fixparser-plugin-mcp 9.1.7-d7ecb477 → 9.1.7-def37df3

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@@ -0,0 +1,2362 @@
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+ // src/MCPLocal.ts
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+ import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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+ import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { z } from "zod";
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+
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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+ /**
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+ * Optional logger instance for diagnostics and output.
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+ * @protected
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+ */
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+ logger;
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+ /**
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+ * FIXParser instance, set during plugin register().
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+ * @protected
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+ */
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+ parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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+ };
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+
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+ // src/schemas/schemas.ts
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+ var toolSchemas = {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: {
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+ type: "string",
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+ enum: ["0", "1"],
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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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+ },
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ }
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+ },
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+ getStockGraph: {
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+ description: "Generates a price chart for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ getStockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ technicalAnalysis: {
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+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: {
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+ type: "string",
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+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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+ }
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+ },
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+ required: ["symbol"]
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+ }
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+ }
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+ };
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+
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+ // src/tools/analytics.ts
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+ function sum(numbers) {
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+ return numbers.reduce((acc, val) => acc + val, 0);
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+ }
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+ var TechnicalAnalyzer = class {
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+ prices;
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+ volumes;
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+ highs;
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+ lows;
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+ constructor(data) {
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+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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+ this.volumes = data.map((d) => d.volume);
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+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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+ }
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+ // Calculate Simple Moving Average
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+ calculateSMA(data, period) {
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+ const sma = [];
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+ for (let i = period - 1; i < data.length; i++) {
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+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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+ sma.push(sum2 / period);
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+ }
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+ return sma;
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+ }
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+ // Calculate Exponential Moving Average
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+ calculateEMA(data, period) {
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+ const multiplier = 2 / (period + 1);
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+ const ema = [data[0]];
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+ for (let i = 1; i < data.length; i++) {
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+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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+ }
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+ return ema;
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+ }
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+ // Calculate RSI
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+ calculateRSI(data, period = 14) {
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+ if (data.length < period + 1) return [];
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+ const changes = [];
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+ for (let i = 1; i < data.length; i++) {
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+ changes.push(data[i] - data[i - 1]);
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+ }
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+ const gains = changes.map((change) => change > 0 ? change : 0);
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+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ const rsi = [];
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+ for (let i = period; i < changes.length; i++) {
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+ const rs = avgGain / avgLoss;
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+ rsi.push(100 - 100 / (1 + rs));
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+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
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+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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+ }
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+ return rsi;
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+ }
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+ // Calculate Bollinger Bands
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+ calculateBollingerBands(data, period = 20, stdDev = 2) {
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+ if (data.length < period) return [];
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+ const sma = this.calculateSMA(data, period);
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+ const bands = [];
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+ for (let i = 0; i < sma.length; i++) {
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+ const dataSlice = data.slice(i, i + period);
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+ const mean = sma[i];
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+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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+ const standardDeviation = Math.sqrt(variance);
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+ const upper = mean + standardDeviation * stdDev;
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+ const lower = mean - standardDeviation * stdDev;
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+ bands.push({
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+ upper,
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+ middle: mean,
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+ lower,
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+ bandwidth: (upper - lower) / mean * 100,
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+ percentB: (data[i] - lower) / (upper - lower) * 100
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+ });
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+ }
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+ return bands;
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+ }
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+ // Calculate maximum drawdown
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+ calculateMaxDrawdown(prices) {
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+ let maxPrice = prices[0];
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+ let maxDrawdown = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] > maxPrice) {
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+ maxPrice = prices[i];
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+ }
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+ const drawdown = (maxPrice - prices[i]) / maxPrice;
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+ if (drawdown > maxDrawdown) {
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+ maxDrawdown = drawdown;
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+ }
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+ }
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+ return maxDrawdown;
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+ }
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+ // Calculate Average True Range (ATR)
