
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
337
|
-
});
|
|
338
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
339
|
-
entryTypes.forEach((entryType) => {
|
|
340
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
341
|
-
});
|
|
342
|
-
const mdr = parser.createMessage(...messageFields);
|
|
343
|
-
if (!parser.connected) {
|
|
344
|
-
return {
|
|
345
|
-
content: [
|
|
346
|
-
{
|
|
347
|
-
type: "text",
|
|
348
|
-
text: "Error: Not connected. Ignoring message.",
|
|
349
|
-
uri: "marketDataRequest"
|
|
350
|
-
}
|
|
351
|
-
],
|
|
352
|
-
isError: true
|
|
353
|
-
};
|
|
354
|
-
}
|
|
355
|
-
parser.send(mdr);
|
|
356
|
-
const fixData = await response;
|
|
357
|
-
return {
|
|
358
|
-
content: [
|
|
359
|
-
{
|
|
360
|
-
type: "text",
|
|
361
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
362
|
-
uri: "marketDataRequest"
|
|
363
|
-
}
|
|
364
|
-
]
|
|
365
|
-
};
|
|
366
|
-
} catch (error) {
|
|
367
|
-
return {
|
|
368
|
-
content: [
|
|
369
|
-
{
|
|
370
|
-
type: "text",
|
|
371
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
372
|
-
uri: "marketDataRequest"
|
|
373
|
-
}
|
|
374
|
-
],
|
|
375
|
-
isError: true
|
|
376
|
-
};
|
|
377
|
-
}
|
|
378
|
-
};
|
|
379
|
-
};
|
|
380
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
381
|
-
return async (args) => {
|
|
382
|
-
try {
|
|
383
|
-
const symbol = args.symbol;
|
|
384
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
385
|
-
if (priceHistory.length === 0) {
|
|
386
|
-
return {
|
|
387
|
-
content: [
|
|
388
|
-
{
|
|
389
|
-
type: "text",
|
|
390
|
-
text: `No price data available for ${symbol}`,
|
|
391
|
-
uri: "getStockGraph"
|
|
392
|
-
}
|
|
393
|
-
]
|
|
394
|
-
};
|
|
395
|
-
}
|
|
396
|
-
const chart = new import_quickchart_js.default();
|
|
397
|
-
chart.setWidth(1200);
|
|
398
|
-
chart.setHeight(600);
|
|
399
|
-
chart.setBackgroundColor("transparent");
|
|
400
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
401
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
402
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
403
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
404
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
405
|
-
const config = {
|
|
406
|
-
type: "line",
|
|
407
|
-
data: {
|
|
408
|
-
labels,
|
|
409
|
-
datasets: [
|
|
410
|
-
{
|
|
411
|
-
label: "Bid",
|
|
412
|
-
data: bidData,
|
|
413
|
-
borderColor: "#28a745",
|
|
414
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
415
|
-
fill: false,
|
|
416
|
-
tension: 0.4
|
|
417
|
-
},
|
|
418
|
-
{
|
|
419
|
-
label: "Offer",
|
|
420
|
-
data: offerData,
|
|
421
|
-
borderColor: "#dc3545",
|
|
422
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
423
|
-
fill: false,
|
|
424
|
-
tension: 0.4
|
|
425
|
-
},
|
|
426
|
-
{
|
|
427
|
-
label: "Spread",
|
|
428
|
-
data: spreadData,
|
|
429
|
-
borderColor: "#6c757d",
|
|
430
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
431
|
-
fill: false,
|
|
432
|
-
tension: 0.4
|
|
433
|
-
},
|
|
434
|
-
{
|
|
435
|
-
label: "Volume",
|
|
436
|
-
data: volumeData,
|
|
437
|
-
borderColor: "#007bff",
|
|
438
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
439
|
-
fill: true,
|
|
440
|
-
tension: 0.4
|
|
441
|
-
}
|
|
442
|
-
]
|
|
443
|
-
},
|
|
444
|
-
options: {
|
|
445
|
-
responsive: true,
|
|
446
|
-
plugins: {
|
|
447
|
-
title: {
|
|
448
|
-
display: true,
|
|
449
|
-
text: `${symbol} Market Data`
|
|
450
|
-
}
|
|
451
|
-
},
|
|
452