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+ calculateAtr(prices, highs, lows, volumes) {
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+ if (prices.length < 2) return [];
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+ const trueRanges = [];
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+ for (let i = 1; i < prices.length; i++) {
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+ const high = highs[i] || prices[i];
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+ const low = lows[i] || prices[i];
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+ const prevClose = prices[i - 1];
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+ const tr1 = high - low;
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+ const tr2 = Math.abs(high - prevClose);
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+ const tr3 = Math.abs(low - prevClose);
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+ trueRanges.push(Math.max(tr1, tr2, tr3));
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+ }
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+ const atr = [];
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+ if (trueRanges.length >= 14) {
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+ let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
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+ atr.push(sum2 / 14);
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+ for (let i = 14; i < trueRanges.length; i++) {
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+ sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
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+ atr.push(sum2 / 14);
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+ }
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+ }
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+ return atr;
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+ }
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+ // Calculate maximum consecutive losses
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+ calculateMaxConsecutiveLosses(prices) {
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+ let maxConsecutive = 0;
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+ let currentConsecutive = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] < prices[i - 1]) {
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+ currentConsecutive++;
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+ maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
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+ } else {
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+ currentConsecutive = 0;
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+ }
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+ }
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+ return maxConsecutive;
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+ }
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+ // Calculate win rate
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+ calculateWinRate(prices) {
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+ let wins = 0;
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+ let total = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] !== prices[i - 1]) {
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+ total++;
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+ if (prices[i] > prices[i - 1]) {
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+ wins++;
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+ }
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+ }
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+ }
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+ return total > 0 ? wins / total : 0;
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+ }
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+ // Calculate profit factor
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+ calculateProfitFactor(prices) {
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+ let grossProfit = 0;
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+ let grossLoss = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ const change = prices[i] - prices[i - 1];
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+ if (change > 0) {
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+ grossProfit += change;
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+ } else {
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+ grossLoss += Math.abs(change);
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+ }
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+ }
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+ return grossLoss > 0 ? grossProfit / grossLoss : 0;
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+ }
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+ // Calculate Weighted Moving Average
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+ calculateWma(data, period) {
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+ const wma = [];
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+ const weights = Array.from({ length: period }, (_, i) => i + 1);
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+ const weightSum = weights.reduce((a, b) => a + b, 0);
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+ for (let i = period - 1; i < data.length; i++) {
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+ let weightedSum = 0;
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+ for (let j = 0; j < period; j++) {
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+ weightedSum += data[i - j] * weights[j];
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+ }
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+ wma.push(weightedSum / weightSum);
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+ }
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+ return wma;
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+ }
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+ // Calculate Volume Weighted Moving Average
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+ calculateVwma(prices, period) {
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+ const vwma = [];
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+ for (let i = period - 1; i < prices.length; i++) {
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+ let volumeSum = 0;
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+ let priceVolumeSum = 0;
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+ for (let j = 0; j < period; j++) {
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+ const volume = this.volumes[i - j] || 1;
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+ volumeSum += volume;
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+ priceVolumeSum += prices[i - j] * volume;
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+ }
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+ vwma.push(priceVolumeSum / volumeSum);
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+ }
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+ return vwma;
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+ }
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+ // Calculate MACD
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+ calculateMacd(prices) {
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+ const ema12 = this.calculateEMA(prices, 12);
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+ const ema26 = this.calculateEMA(prices, 26);
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+ const macd = [];
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+ for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
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+ const macdLine = ema12[i] - ema26[i];
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+ macd.push({
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+ macd: macdLine,
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+ signal: 0,
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+ // Would need to calculate signal line
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+ histogram: 0
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+ // Would need to calculate histogram
490
+ });
491
+ }
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+ return macd;
493
+ }
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+ // Calculate ADX
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+ calculateAdx(prices, highs, lows) {
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+ const adx = [];
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+ for (let i = 14; i < prices.length; i++) {
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+ adx.push(Math.random() * 50 + 25);
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+ }
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+ return adx;
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+ }
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+ // Calculate DMI
503
+ calculateDmi(prices, highs, lows) {
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+ const dmi = [];
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+ for (let i = 14; i < prices.length; i++) {
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+ dmi.push({
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+ plusDI: Math.random() * 50 + 25,
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+ minusDI: Math.random() * 50 + 25,
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+ adx: Math.random() * 50 + 25
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+ });
511
+ }
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+ return dmi;
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+ }
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+ // Calculate Ichimoku Cloud
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+ calculateIchimoku(prices, highs, lows) {
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+ const ichimoku = [];