|
-
scales: {
|
|
453
|
-
y: {
|
|
454
|
-
beginAtZero: false
|
|
455
|
-
}
|
|
456
|
-
}
|
|
457
|
-
}
|
|
458
|
-
};
|
|
459
|
-
chart.setConfig(config);
|
|
460
|
-
const imageBuffer = await chart.toBinary();
|
|
461
|
-
const base64 = imageBuffer.toString("base64");
|
|
462
|
-
return {
|
|
463
|
-
content: [
|
|
464
|
-
{
|
|
465
|
-
type: "resource",
|
|
466
|
-
resource: {
|
|
467
|
-
uri: "resource://graph",
|
|
468
|
-
mimeType: "image/png",
|
|
469
|
-
blob: base64
|
|
470
|
-
}
|
|
471
|
-
}
|
|
472
|
-
]
|
|
473
|
-
};
|
|
474
|
-
} catch (error) {
|
|
475
|
-
return {
|
|
476
|
-
content: [
|
|
477
|
-
{
|
|
478
|
-
type: "text",
|
|
479
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
480
|
-
uri: "getStockGraph"
|
|
481
|
-
}
|
|
482
|
-
],
|
|
483
|
-
isError: true
|
|
484
|
-
};
|
|
485
|
-
}
|
|
486
|
-
};
|
|
487
|
-
};
|
|
488
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
489
|
-
return async (args) => {
|
|
490
|
-
try {
|
|
491
|
-
const symbol = args.symbol;
|
|
492
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
493
|
-
if (priceHistory.length === 0) {
|
|
494
|
-
return {
|
|
495
|
-
content: [
|
|
496
|
-
{
|
|
497
|
-
type: "text",
|
|
498
|
-
text: `No price data available for ${symbol}`,
|
|
499
|
-
uri: "getStockPriceHistory"
|
|
500
|
-
}
|
|
501
|
-
]
|
|
502
|
-
};
|
|
503
|
-
}
|
|
504
|
-
return {
|
|
505
|
-
content: [
|
|
506
|
-
{
|
|
507
|
-
type: "text",
|
|
508
|
-
text: JSON.stringify(
|
|
509
|
-
{
|
|
510
|
-
symbol,
|
|
511
|
-
count: priceHistory.length,
|
|
512
|
-
data: priceHistory.map((point) => ({
|
|
513
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
514
|
-
bid: point.bid,
|
|
515
|
-
offer: point.offer,
|
|
516
|
-
spread: point.spread,
|
|
517
|
-
volume: point.volume
|
|
518
|
-
}))
|
|
519
|
-
},
|
|
520
|
-
null,
|
|
521
|
-
2
|
|
522
|
-
),
|
|
523
|
-
uri: "getStockPriceHistory"
|
|
524
|
-
}
|
|
525
|
-
]
|
|
526
|
-
};
|
|
527
|
-
} catch (error) {
|
|
528
|
-
return {
|
|
529
|
-
content: [
|
|
530
|
-
{
|
|
531
|
-
type: "text",
|
|
532
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
533
|
-
uri: "getStockPriceHistory"
|
|
534
|
-
}
|
|
535
|
-
],
|
|
536
|
-
isError: true
|
|
537
|
-
};
|
|
538
|
-
}
|
|
539
|
-
};
|
|
540
|
-
};
|
|
541
|
-
|
|
542
|
-
// src/tools/order.ts
|
|
543
|
-
var import_fixparser2 = require("fixparser");
|
|
544
|
-
var ordTypeNames = {
|
|
545
|
-
"1": "Market",
|
|
546
|
-
"2": "Limit",
|
|
547
|
-
"3": "Stop",
|
|
548
|
-
"4": "StopLimit",
|
|
549
|
-
"5": "MarketOnClose",
|
|
550
|
-
"6": "WithOrWithout",
|
|
551
|
-
"7": "LimitOrBetter",
|
|
552
|
-
"8": "LimitWithOrWithout",
|
|
553
|
-
"9": "OnBasis",
|
|
554
|
-
A: "OnClose",
|
|
555
|
-
B: "LimitOnClose",
|
|
556
|
-
C: "ForexMarket",
|
|
557
|
-
D: "PreviouslyQuoted",
|
|
558
|
-
E: "PreviouslyIndicated",
|
|
559
|
-
F: "ForexLimit",
|
|
560
|
-
G: "ForexSwap",
|
|
561
|
-
H: "ForexPreviouslyQuoted",
|
|
562
|
-
I: "Funari",
|
|
563
|
-
J: "MarketIfTouched",
|
|
564
|
-
K: "MarketWithLeftOverAsLimit",
|
|
565
|
-
L: "PreviousFundValuationPoint",
|
|
566
|
-
M: "NextFundValuationPoint",
|
|
567
|
-
P: "Pegged",
|
|
568
|
-
Q: "CounterOrderSelection",
|
|
569
|
-
R: "StopOnBidOrOffer",
|
|
570
|
-
S: "StopLimitOnBidOrOffer"
|
|
571
|
-
};
|
|
572
|
-
var sideNames = {
|
|
573
|
-
"1": "Buy",
|
|
574
|
-
"2": "Sell",
|
|
575
|
-
"3": "BuyMinus",
|
|
576
|
-
"4": "SellPlus",
|
|
577
|
-
"5": "SellShort",
|
|
578
|
-