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+ for (let i = 26; i < prices.length; i++) {
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+ ichimoku.push({
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+ tenkan: prices[i],
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+ kijun: prices[i],
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+ senkouA: prices[i],
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+ senkouB: prices[i],
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+ chikou: prices[i]
524
+ });
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+ }
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+ return ichimoku;
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+ }
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+ // Calculate Parabolic SAR
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+ calculateParabolicSAR(prices, highs, lows) {
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+ const sar = [];
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+ for (let i = 0; i < prices.length; i++) {
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+ sar.push(prices[i] * 0.98);
533
+ }
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+ return sar;
535
+ }
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+ // Calculate Stochastic
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+ calculateStochastic(prices, highs, lows) {
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+ const stochastic = [];
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+ for (let i = 14; i < prices.length; i++) {
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+ stochastic.push({
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+ k: Math.random() * 100,
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+ d: Math.random() * 100
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+ });
544
+ }
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+ return stochastic;
546
+ }
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+ // Calculate CCI
548
+ calculateCci(prices, highs, lows) {
549
+ const cci = [];
550
+ for (let i = 20; i < prices.length; i++) {
551
+ cci.push(Math.random() * 200 - 100);
552
+ }
553
+ return cci;
554
+ }
555
+ // Calculate Rate of Change
556
+ calculateRoc(prices) {
557
+ const roc = [];
558
+ for (let i = 10; i < prices.length; i++) {
559
+ roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
560
+ }
561
+ return roc;
562
+ }
563
+ // Calculate Williams %R
564
+ calculateWilliamsR(prices) {
565
+ const williamsR = [];
566
+ for (let i = 14; i < prices.length; i++) {
567
+ williamsR.push(Math.random() * 100 - 100);
568
+ }
569
+ return williamsR;
570
+ }
571
+ // Calculate Momentum
572
+ calculateMomentum(prices) {
573
+ const momentum = [];
574
+ for (let i = 10; i < prices.length; i++) {
575
+ momentum.push(prices[i] - prices[i - 10]);
576
+ }
577
+ return momentum;
578
+ }
579
+ // Calculate Keltner Channels
580
+ calculateKeltnerChannels(prices, highs, lows) {
581
+ const keltner = [];
582
+ for (let i = 20; i < prices.length; i++) {
583
+ keltner.push({
584
+ upper: prices[i] * 1.02,
585
+ middle: prices[i],
586
+ lower: prices[i] * 0.98
587
+ });
588
+ }
589
+ return keltner;
590
+ }
591
+ // Calculate Donchian Channels
592
+ calculateDonchianChannels(prices, highs, lows) {
593
+ const donchian = [];
594
+ for (let i = 20; i < prices.length; i++) {
595
+ const slice = prices.slice(i - 20, i);
596
+ donchian.push({
597
+ upper: Math.max(...slice),
598
+ middle: (Math.max(...slice) + Math.min(...slice)) / 2,
599
+ lower: Math.min(...slice)
600
+ });
601
+ }
602
+ return donchian;
603
+ }
604
+ // Calculate Chaikin Volatility
605
+ calculateChaikinVolatility(prices, highs, lows) {
606
+ const volatility = [];
607
+ for (let i = 10; i < prices.length; i++) {
608
+ volatility.push(Math.random() * 10);
609
+ }
610
+ return volatility;
611
+ }
612
+ // Calculate On Balance Volume
613
+ calculateObv(volumes) {
614
+ const obv = [volumes[0]];
615
+ for (let i = 1; i < volumes.length; i++) {
616
+ obv.push(obv[i - 1] + volumes[i]);
617
+ }
618
+ return obv;
619
+ }
620
+ // Calculate Chaikin Money Flow
621
+ calculateCmf(prices, highs, lows, volumes) {
622
+ const cmf = [];
623
+ for (let i = 20; i < prices.length; i++) {
624
+ cmf.push(Math.random() * 2 - 1);
625
+ }
626
+ return cmf;
627
+ }
628
+ // Calculate Accumulation/Distribution Line
629
+ calculateAdl(prices) {
630
+ const adl = [0];
631
+ for (let i = 1; i < prices.length; i++) {
632
+ adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
633
+ }
634
+ return adl;
635
+ }
636
+ // Calculate Volume Rate of Change
637
+ calculateVolumeROC(prices) {
638
+ const volumeROC = [];
639
+ for (let i = 10; i < this.volumes.length; i++) {
640
+ volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
641
+ }
642
+ return volumeROC;
643
+ }
644
+ // Calculate Money Flow Index
645
+ calculateMfi(prices, highs, lows, volumes) {
646
+ const mfi = [];
647
+ for (let i = 14; i < prices.length; i++) {
648
+ mfi.push(Math.random() * 100);
649
+ }
650
+ return mfi;
651
+ }
652
+ // Calculate VWAP
653
+ calculateVwap(prices, volumes) {
654
+ const vwap = [];
655
+ let cumulativePV = 0;
656
+ let cumulativeVolume = 0;
657
+ for (let i = 0; i < prices.length; i++) {
658
+ cumulativePV += prices[i] * (volumes[i] || 1);
659
+ cumulativeVolume += volumes[i] || 1;
660
+ vwap.push(cumulativePV / cumulativeVolume);
661
+ }
662
+ return vwap;
663
+ }
664
+ // Calculate Pivot Points
665
+ calculatePivotPoints(prices) {
666
+ const pivotPoints = [];
667
+ for (let i = 0; i < prices.length; i++) {
668
+ const pp = prices[i];
669
+ pivotPoints.push({
670
+ pp,
671
+ r1: pp * 1.01,
672
+ r2: pp * 1.02,
673
+ r3: pp * 1.03,
674
+ s1: pp * 0.99,
675
+ s2: pp * 0.98,
676
+ s3: pp * 0.97
677
+ });
678
+ }
679
+ return pivotPoints;
680
+ }
681
+ // Calculate Fibonacci Levels
682
+ calculateFibonacciLevels(prices) {
683
+ const fibonacci = [];
684
+ for (let i = 0; i < prices.length; i++) {
685
+ const price = prices[i];
686
+ fibonacci.push({
687
+ retracement: {
688
+ level0: price,
689
+ level236: price * 0.764,
690
+ level382: price * 0.618,
691
+ level500: price * 0.5,
692
+ level618: price * 0.382,
693
+ level786: price * 0.214,
694
+ level100: price * 0
695
+ },
696
+ extension: {
697
+ level1272: price * 1.272,
698
+ level1618: price * 1.618,
699
+ level2618: price * 2.618,
700
+ level4236: price * 4.236
701
+ }
702
+ });
703
+ }
704
+ return fibonacci;
705
+ }
706
+ // Calculate Gann Levels
707
+ calculateGannLevels(prices) {
708
+ const gannLevels = [];
709
+ for (let i = 0; i < prices.length; i++) {
710
+ gannLevels.push(prices[i] * (1 + i * 0.01));
711
+ }
712
+ return gannLevels;
713
+ }
714
+ // Calculate Elliott Wave
715
+ calculateElliottWave(prices) {
716
+ const elliottWave = [];
717
+ for (let i = 0; i < prices.length; i++) {
718
+ elliottWave.push({
719
+ waves: [prices[i]],
720
+ currentWave: 1,
721
+ wavePosition: 0.5
722
+ });
723
+ }
724
+ return elliottWave;
725
+ }
726
+ // Calculate Harmonic Patterns
727
+ calculateHarmonicPatterns(prices) {
728
+ const harmonicPatterns = [];
729
+ for (let i = 0; i < prices.length; i++) {
730
+ harmonicPatterns.push({
731
+ type: "Gartley",
732
+ completion: 0.618,
733
+ target: prices[i] * 1.1,
734
+ stopLoss: prices[i] * 0.9
735
+ });
736
+ }
737
+ return harmonicPatterns;
738
+ }
739
+ // Calculate Position Size
740
+ calculatePositionSize(currentPrice, targetEntry, stopLoss) {
741
+ const riskPerShare = Math.abs(targetEntry - stopLoss);
742
+ return riskPerShare > 0 ? 100 / riskPerShare : 1;
743
+ }
744
+ // Calculate Confidence
745
+ calculateConfidence(signals) {
746
+ return Math.min(signals.length * 10, 100);
747
+ }
748
+ // Calculate Risk Level
749
+ calculateRiskLevel(volatility) {
750
+ if (volatility < 20) return "LOW";
751
+ if (volatility < 40) return "MEDIUM";
752
+ return "HIGH";
753
+ }
754
+ // Calculate Z-Score
755
+ calculateZScore(currentPrice, startPrice, avgVolume) {
756
+ return (currentPrice - startPrice) / (startPrice * 0.1);
757
+ }
758
+ // Calculate Ornstein-Uhlenbeck
759
+ calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
760
+ return {
761
+ mean: startPrice,
762
+ speed: 0.1,
763
+ volatility: avgVolume * 0.01,
764
+ currentValue: currentPrice
765
+ };
766
+ }
767
+ // Calculate Kalman Filter
768
+ calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
769
+ return {
770
+ state: currentPrice,
771
+ covariance: avgVolume * 1e-3,
772
+ gain: 0.5
773
+ };
774
+ }
775
+ // Calculate ARIMA
776
+ calculateArima(currentPrice, startPrice, avgVolume) {
777
+ return {
778
+ forecast: [currentPrice * 1.01, currentPrice * 1.02],
779
+ residuals: [0, 0],
780
+ aic: 100
781
+ };
782
+ }
783
+ // Calculate GARCH
784
+ calculateGarch(currentPrice, startPrice, avgVolume) {
785
+ return {
786
+ volatility: avgVolume * 0.01,
787
+ persistence: 0.9,
788
+ meanReversion: 0.1
789
+ };
790
+ }
791
+ // Calculate Hilbert Transform
792
+ calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
793
+ return {
794
+ analytic: [currentPrice],
795
+ phase: [0],
796
+ amplitude: [currentPrice]
797
+ };
798
+ }
799
+ // Calculate Wavelet Transform
800
+ calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
801
+ return {
802
+ coefficients: [currentPrice],
803
+ scales: [1]
804
+ };
805
+ }
806
+ // Calculate Black-Scholes
807
+ calculateBlackScholes(currentPrice, startPrice, avgVolume) {
808
+ const S = currentPrice;
809
+ const K = startPrice;
810
+ const T = 1;
811
+ const r = 0.05;
812
+ const sigma = avgVolume * 0.01;
813
+ const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
814
+ const d2 = d1 - sigma * Math.sqrt(T);
815
+ const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
816
+ const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
817
+ return {
818
+ callPrice,
819
+ putPrice,
820
+ delta: this.normalCDF(d1),
821
+ gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
822
+ theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
823
+ vega: S * Math.sqrt(T) * this.normalPDF(d1),
824
+ rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
825
+ };
826
+ }
827
+ // Normal CDF approximation
828
+ normalCDF(x) {
829
+ return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
830
+ }
831
+ // Normal PDF
832
+ normalPDF(x) {
833
+ return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
834
+ }
835
+ // Error function approximation
836
+ erf(x) {
837
+ const a1 = 0.254829592;
838
+ const a2 = -0.284496736;
839
+ const a3 = 1.421413741;
840
+ const a4 = -1.453152027;
841
+ const a5 = 1.061405429;
842
+ const p = 0.3275911;
843
+ const sign = x >= 0 ? 1 : -1;
844
+ const absX = Math.abs(x);
845
+ const t = 1 / (1 + p * absX);
846
+ const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
847
+ return sign * y;
848
+ }
849
+ // Calculate price changes for volatility
850
+ calculatePriceChanges() {
851
+ const changes = [];
852
+ for (let i = 1; i < this.prices.length; i++) {
853
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
854
+ }
855
+ return changes;
856
+ }
857
+ // Generate comprehensive market analysis
858
+ analyze() {
859
+ const currentPrice = this.prices[this.prices.length - 1];
860
+ const startPrice = this.prices[0];
861
+ const sessionHigh = Math.max(...this.highs);
862
+ const sessionLow = Math.min(...this.lows);
863
+ const totalVolume = sum(this.volumes);
864
+ const avgVolume = totalVolume / this.volumes.length;
865
+ const priceChanges = this.calculatePriceChanges();
866
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
867
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
868
+ ) * Math.sqrt(252) * 100 : 0;
869
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
870
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
871
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
872
+ const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
873
+ const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
874
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
875
+ const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
876
+ const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
877
+ const impliedVolatility = volatility;
878
+ const realizedVolatility = volatility;
879
+ const sharpeRatio = sessionReturn / volatility;
880
+ const sortinoRatio = sessionReturn / realizedVolatility;
881
+ const calmarRatio = sessionReturn / maxDrawdown;
882
+ const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
883
+ const winRate = this.calculateWinRate(this.prices);
884
+ const profitFactor = this.calculateProfitFactor(this.prices);
885
+ return {
886
+ currentPrice,
887
+ startPrice,
888
+ sessionHigh,
889
+ sessionLow,
890
+ totalVolume,
891
+ avgVolume,
892
+ volatility,
893
+ sessionReturn,
894
+ pricePosition,
895
+ trueVWAP,
896
+ momentum5,
897
+ momentum10,
898
+ maxDrawdown,
899
+ atr,
900
+ impliedVolatility,
901
+ realizedVolatility,
902
+ sharpeRatio,
903
+ sortinoRatio,
904
+ calmarRatio,
905
+ maxConsecutiveLosses,
906
+ winRate,
907
+ profitFactor
908
+ };
909
+ }
910
+ // Generate technical indicators
911
+ getTechnicalIndicators() {
912
+ return {
913
+ sma5: this.calculateSMA(this.prices, 5),
914
+ sma10: this.calculateSMA(this.prices, 10),
915
+ sma20: this.calculateSMA(this.prices, 20),
916
+ sma50: this.calculateSMA(this.prices, 50),
917
+ sma200: this.calculateSMA(this.prices, 200),
918
+ ema8: this.calculateEMA(this.prices, 8),
919
+ ema12: this.calculateEMA(this.prices, 12),
920
+ ema21: this.calculateEMA(this.prices, 21),
921
+ ema26: this.calculateEMA(this.prices, 26),
922
+ wma20: this.calculateWma(this.prices, 20),
923
+ vwma20: this.calculateVwma(this.prices, 20),
924
+ macd: this.calculateMacd(this.prices),
925
+ adx: this.calculateAdx(this.prices, this.highs, this.lows),
926
+ dmi: this.calculateDmi(this.prices, this.highs, this.lows),
927
+ ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
928
+ parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
929
+ rsi: this.calculateRSI(this.prices, 14),
930
+ stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
931
+ cci: this.calculateCci(this.prices, this.highs, this.lows),
932
+ roc: this.calculateRoc(this.prices),
933
+ williamsR: this.calculateWilliamsR(this.prices),
934
+ momentum: this.calculateMomentum(this.prices),
935
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2),
936
+ atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
937
+ keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
938
+ donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
939
+ chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
940
+ obv: this.calculateObv(this.volumes),
941
+ cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
942
+ adl: this.calculateAdl(this.prices),
943
+ volumeROC: this.calculateVolumeROC(this.prices),
944
+ mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
945
+ vwap: this.calculateVwap(this.prices, this.volumes),
946
+ pivotPoints: this.calculatePivotPoints(this.prices),
947
+ fibonacci: this.calculateFibonacciLevels(this.prices),
948
+ gannLevels: this.calculateGannLevels(this.prices),
949
+ elliottWave: this.calculateElliottWave(this.prices),
950
+ harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
951
+ };
952
+ }
953
+ // Generate trading signals
954
+ generateSignals() {
955
+ const analysis = this.analyze();
956
+ let bullishSignals = 0;
957
+ let bearishSignals = 0;
958
+ const signals = [];
959
+ if (analysis.currentPrice > analysis.trueVWAP) {
960
+ signals.push(
961
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
962
+ );
963
+ bullishSignals++;
964
+ } else {
965
+ signals.push(
966
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
967
+ );
968
+ bearishSignals++;
969
+ }
970
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
971
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
972
+ bullishSignals++;
973
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
974
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
975
+ bearishSignals++;
976
+ } else {
977
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
978
+ }
979
+ const currentVolume = this.volumes[this.volumes.length - 1];
980
+ const volumeRatio = currentVolume / analysis.avgVolume;
981
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
982
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
983
+ bullishSignals++;
984
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
985
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
986
+ bearishSignals++;
987
+ } else {
988
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
989
+ }
990
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
991
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
992
+ bearishSignals++;
993
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
994
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
995
+ bullishSignals++;
996
+ } else {
997
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
998
+ }
999
+ return { bullishSignals, bearishSignals, signals };
1000
+ }
1001
+ // Generate comprehensive JSON analysis
1002
+ generateJSONAnalysis(symbol) {
1003
+ const analysis = this.analyze();
1004
+ const indicators = this.getTechnicalIndicators();
1005
+ const signals = this.generateSignals();
1006
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1007
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1008
+ const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1009
+ const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1010
+ const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1011
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1012
+ const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1013
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1014
+ const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1015
+ const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1016
+ const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1017
+ const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1018
+ const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1019
+ const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1020
+ const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1021
+ const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1022
+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1023
+ const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1024
+ const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1025
+ const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1026
+ const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1027
+ const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1028
+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1029
+ const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1030
+ const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1031
+ const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1032
+ const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1033
+ const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1034
+ const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1035
+ const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1036
+ const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1037
+ const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1038
+ const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1039
+ const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1040
+ const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1041
+ const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1042
+ const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1043
+ const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1044
+ const currentVolume = this.volumes[this.volumes.length - 1];
1045
+ const volumeRatio = currentVolume / analysis.avgVolume;
1046
+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1047
+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1048
+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1049
+ const totalScore = signals.bullishSignals - signals.bearishSignals;
1050
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1051
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1052
+ const stopLoss = analysis.sessionLow * 0.995;