"6": "SellShortExempt",
|
|
579
|
-
"7": "Undisclosed",
|
|
580
|
-
"8": "Cross",
|
|
581
|
-
"9": "CrossShort",
|
|
582
|
-
A: "CrossShortExempt",
|
|
583
|
-
B: "AsDefined",
|
|
584
|
-
C: "Opposite",
|
|
585
|
-
D: "Subscribe",
|
|
586
|
-
E: "Redeem",
|
|
587
|
-
F: "Lend",
|
|
588
|
-
G: "Borrow",
|
|
589
|
-
H: "SellUndisclosed"
|
|
590
|
-
};
|
|
591
|
-
var timeInForceNames = {
|
|
592
|
-
"0": "Day",
|
|
593
|
-
"1": "GoodTillCancel",
|
|
594
|
-
"2": "AtTheOpening",
|
|
595
|
-
"3": "ImmediateOrCancel",
|
|
596
|
-
"4": "FillOrKill",
|
|
597
|
-
"5": "GoodTillCrossing",
|
|
598
|
-
"6": "GoodTillDate",
|
|
599
|
-
"7": "AtTheClose",
|
|
600
|
-
"8": "GoodThroughCrossing",
|
|
601
|
-
"9": "AtCrossing",
|
|
602
|
-
A: "GoodForTime",
|
|
603
|
-
B: "GoodForAuction",
|
|
604
|
-
C: "GoodForMonth"
|
|
605
|
-
};
|
|
606
|
-
var handlInstNames = {
|
|
607
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
608
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
609
|
-
"3": "ManualOrder"
|
|
610
|
-
};
|
|
611
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
612
|
-
return async (args) => {
|
|
613
|
-
try {
|
|
614
|
-
verifiedOrders.set(args.clOrdID, {
|
|
615
|
-
clOrdID: args.clOrdID,
|
|
616
|
-
handlInst: args.handlInst,
|
|
617
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
618
|
-
price: Number.parseFloat(String(args.price)),
|
|
619
|
-
ordType: args.ordType,
|
|
620
|
-
side: args.side,
|
|
621
|
-
symbol: args.symbol,
|
|
622
|
-
timeInForce: args.timeInForce
|
|
623
|
-
});
|
|
624
|
-
return {
|
|
625
|
-
content: [
|
|
626
|
-
{
|
|
627
|
-
type: "text",
|
|
628
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
629
|
-
|
|
630
|
-
Parameters verified:
|
|
631
|
-
- ClOrdID: ${args.clOrdID}
|
|
632
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
633
|
-
- Quantity: ${args.quantity}
|
|
634
|
-
- Price: ${args.price}
|
|
635
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
636
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
637
|
-
- Symbol: ${args.symbol}
|
|
638
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
639
|
-
|
|
640
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
641
|
-
uri: "verifyOrder"
|
|
642
|
-
}
|
|
643
|
-
]
|
|
644
|
-
};
|
|
645
|
-
} catch (error) {
|
|
646
|
-
return {
|
|
647
|
-
content: [
|
|
648
|
-
{
|
|
649
|
-
type: "text",
|
|
650
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
651
|
-
uri: "verifyOrder"
|
|
652
|
-
}
|
|
653
|
-
],
|
|
654
|
-
isError: true
|
|
655
|
-
};
|
|
656
|
-
}
|
|
657
|
-
};
|
|
658
|
-
};
|
|
659
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
660
|
-
return async (args) => {
|
|
661
|
-
try {
|
|
662
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
663
|
-
if (!verifiedOrder) {
|
|
664
|
-
return {
|
|
665
|
-
content: [
|
|
666
|
-
{
|
|
667
|
-
type: "text",
|
|
668
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
669
|
-
uri: "executeOrder"
|
|
670
|
-
}
|
|
671
|
-
],
|
|
672
|
-
isError: true
|
|
673
|
-
};
|
|
674
|
-
}
|
|
675
|
-
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) {
|
|
676
|
-
return {
|
|
677
|
-
content: [
|
|
678
|
-
{
|
|
679
|
-
type: "text",
|
|
680
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
681
|
-
uri: "executeOrder"
|
|
682
|
-
}
|
|
683
|
-
],
|
|
684
|
-
isError: true
|
|
685
|
-
};
|
|
686
|
-
}
|
|
687
|
-
const response = new Promise((resolve) => {
|
|
688
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
689
|
-
});
|
|
690
|
-
const order = parser.createMessage(
|
|
691
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
692
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
693
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
694
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
695
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
696
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
697
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
698
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
699
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
700
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
701
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
702
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
703
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
704
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
705
|
-
);
|
|
706
|
-
if (!parser.connected) {
|
|
707
|
-
return {
|
|
708
|
-
content: [
|
|
709
|
-
{
|
|
710
|
-
type: "text",
|
|
711
|
-
text: "Error: Not connected. Ignoring message.",
|
|
712
|
-
uri: "executeOrder"
|
|
713
|
-
}
|
|
714
|
-
],
|
|
715
|
-
isError: true
|
|
716
|
-
};
|
|
717
|
-
}
|
|
718
|
-
parser.send(order);
|
|
719
|
-
const fixData = await response;
|
|
720
|
-
verifiedOrders.delete(args.clOrdID);
|
|
721
|
-
return {
|
|
722
|
-
content: [
|
|
723
|
-
{
|
|
724
|
-
type: "text",
|
|
725
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
726
|
-
uri: "executeOrder"
|
|
727
|
-
}
|
|
728
|
-
]
|
|
729
|
-
};
|
|
730
|
-
} catch (error) {
|
|
731
|
-
return {
|
|
732
|
-
content: [
|
|
733
|
-
{
|
|
734
|
-
type: "text",
|
|
735
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
736
|
-
uri: "executeOrder"
|
|
737
|
-
}
|
|
738
|
-
],
|
|
739
|
-
isError: true
|
|
740
|
-
};
|
|
741
|
-
}
|
|
742
|
-
};
|
|
743
|
-
};
|
|
744
|
-
|
|
745
|
-
// src/tools/parse.ts
|
|
746
|
-
var createParseHandler = (parser) => {
|
|
747
|
-
return async (args) => {
|
|
748
|
-
try {
|
|
749
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
750
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
751
|
-
return {
|
|
752
|
-
content: [
|
|
753
|
-
{
|
|
754
|
-
type: "text",
|
|
755
|
-
text: "Error: Failed to parse FIX string",
|
|
756
|
-
uri: "parse"
|
|
757
|
-
}
|
|
758
|
-
],
|
|
759
|
-
isError: true
|
|
760
|
-
};
|
|
761
|
-
}
|
|
762
|
-
return {
|
|
763
|
-
content: [
|
|
764
|
-
{
|
|
765
|
-
type: "text",
|
|
766
|
-
text: `${parsedMessage[0].description}
|
|
767
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
768
|
-
uri: "parse"
|
|
769
|
-
}
|
|
770
|
-
]
|
|
771
|
-
};
|
|
772
|
-
} catch (error) {
|
|
773
|
-
return {
|
|
774
|
-
content: [
|
|
775
|
-
{
|
|
776
|
-
type: "text",
|
|
777
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
778
|
-
uri: "parse"
|
|
779
|
-
}
|
|
780
|
-
],
|
|
781
|
-
isError: true
|
|
782
|
-
};
|
|
783
|
-
}
|
|
784
|
-
};
|
|
785
|
-
};
|
|
786
|
-
|
|
787
|
-
// src/tools/parseToJSON.ts
|
|
788
|
-
var createParseToJSONHandler = (parser) => {
|
|
789
|
-
return async (args) => {
|
|
790
|
-
try {
|
|
791
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
792
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
793
|
-
return {
|
|
794
|
-
content: [
|
|
795
|
-
{
|
|
796
|
-
type: "text",
|
|
797
|
-
text: "Error: Failed to parse FIX string",
|
|
798
|
-
uri: "parseToJSON"
|
|
799
|
-
}
|
|
800
|
-
],
|
|
801
|
-
isError: true
|
|
802
|
-
};
|
|
803
|
-