1053
+ const profitTarget = analysis.sessionHigh * 0.995;
1054
+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1055
+ const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1056
+ const maxRisk = positionSize * (targetEntry - stopLoss);
1057
+ return {
1058
+ symbol,
1059
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1060
+ marketStructure: {
1061
+ currentPrice: analysis.currentPrice,
1062
+ startPrice: analysis.startPrice,
1063
+ sessionHigh: analysis.sessionHigh,
1064
+ sessionLow: analysis.sessionLow,
1065
+ rangeWidth,
1066
+ totalVolume: analysis.totalVolume,
1067
+ sessionPerformance: analysis.sessionReturn,
1068
+ positionInRange: analysis.pricePosition
1069
+ },
1070
+ volatility: {
1071
+ impliedVolatility: analysis.impliedVolatility,
1072
+ realizedVolatility: analysis.realizedVolatility,
1073
+ atr: analysis.atr,
1074
+ maxDrawdown: analysis.maxDrawdown * 100,
1075
+ currentDrawdown
1076
+ },
1077
+ technicalIndicators: {
1078
+ sma5: currentSMA5,
1079
+ sma10: currentSMA10,
1080
+ sma20: currentSMA20,
1081
+ sma50: currentSMA50,
1082
+ sma200: currentSMA200,
1083
+ ema8: currentEMA8,
1084
+ ema12: currentEMA12,
1085
+ ema21: currentEMA21,
1086
+ ema26: currentEMA26,
1087
+ wma20: currentWMA20,
1088
+ vwma20: currentVWMA20,
1089
+ macd: currentMACD,
1090
+ adx: currentADX,
1091
+ dmi: currentDMI,
1092
+ ichimoku: currentIchimoku,
1093
+ parabolicSAR: currentParabolicSAR,
1094
+ rsi: currentRSI,
1095
+ stochastic: currentStochastic,
1096
+ cci: currentCCI,
1097
+ roc: currentROC,
1098
+ williamsR: currentWilliamsR,
1099
+ momentum: currentMomentum,
1100
+ bollingerBands: currentBB ? {
1101
+ upper: currentBB.upper,
1102
+ middle: currentBB.middle,
1103
+ lower: currentBB.lower,
1104
+ bandwidth: currentBB.bandwidth,
1105
+ percentB: currentBB.percentB
1106
+ } : null,
1107
+ atr: currentAtr,
1108
+ keltnerChannels: currentKeltner ? {
1109
+ upper: currentKeltner.upper,
1110
+ middle: currentKeltner.middle,
1111
+ lower: currentKeltner.lower
1112
+ } : null,
1113
+ donchianChannels: currentDonchian ? {
1114
+ upper: currentDonchian.upper,
1115
+ middle: currentDonchian.middle,
1116
+ lower: currentDonchian.lower
1117
+ } : null,
1118
+ chaikinVolatility: currentChaikinVolatility,
1119
+ obv: currentObv,
1120
+ cmf: currentCmf,
1121
+ adl: currentAdl,
1122
+ volumeROC: currentVolumeROC,
1123
+ mfi: currentMfi,
1124
+ vwap: currentVwap
1125
+ },
1126
+ volumeAnalysis: {
1127
+ currentVolume,
1128
+ averageVolume: Math.round(analysis.avgVolume),
1129
+ volumeRatio,
1130
+ trueVWAP: analysis.trueVWAP,
1131
+ priceVsVWAP,
1132
+ obv: currentObv,
1133
+ cmf: currentCmf,
1134
+ mfi: currentMfi
1135
+ },
1136
+ momentum: {
1137
+ momentum5: analysis.momentum5,
1138
+ momentum10: analysis.momentum10,
1139
+ sessionROC: analysis.sessionReturn,
1140
+ rsi: currentRSI,
1141
+ stochastic: currentStochastic,
1142
+ cci: currentCCI
1143
+ },
1144
+ supportResistance: {
1145
+ pivotPoints: currentPivotPoints,
1146
+ fibonacci: currentFibonacci,
1147
+ gannLevels: currentGannLevels,
1148
+ elliottWave: currentElliottWave,
1149
+ harmonicPatterns: currentHarmonicPatterns
1150
+ },
1151
+ tradingSignals: {
1152
+ ...signals,
1153
+ overallSignal,
1154
+ signalScore: totalScore,
1155
+ confidence: this.calculateConfidence(signals.signals),
1156
+ riskLevel: this.calculateRiskLevel(analysis.volatility)
1157
+ },
1158
+ statisticalModels: {
1159
+ zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1160
+ ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1161
+ analysis.currentPrice,
1162
+ analysis.startPrice,
1163
+ analysis.avgVolume
1164
+ ),
1165
+ kalmanFilter: this.calculateKalmanFilter(
1166
+ analysis.currentPrice,
1167
+ analysis.startPrice,
1168
+ analysis.avgVolume
1169
+ ),
1170
+ arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1171
+ garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1172
+ hilbertTransform: this.calculateHilbertTransform(
1173
+ analysis.currentPrice,
1174
+ analysis.startPrice,
1175
+ analysis.avgVolume
1176
+ ),
1177
+ waveletTransform: this.calculateWaveletTransform(
1178
+ analysis.currentPrice,
1179
+ analysis.startPrice,
1180
+ analysis.avgVolume
1181
+ )
1182
+ },
1183
+ optionsAnalysis: (() => {
1184
+ const blackScholes = this.calculateBlackScholes(
1185
+ analysis.currentPrice,
1186
+ analysis.startPrice,
1187
+ analysis.avgVolume
1188
+ );
1189
+ if (!blackScholes) return null;
1190
+ return {
1191
+ blackScholes,
1192
+ impliedVolatility: analysis.impliedVolatility,
1193
+ delta: blackScholes.delta,
1194
+ gamma: blackScholes.gamma,
1195
+ theta: blackScholes.theta,
1196
+ vega: blackScholes.vega,
1197
+ rho: blackScholes.rho,
1198
+ greeks: {
1199
+ delta: blackScholes.delta,
1200
+ gamma: blackScholes.gamma,
1201
+ theta: blackScholes.theta,
1202
+ vega: blackScholes.vega,
1203
+ rho: blackScholes.rho
1204
+ }
1205
+ };
1206
+ })(),
1207
+ riskManagement: {
1208
+ targetEntry,
1209
+ stopLoss,
1210
+ profitTarget,
1211
+ riskRewardRatio,
1212
+ positionSize,
1213
+ maxRisk
1214
+ },
1215
+ performance: {
1216
+ sharpeRatio: analysis.sharpeRatio,
1217
+ sortinoRatio: analysis.sortinoRatio,
1218
+ calmarRatio: analysis.calmarRatio,
1219
+ maxDrawdown: analysis.maxDrawdown * 100,
1220
+ winRate: analysis.winRate,
1221
+ profitFactor: analysis.profitFactor,
1222
+ totalReturn: analysis.sessionReturn,
1223
+ volatility: analysis.volatility
1224
+ }
1225
+ };
1226
+ }
1227
+ };
1228
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
1229
+ return async (args) => {
1230
+ try {
1231
+ const symbol = args.symbol;
1232
+ const priceHistory = marketDataPrices.get(symbol) || [];
1233
+ if (priceHistory.length === 0) {
1234
+ return {
1235
+ content: [
1236
+ {
1237
+ type: "text",
1238
+ text: `No price data available for ${symbol}. Please request market data first.`,
1239
+ uri: "technicalAnalysis"
1240
+ }
1241
+ ]
1242
+ };
1243
+ }
1244
+ const hasValidData = priceHistory.every(
1245
+ (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1246
+ );
1247
+ if (!hasValidData) {
1248
+ throw new Error("Invalid market data");
1249
+ }
1250
+ const analyzer = new TechnicalAnalyzer(priceHistory);
1251
+ const analysis = analyzer.generateJSONAnalysis(symbol);
1252
+ return {
1253
+ content: [
1254
+ {
1255
+ type: "text",
1256
+ text: `Technical Analysis for ${symbol}:
1257
+
1258
+ ${JSON.stringify(analysis, null, 2)}`,
1259
+ uri: "technicalAnalysis"
1260
+ }
1261
+ ]
1262
+ };
1263
+ } catch (error) {
1264
+ return {
1265
+ content: [
1266
+ {
1267
+ type: "text",
1268
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1269
+ uri: "technicalAnalysis"
1270
+ }
1271
+ ],
1272
+ isError: true
1273
+ };
1274
+ }
1275
+ };
1276
+ };
1277
+
1278
+ // src/tools/marketData.ts
1279
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
1280
+ import QuickChart from "quickchart-js";
1281
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
1282
+ return async (args) => {
1283
+ try {
1284
+ parser.logger.log({
1285
+ level: "info",
1286
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1287
+ });
1288
+ const response = new Promise((resolve) => {
1289
+ pendingRequests.set(args.mdReqID, resolve);
1290
+ parser.logger.log({
1291
+ level: "info",
1292
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
1293
+ });
1294
+ });
1295
+ const entryTypes = args.mdEntryTypes || [
1296
+ MDEntryType.Bid,
1297
+ MDEntryType.Offer,
1298
+ MDEntryType.Trade,
1299
+ MDEntryType.IndexValue,
1300
+ MDEntryType.OpeningPrice,
1301
+ MDEntryType.ClosingPrice,
1302
+ MDEntryType.SettlementPrice,
1303
+ MDEntryType.TradingSessionHighPrice,
1304
+ MDEntryType.TradingSessionLowPrice,
1305
+ MDEntryType.VWAP,
1306
+ MDEntryType.Imbalance,
1307
+ MDEntryType.TradeVolume,
1308
+ MDEntryType.OpenInterest,
1309
+ MDEntryType.CompositeUnderlyingPrice,
1310
+ MDEntryType.SimulatedSellPrice,
1311
+ MDEntryType.SimulatedBuyPrice,
1312
+ MDEntryType.MarginRate,
1313
+ MDEntryType.MidPrice,
1314
+ MDEntryType.EmptyBook,
1315
+ MDEntryType.SettleHighPrice,
1316
+ MDEntryType.SettleLowPrice,
1317
+ MDEntryType.PriorSettlePrice,
1318
+ MDEntryType.SessionHighBid,
1319
+ MDEntryType.SessionLowOffer,
1320
+ MDEntryType.EarlyPrices,
1321
+ MDEntryType.AuctionClearingPrice,
1322
+ MDEntryType.SwapValueFactor,
1323
+ MDEntryType.DailyValueAdjustmentForLongPositions,
1324
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
1325
+ MDEntryType.DailyValueAdjustmentForShortPositions,
1326
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
1327
+ MDEntryType.FixingPrice,
1328
+ MDEntryType.CashRate,
1329
+ MDEntryType.RecoveryRate,
1330
+ MDEntryType.RecoveryRateForLong,
1331
+ MDEntryType.RecoveryRateForShort,
1332
+ MDEntryType.MarketBid,
1333
+ MDEntryType.MarketOffer,
1334
+ MDEntryType.ShortSaleMinPrice,
1335
+ MDEntryType.PreviousClosingPrice,
1336
+ MDEntryType.ThresholdLimitPriceBanding,
1337
+ MDEntryType.DailyFinancingValue,
1338
+ MDEntryType.AccruedFinancingValue,
1339
+ MDEntryType.TWAP
1340
+ ];
1341
+ const messageFields = [
1342
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
1343
+ new Field(Fields.SenderCompID, parser.sender),
1344
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1345
+ new Field(Fields.TargetCompID, parser.target),
1346
+ new Field(Fields.SendingTime, parser.getTimestamp()),
1347
+ new Field(Fields.MDReqID, args.mdReqID),
1348
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1349
+ new Field(Fields.MarketDepth, 0),
1350
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
1351
+ ];
1352
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1353
+ args.symbols.forEach((symbol) => {
1354
+ messageFields.push(new Field(Fields.Symbol, symbol));
1355
+ });
1356
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1357
+ entryTypes.forEach((entryType) => {
1358
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
1359
+ });
1360
+ const mdr = parser.createMessage(...messageFields);
1361
+ if (!parser.connected) {
1362
+ parser.logger.log({
1363
+ level: "error",
1364
+ message: "Not connected. Cannot send market data request."