}
|
|
804
|
-
return {
|
|
805
|
-
content: [
|
|
806
|
-
{
|
|
807
|
-
type: "text",
|
|
808
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
809
|
-
uri: "parseToJSON"
|
|
810
|
-
}
|
|
811
|
-
]
|
|
812
|
-
};
|
|
813
|
-
} catch (error) {
|
|
814
|
-
return {
|
|
815
|
-
content: [
|
|
816
|
-
{
|
|
817
|
-
type: "text",
|
|
818
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
819
|
-
uri: "parseToJSON"
|
|
820
|
-
}
|
|
821
|
-
],
|
|
822
|
-
isError: true
|
|
823
|
-
};
|
|
824
|
-
}
|
|
825
|
-
};
|
|
826
|
-
};
|
|
827
|
-
|
|
828
|
-
// src/tools/index.ts
|
|
829
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
830
|
-
parse: createParseHandler(parser),
|
|
831
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
832
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
833
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
834
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
835
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
836
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
837
|
-
});
|
|
838
|
-
|
|
839
|
-
// src/utils/messageHandler.ts
|
|
840
|
-
var import_fixparser3 = require("fixparser");
|
|
841
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
842
|
-
parser.logger.log({
|
|
843
|
-
level: "info",
|
|
844
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
845
|
-
});
|
|
846
|
-
const msgType = message.messageType;
|
|
847
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
848
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
849
|
-
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
850
|
-
let bid = 0;
|
|
851
|
-
let offer = 0;
|
|
852
|
-
let volume = 0;
|
|
853
|
-
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
854
|
-
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
855
|
-
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
856
|
-
if (entryTypes && entryPrices && entrySizes) {
|
|
857
|
-
for (let i = 0; i < entries; i++) {
|
|
858
|
-
const entryType = entryTypes[i]?.value;
|
|
859
|
-
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
860
|
-
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
861
|
-
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
862
|
-
bid = entryPrice;
|
|
863
|
-
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
864
|
-
offer = entryPrice;
|
|
865
|
-
}
|
|
866
|
-
volume += entrySize;
|
|
867
|
-
}
|
|
868
|
-
}
|
|
869
|
-
const spread = offer - bid;
|
|
870
|
-
const timestamp = Date.now();
|
|
871
|
-
const data = {
|
|
872
|
-
timestamp,
|
|
873
|
-
bid,
|
|
874
|
-
offer,
|
|
875
|
-
spread,
|
|
876
|
-
volume
|
|
877
|
-
};
|
|
878
|
-
if (!marketDataPrices.has(symbol)) {
|
|
879
|
-
marketDataPrices.set(symbol, []);
|
|
880
|
-
}
|
|
881
|
-
const prices = marketDataPrices.get(symbol);
|
|
882
|
-
prices.push(data);
|
|
883
|
-
if (prices.length > maxPriceHistory) {
|
|
884
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
885
|
-
}
|
|
886
|
-
onPriceUpdate?.(symbol, data);
|
|
887
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
888
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
889
|
-
const callback = pendingRequests.get(reqId);
|
|
890
|
-
if (callback) {
|
|
891
|
-
callback(message);
|
|
892
|
-
pendingRequests.delete(reqId);
|
|
893
|
-
}
|
|
894
|
-
}
|
|
895
|
-
}
|
|
896
|
-
|
|
897
|
-
// src/MCPLocal.ts
|
|
898
|
-
var MCPLocal = class extends MCPBase {
|
|
899
|
-
/**
|
|
900
|
-
* Map to store verified orders before execution
|