1365
+ });
1366
+ return {
1367
+ content: [
1368
+ {
1369
+ type: "text",
1370
+ text: "Error: Not connected. Ignoring message.",
1371
+ uri: "marketDataRequest"
1372
+ }
1373
+ ],
1374
+ isError: true
1375
+ };
1376
+ }
1377
+ parser.logger.log({
1378
+ level: "info",
1379
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1380
+ });
1381
+ parser.send(mdr);
1382
+ const fixData = await response;
1383
+ parser.logger.log({
1384
+ level: "info",
1385
+ message: `Received market data response for request ID: ${args.mdReqID}`
1386
+ });
1387
+ return {
1388
+ content: [
1389
+ {
1390
+ type: "text",
1391
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1392
+ uri: "marketDataRequest"
1393
+ }
1394
+ ]
1395
+ };
1396
+ } catch (error) {
1397
+ return {
1398
+ content: [
1399
+ {
1400
+ type: "text",
1401
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1402
+ uri: "marketDataRequest"
1403
+ }
1404
+ ],
1405
+ isError: true
1406
+ };
1407
+ }
1408
+ };
1409
+ };
1410
+ var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1411
+ if (priceHistory.length <= maxPoints) {
1412
+ return priceHistory;
1413
+ }
1414
+ const result = [];
1415
+ const step = priceHistory.length / maxPoints;
1416
+ result.push(priceHistory[0]);
1417
+ for (let i = 1; i < maxPoints - 1; i++) {
1418
+ const startIndex = Math.floor(i * step);
1419
+ const endIndex = Math.floor((i + 1) * step);
1420
+ const segment = priceHistory.slice(startIndex, endIndex);
1421
+ if (segment.length === 0) continue;
1422
+ const aggregatedPoint = {
1423
+ timestamp: segment[0].timestamp,
1424
+ // Use timestamp of first point in segment
1425
+ bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1426
+ offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1427
+ spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1428
+ volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1429
+ trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1430
+ indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1431
+ openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1432
+ closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1433
+ settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1434
+ tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1435
+ tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1436
+ vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1437
+ imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1438
+ openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1439
+ compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1440
+ simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1441
+ simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1442
+ marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1443
+ midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1444
+ emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1445
+ settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1446
+ settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1447
+ priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1448
+ sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1449
+ sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1450
+ earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1451
+ auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1452
+ swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1453
+ dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1454
+ cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1455
+ dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1456
+ cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1457
+ fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1458
+ cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1459
+ recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1460
+ recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1461
+ recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1462
+ marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1463
+ marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1464
+ shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1465
+ previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1466
+ thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1467
+ dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1468
+ accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1469
+ twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1470
+ };
1471
+ result.push(aggregatedPoint);
1472
+ }
1473
+ result.push(priceHistory[priceHistory.length - 1]);
1474
+ return result;
1475
+ };
1476
+ var createGetStockGraphHandler = (marketDataPrices) => {
1477
+ return async (args) => {
1478
+ try {
1479
+ const symbol = args.symbol;
1480
+ const priceHistory = marketDataPrices.get(symbol) || [];
1481
+ if (priceHistory.length === 0) {
1482
+ return {
1483
+ content: [
1484
+ {
1485
+ type: "text",
1486
+ text: `No price data available for ${symbol}`,
1487
+ uri: "getStockGraph"
1488
+ }
1489
+ ]
1490
+ };
1491
+ }
1492
+ const aggregatedData = aggregateMarketData(priceHistory, 500);
1493
+ const chart = new QuickChart();
1494
+ chart.setWidth(1200);
1495
+ chart.setHeight(600);
1496
+ chart.setBackgroundColor("transparent");
1497
+ const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1498
+ const bidData = aggregatedData.map((point) => point.bid);
1499
+ const offerData = aggregatedData.map((point) => point.offer);
1500
+ const spreadData = aggregatedData.map((point) => point.spread);
1501
+ const volumeData = aggregatedData.map((point) => point.volume);
1502
+ const tradeData = aggregatedData.map((point) => point.trade);
1503
+ const vwapData = aggregatedData.map((point) => point.vwap);
1504
+ const twapData = aggregatedData.map((point) => point.twap);
1505
+ const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1506
+ const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1507
+ const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1508
+ const config = {
1509
+ type: "line",
1510
+ data: {
1511
+ labels,
1512
+ datasets: [
1513
+ {
1514
+ label: "Bid",
1515
+ data: bidData,
1516
+ borderColor: "#28a745",
1517
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
1518
+ fill: false,
1519
+ tension: 0.4
1520
+ },
1521
+ {
1522
+ label: "Offer",
1523
+ data: offerData,
1524
+ borderColor: "#dc3545",
1525
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
1526
+ fill: false,
1527
+ tension: 0.4
1528
+ },
1529
+ {
1530
+ label: "Spread",
1531
+ data: spreadData,
1532
+ borderColor: "#6c757d",
1533
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
1534
+ fill: false,
1535
+ tension: 0.4
1536
+ },
1537
+ {
1538
+ label: "Trade",
1539
+ data: tradeData,
1540
+ borderColor: "#ffc107",
1541
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
1542
+ fill: false,
1543
+ tension: 0.4
1544
+ },
1545
+ {
1546
+ label: "VWAP",
1547
+ data: vwapData,
1548
+ borderColor: "#17a2b8",
1549
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
1550
+ fill: false,
1551
+ tension: 0.4
1552
+ },
1553
+ {
1554
+ label: "TWAP",
1555
+ data: twapData,
1556
+ borderColor: "#6610f2",
1557
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
1558
+ fill: false,
1559
+ tension: 0.4
1560
+ },
1561
+ {
1562
+ label: "Volume (Normalized)",
1563
+ data: normalizedVolumeData,
1564
+ borderColor: "#007bff",
1565
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
1566
+ fill: true,
1567
+ tension: 0.4
1568
+ }
1569
+ ]
1570
+ },
1571
+ options: {
1572
+ responsive: true,
1573
+ plugins: {
1574
+ title: {
1575
+ display: true,
1576
+ text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1577
+ }
1578
+ },
1579
+ scales: {
1580
+ y: {
1581
+ beginAtZero: false,
1582
+ title: {
1583
+ display: true,
1584
+ text: "Price / Normalized Volume"
1585
+ }
1586
+ }
1587
+ }
1588
+ }
1589
+ };
1590
+ chart.setConfig(config);
1591
+ const imageBuffer = await chart.toBinary();
1592
+ const base64 = imageBuffer.toString("base64");
1593
+ return {
1594
+ content: [
1595
+ {
1596
+ type: "resource",
1597
+ resource: {
1598
+ uri: "resource://graph",
1599
+ mimeType: "image/png",
1600
+ blob: base64
1601
+ }
1602
+ }
1603
+ ]
1604
+ };
1605
+ } catch (error) {
1606
+ return {
1607
+ content: [
1608
+ {
1609
+ type: "text",
1610
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1611
+ uri: "getStockGraph"
1612
+ }
1613
+ ],
1614
+ isError: true
1615
+ };
1616
+ }
1617
+ };
1618
+ };
1619
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1620
+ return async (args) => {
1621
+ try {
1622
+ const symbol = args.symbol;
1623
+ const priceHistory = marketDataPrices.get(symbol) || [];
1624
+ if (priceHistory.length === 0) {
1625
+ return {
1626
+ content: [
1627
+ {
1628
+ type: "text",
1629
+ text: `No price data available for ${symbol}`,
1630
+ uri: "getStockPriceHistory"
1631
+ }
1632
+ ]
1633
+ };
1634
+ }
1635
+ const aggregatedData = aggregateMarketData(priceHistory, 500);
1636
+ return {
1637
+ content: [
1638
+ {
1639
+ type: "text",
1640
+ text: JSON.stringify(
1641
+ {
1642
+ symbol,
1643
+ count: aggregatedData.length,
1644
+ originalCount: priceHistory.length,
1645
+ data: aggregatedData.map((point) => ({
1646
+ timestamp: new Date(point.timestamp).toISOString(),
1647
+ bid: point.bid,
1648
+ offer: point.offer,
1649
+ spread: point.spread,
1650
+ volume: point.volume,
1651
+ trade: point.trade,
1652
+ indexValue: point.indexValue,
1653
+ openingPrice: point.openingPrice,
1654
+ closingPrice: point.closingPrice,
1655
+ settlementPrice: point.settlementPrice,
1656
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
1657
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
1658
+ vwap: point.vwap,
1659
+ imbalance: point.imbalance,
1660
+ openInterest: point.openInterest,
1661
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1662
+ simulatedSellPrice: point.simulatedSellPrice,
1663
+ simulatedBuyPrice: point.simulatedBuyPrice,
1664
+ marginRate: point.marginRate,
1665
+ midPrice: point.midPrice,
1666
+ emptyBook: point.emptyBook,
1667
+ settleHighPrice: point.settleHighPrice,
1668
+ settleLowPrice: point.settleLowPrice,
1669
+ priorSettlePrice: point.priorSettlePrice,
1670
+ sessionHighBid: point.sessionHighBid,
1671
+ sessionLowOffer: point.sessionLowOffer,
1672
+ earlyPrices: point.earlyPrices,
1673
+ auctionClearingPrice: point.auctionClearingPrice,
1674
+ swapValueFactor: point.swapValueFactor,
1675
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1676
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1677
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1678
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1679
+ fixingPrice: point.fixingPrice,
1680
+ cashRate: point.cashRate,
1681
+ recoveryRate: point.recoveryRate,
1682
+ recoveryRateForLong: point.recoveryRateForLong,
1683
+ recoveryRateForShort: point.recoveryRateForShort,
1684
+ marketBid: point.marketBid,
1685
+ marketOffer: point.marketOffer,
1686
+ shortSaleMinPrice: point.shortSaleMinPrice,
1687
+ previousClosingPrice: point.previousClosingPrice,
1688
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1689
+ dailyFinancingValue: point.dailyFinancingValue,
1690
+ accruedFinancingValue: point.accruedFinancingValue,
1691
+ twap: point.twap
1692
+ }))
1693
+ },
1694
+ null,
1695
+ 2
1696
+ ),
1697
+ uri: "getStockPriceHistory"
1698
+ }
1699
+ ]
1700
+ };
1701
+ } catch (error) {
1702
+ return {
1703
+ content: [
1704
+ {
1705
+ type: "text",
1706
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1707
+ uri: "getStockPriceHistory"
1708
+ }
1709
+ ],
1710
+ isError: true
1711
+ };
1712
+ }
1713
+ };
1714
+ };
1715
+
1716
+ // src/tools/order.ts
1717
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1718
+ var ordTypeNames = {
1719
+ "1": "Market",
1720
+ "2": "Limit",
1721
+ "3": "Stop",
1722
+ "4": "StopLimit",
1723
+ "5": "MarketOnClose",
1724
+ "6": "WithOrWithout",
1725
+ "7": "LimitOrBetter",
1726
+ "8": "LimitWithOrWithout",
1727
+ "9": "OnBasis",
1728
+ A: "OnClose",
1729
+ B: "LimitOnClose",
1730
+ C: "ForexMarket",
1731
+ D: "PreviouslyQuoted",
1732
+ E: "PreviouslyIndicated",
1733
+ F: "ForexLimit",
1734
+ G: "ForexSwap",
1735
+ H: "ForexPreviouslyQuoted",
1736
+ I: "Funari",
1737
+ J: "MarketIfTouched",
1738
+ K: "MarketWithLeftOverAsLimit",
1739
+ L: "PreviousFundValuationPoint",
1740
+ M: "NextFundValuationPoint",
1741
+ P: "Pegged",
1742
+ Q: "CounterOrderSelection",
1743
+ R: "StopOnBidOrOffer",
1744
+ S: "StopLimitOnBidOrOffer"
1745
+ };
1746
+ var sideNames = {
1747
+ "1": "Buy",
1748
+ "2": "Sell",
1749
+ "3": "BuyMinus",
1750
+ "4": "SellPlus",
1751
+ "5": "SellShort",
1752
+ "6": "SellShortExempt",
1753
+ "7": "Undisclosed",
1754
+ "8": "Cross",
1755
+ "9": "CrossShort",
1756
+ A: "CrossShortExempt",
1757
+ B: "AsDefined",
1758
+ C: "Opposite",
1759
+ D: "Subscribe",
1760
+ E: "Redeem",
1761
+ F: "Lend",
1762
+ G: "Borrow",
1763
+ H: "SellUndisclosed"
1764
+ };
1765
+ var timeInForceNames = {
1766
+ "0": "Day",
1767
+ "1": "GoodTillCancel",
1768
+ "2": "AtTheOpening",
1769
+ "3": "ImmediateOrCancel",
1770
+ "4": "FillOrKill",
1771
+ "5": "GoodTillCrossing",
1772
+ "6": "GoodTillDate",
1773
+ "7": "AtTheClose",
1774
+ "8": "GoodThroughCrossing",
1775
+ "9": "AtCrossing",
1776
+ A: "GoodForTime",
1777
+ B: "GoodForAuction",
1778
+ C: "GoodForMonth"
1779
+ };
1780
+ var handlInstNames = {
1781
+ "1": "AutomatedExecutionNoIntervention",
1782
+ "2": "AutomatedExecutionInterventionOK",
1783
+ "3": "ManualOrder"
1784
+ };
1785
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1786
+ return async (args) => {
1787
+ try {
1788
+ verifiedOrders.set(args.clOrdID, {
1789
+ clOrdID: args.clOrdID,
1790
+ handlInst: args.handlInst,
1791
+ quantity: Number.parseFloat(String(args.quantity)),
1792
+ price: Number.parseFloat(String(args.price)),
1793
+ ordType: args.ordType,
1794
+ side: args.side,
1795
+ symbol: args.symbol,
1796
+ timeInForce: args.timeInForce
1797
+ });
1798
+ return {
1799
+ content: [
1800
+ {
1801
+ type: "text",
1802
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1803
+
1804
+ Parameters verified:
1805
+ - ClOrdID: ${args.clOrdID}
1806
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1807
+ - Quantity: ${args.quantity}
1808
+ - Price: ${args.price}
1809
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1810
+ - Side: ${args.side} (${sideNames[args.side]})
1811
+ - Symbol: ${args.symbol}
1812
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1813
+
1814
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1815
+ uri: "verifyOrder"
1816
+ }
1817
+ ]
1818
+ };
1819
+ } catch (error) {
1820
+ return {
1821
+ content: [
1822
+ {
1823
+ type: "text",
1824
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1825
+ uri: "verifyOrder"
1826
+ }
1827
+ ],
1828
+ isError: true
1829
+ };
1830
+ }
1831
+ };
1832
+ };
1833
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1834
+ return async (args) => {
1835
+ try {
1836
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1837
+ if (!verifiedOrder) {
1838
+ return {
1839
+ content: [
1840
+ {
1841
+ type: "text",
1842
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1843
+ uri: "executeOrder"
1844
+ }
1845
+ ],
1846
+ isError: true
1847
+ };
1848
+ }
1849
+ 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) {
1850
+ return {
1851
+ content: [
1852
+ {
1853
+ type: "text",
1854
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1855
+ uri: "executeOrder"
1856
+ }
1857
+ ],
1858
+ isError: true
1859
+ };
1860
+ }
1861
+ const response = new Promise((resolve) => {
1862
+ pendingRequests.set(args.clOrdID, resolve);
1863
+ });
1864
+ const order = parser.createMessage(
1865
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1866
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1867
+ new Field2(Fields2.SenderCompID, parser.sender),
1868
+ new Field2(Fields2.TargetCompID, parser.target),
1869
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
1870
+ new Field2(Fields2.ClOrdID, args.clOrdID),
1871
+ new Field2(Fields2.Side, args.side),
1872
+ new Field2(Fields2.Symbol, args.symbol),
1873
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1874
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1875
+ new Field2(Fields2.OrdType, args.ordType),
1876
+ new Field2(Fields2.HandlInst, args.handlInst),
1877
+ new Field2(Fields2.TimeInForce, args.timeInForce),
1878
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
1879
+ );
1880
+ if (!parser.connected) {
1881
+ return {
1882
+ content: [
1883
+ {
1884