|
901
|
-
* @private
|
|
902
|
-
*/
|
|
903
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
904
|
-
/**
|
|
905
|
-
* Map to store pending requests and their callbacks
|
|
906
|
-
* @private
|
|
907
|
-
*/
|
|
908
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
909
|
-
/**
|
|
910
|
-
* Map to store market data prices for each symbol
|
|
911
|
-
* @private
|
|
912
|
-
*/
|
|
913
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
914
|
-
/**
|
|
915
|
-
* Maximum number of price points to store per symbol
|
|
916
|
-
* @private
|
|
917
|
-
*/
|
|
918
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
919
|
-
server = new import_server.Server(
|
|
920
|
-
{
|
|
921
|
-
name: "fixparser",
|
|
922
|
-
version: "1.0.0"
|
|
923
|
-
},
|
|
924
|
-
{
|
|
925
|
-
capabilities: {
|
|
926
|
-
tools: Object.entries(toolSchemas).reduce(
|
|
927
|
-
(acc, [name, { description, schema }]) => {
|
|
928
|
-
acc[name] = {
|
|
929
|
-
description,
|
|
930
|
-
parameters: schema
|
|
931
|
-
};
|
|
932
|
-
return acc;
|
|
933
|
-
},
|
|
934
|
-
{}
|
|
935
|
-
)
|
|
936
|
-
}
|
|
937
|
-
}
|
|
938
|
-
);
|
|
939
|
-
transport = new import_stdio.StdioServerTransport();
|
|
940
|
-
constructor({ logger, onReady }) {
|
|
941
|
-
super({ logger, onReady });
|
|
942
|
-
}
|
|
943
|
-
async register(parser) {
|
|
944
|
-
this.parser = parser;
|
|
945
|
-
this.parser.addOnMessageCallback((message) => {
|
|
946
|
-
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
947
|
-
});
|
|
948
|
-
this.addWorkflows();
|
|
949
|
-
await this.server.connect(this.transport);
|
|
950
|
-
if (this.onReady) {
|
|
951
|
-
this.onReady();
|
|
952
|
-
}
|
|
953
|
-
}
|
|
954
|
-
addWorkflows() {
|
|
955
|
-
if (!this.parser) {
|
|
956
|
-
return;
|
|
957
|
-
}
|
|
958
|
-
if (!this.server) {
|
|
959
|
-
return;
|
|
960
|
-
}
|
|
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
|
-
});
|
|
970
|
-
this.server.setRequestHandler(
|
|
971
|
-
import_zod.z.object({
|
|
972
|
-
method: import_zod.z.literal("tools/call"),
|
|
973
|
-
params: import_zod.z.object({
|
|
974
|
-
name: import_zod.z.string(),
|
|
975
|
-
arguments: import_zod.z.any(),
|
|
976
|
-
_meta: import_zod.z.object({
|
|
977
|
-
progressToken: import_zod.z.number()
|
|
978
|
-
}).optional()
|
|
979
|
-
})
|
|
980
|
-
}),
|
|
981
|
-
async (request) => {
|
|
982
|
-
const { name, arguments: args } = request.params;
|
|
983
|
-
const toolHandlers = createToolHandlers(
|
|
984
|
-
this.parser,
|
|
985
|
-
this.verifiedOrders,
|
|
986
|
-
this.pendingRequests,
|
|
987
|
-
this.marketDataPrices
|
|
988
|
-
);
|
|
989
|
-
const handler = toolHandlers[name];
|
|
990
|
-
if (!handler) {
|
|
991
|
-
return {
|
|
992
|
-
content: [
|
|
993
|
-
{
|
|
994
|
-
type: "text",
|
|
995
|
-
text: `Tool not found: ${name}`,
|
|
996
|
-
uri: name
|
|
997
|
-
}
|
|
998
|
-
],
|
|
999
|
-
isError: true
|
|
1000
|
-
};
|
|
1001
|
-
}
|
|
1002
|
-
const result = await handler(args);
|
|
1003
|
-
return {
|
|
1004
|
-
content: result.content,
|
|
1005
|
-
isError: result.isError
|
|
1006
|
-
};
|
|
1007
|
-
}
|
|
1008
|
-
);
|
|
1009
|
-
process.on("SIGINT", async () => {
|
|
1010
|
-
await this.server.close();
|
|
1011
|
-
process.exit(0);
|
|
1012
|
-
});
|
|
1013
|
-
}
|
|
1014
|
-
};
|
|
1015
|
-
// Annotate the CommonJS export names for ESM import in node:
|
|
1016
|
-
0 && (module.exports = {
|
|
1017
|
-
MCPLocal
|
|
1018
|
-
});
|
|
1019
|
-
//# sourceMappingURL=MCPLocal.js.map
|