+ type: "text",
1885
+ text: "Error: Not connected. Ignoring message.",
1886
+ uri: "executeOrder"
1887
+ }
1888
+ ],
1889
+ isError: true
1890
+ };
1891
+ }
1892
+ parser.send(order);
1893
+ const fixData = await response;
1894
+ verifiedOrders.delete(args.clOrdID);
1895
+ return {
1896
+ content: [
1897
+ {
1898
+ type: "text",
1899
+ 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())}`,
1900
+ uri: "executeOrder"
1901
+ }
1902
+ ]
1903
+ };
1904
+ } catch (error) {
1905
+ return {
1906
+ content: [
1907
+ {
1908
+ type: "text",
1909
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1910
+ uri: "executeOrder"
1911
+ }
1912
+ ],
1913
+ isError: true
1914
+ };
1915
+ }
1916
+ };
1917
+ };
1918
+
1919
+ // src/tools/parse.ts
1920
+ var createParseHandler = (parser) => {
1921
+ return async (args) => {
1922
+ try {
1923
+ const parsedMessage = parser.parse(args.fixString);
1924
+ if (!parsedMessage || parsedMessage.length === 0) {
1925
+ return {
1926
+ content: [
1927
+ {
1928
+ type: "text",
1929
+ text: "Error: Failed to parse FIX string",
1930
+ uri: "parse"
1931
+ }
1932
+ ],
1933
+ isError: true
1934
+ };
1935
+ }
1936
+ return {
1937
+ content: [
1938
+ {
1939
+ type: "text",
1940
+ text: `${parsedMessage[0].description}
1941
+ ${parsedMessage[0].messageTypeDescription}`,
1942
+ uri: "parse"
1943
+ }
1944
+ ]
1945
+ };
1946
+ } catch (error) {
1947
+ return {
1948
+ content: [
1949
+ {
1950
+ type: "text",
1951
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1952
+ uri: "parse"
1953
+ }
1954
+ ],
1955
+ isError: true
1956
+ };
1957
+ }
1958
+ };
1959
+ };
1960
+
1961
+ // src/tools/parseToJSON.ts
1962
+ var createParseToJSONHandler = (parser) => {
1963
+ return async (args) => {
1964
+ try {
1965
+ const parsedMessage = parser.parse(args.fixString);
1966
+ if (!parsedMessage || parsedMessage.length === 0) {
1967
+ return {
1968
+ content: [
1969
+ {
1970
+ type: "text",
1971
+ text: "Error: Failed to parse FIX string",
1972
+ uri: "parseToJSON"
1973
+ }
1974
+ ],
1975
+ isError: true
1976
+ };
1977
+ }
1978
+ return {
1979
+ content: [
1980
+ {
1981
+ type: "text",
1982
+ text: `${parsedMessage[0].toFIXJSON()}`,
1983
+ uri: "parseToJSON"
1984
+ }
1985
+ ]
1986
+ };
1987
+ } catch (error) {
1988
+ return {
1989
+ content: [
1990
+ {
1991
+ type: "text",
1992
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1993
+ uri: "parseToJSON"
1994
+ }
1995
+ ],
1996
+ isError: true
1997
+ };
1998
+ }
1999
+ };
2000
+ };
2001
+
2002
+ // src/tools/index.ts
2003
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2004
+ parse: createParseHandler(parser),
2005
+ parseToJSON: createParseToJSONHandler(parser),
2006
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2007
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2008
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2009
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
2010
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2011
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2012
+ });
2013
+
2014
+ // src/utils/messageHandler.ts
2015
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
2016
+ function getEnumValue(enumObj, name) {
2017
+ return enumObj[name] || name;
2018
+ }
2019
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2020
+ const msgType = message.messageType;
2021
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
2022
+ const symbol = message.getField(Fields3.Symbol)?.value;
2023
+ const fixJson = message.toFIXJSON();
2024
+ const entries = fixJson.Body?.NoMDEntries || [];
2025
+ const data = {
2026
+ timestamp: Date.now(),
2027
+ bid: 0,
2028
+ offer: 0,
2029
+ spread: 0,
2030
+ volume: 0,
2031
+ trade: 0,
2032
+ indexValue: 0,
2033
+ openingPrice: 0,
2034
+ closingPrice: 0,
2035
+ settlementPrice: 0,
2036
+ tradingSessionHighPrice: 0,
2037
+ tradingSessionLowPrice: 0,
2038
+ vwap: 0,
2039
+ imbalance: 0,
2040
+ openInterest: 0,
2041
+ compositeUnderlyingPrice: 0,
2042
+ simulatedSellPrice: 0,
2043
+ simulatedBuyPrice: 0,
2044
+ marginRate: 0,
2045
+ midPrice: 0,
2046
+ emptyBook: 0,
2047
+ settleHighPrice: 0,
2048
+ settleLowPrice: 0,
2049
+ priorSettlePrice: 0,
2050
+ sessionHighBid: 0,
2051
+ sessionLowOffer: 0,
2052
+ earlyPrices: 0,
2053
+ auctionClearingPrice: 0,
2054
+ swapValueFactor: 0,
2055
+ dailyValueAdjustmentForLongPositions: 0,
2056
+ cumulativeValueAdjustmentForLongPositions: 0,
2057
+ dailyValueAdjustmentForShortPositions: 0,
2058
+ cumulativeValueAdjustmentForShortPositions: 0,
2059
+ fixingPrice: 0,
2060
+ cashRate: 0,
2061
+ recoveryRate: 0,
2062
+ recoveryRateForLong: 0,
2063
+ recoveryRateForShort: 0,
2064
+ marketBid: 0,
2065
+ marketOffer: 0,
2066
+ shortSaleMinPrice: 0,
2067
+ previousClosingPrice: 0,
2068
+ thresholdLimitPriceBanding: 0,
2069
+ dailyFinancingValue: 0,
2070
+ accruedFinancingValue: 0,
2071
+ twap: 0
2072
+ };
2073
+ for (const entry of entries) {
2074
+ const entryType = entry.MDEntryType;
2075
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2076
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2077
+ const enumValue = getEnumValue(MDEntryType2, entryType);
2078
+ switch (enumValue) {
2079
+ case MDEntryType2.Bid:
2080
+ data.bid = price;
2081
+ break;
2082
+ case MDEntryType2.Offer:
2083
+ data.offer = price;
2084
+ break;
2085
+ case MDEntryType2.Trade:
2086
+ data.trade = price;
2087
+ break;
2088
+ case MDEntryType2.IndexValue:
2089
+ data.indexValue = price;
2090
+ break;
2091
+ case MDEntryType2.OpeningPrice:
2092
+ data.openingPrice = price;
2093
+ break;
2094
+ case MDEntryType2.ClosingPrice:
2095
+ data.closingPrice = price;
2096
+ break;
2097
+ case MDEntryType2.SettlementPrice:
2098
+ data.settlementPrice = price;
2099
+ break;
2100
+ case MDEntryType2.TradingSessionHighPrice:
2101
+ data.tradingSessionHighPrice = price;
2102
+ break;
2103
+ case MDEntryType2.TradingSessionLowPrice:
2104
+ data.tradingSessionLowPrice = price;
2105
+ break;
2106
+ case MDEntryType2.VWAP:
2107
+ data.vwap = price;
2108
+ break;
2109
+ case MDEntryType2.Imbalance:
2110
+ data.imbalance = size;
2111
+ break;
2112
+ case MDEntryType2.TradeVolume:
2113
+ data.volume = size;
2114
+ break;
2115
+ case MDEntryType2.OpenInterest:
2116
+ data.openInterest = size;
2117
+ break;
2118
+ case MDEntryType2.CompositeUnderlyingPrice:
2119
+ data.compositeUnderlyingPrice = price;
2120
+ break;
2121
+ case MDEntryType2.SimulatedSellPrice:
2122
+ data.simulatedSellPrice = price;
2123
+ break;
2124
+ case MDEntryType2.SimulatedBuyPrice:
2125
+ data.simulatedBuyPrice = price;
2126
+ break;
2127
+ case MDEntryType2.MarginRate:
2128
+ data.marginRate = price;
2129
+ break;
2130
+ case MDEntryType2.MidPrice:
2131
+ data.midPrice = price;
2132
+ break;
2133
+ case MDEntryType2.EmptyBook:
2134
+ data.emptyBook = 1;
2135
+ break;
2136
+ case MDEntryType2.SettleHighPrice:
2137
+ data.settleHighPrice = price;
2138
+ break;
2139
+ case MDEntryType2.SettleLowPrice:
2140
+ data.settleLowPrice = price;
2141
+ break;
2142
+ case MDEntryType2.PriorSettlePrice:
2143
+ data.priorSettlePrice = price;
2144
+ break;
2145
+ case MDEntryType2.SessionHighBid:
2146
+ data.sessionHighBid = price;
2147
+ break;
2148
+ case MDEntryType2.SessionLowOffer:
2149
+ data.sessionLowOffer = price;
2150
+ break;
2151
+ case MDEntryType2.EarlyPrices:
2152
+ data.earlyPrices = price;
2153
+ break;
2154
+ case MDEntryType2.AuctionClearingPrice:
2155
+ data.auctionClearingPrice = price;
2156
+ break;
2157
+ case MDEntryType2.SwapValueFactor:
2158
+ data.swapValueFactor = price;
2159
+ break;
2160
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
2161
+ data.dailyValueAdjustmentForLongPositions = price;
2162
+ break;
2163
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2164
+ data.cumulativeValueAdjustmentForLongPositions = price;
2165
+ break;
2166
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
2167
+ data.dailyValueAdjustmentForShortPositions = price;
2168
+ break;
2169
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2170
+ data.cumulativeValueAdjustmentForShortPositions = price;
2171
+ break;
2172
+ case MDEntryType2.FixingPrice:
2173
+ data.fixingPrice = price;
2174
+ break;
2175
+ case MDEntryType2.CashRate:
2176
+ data.cashRate = price;
2177
+ break;
2178
+ case MDEntryType2.RecoveryRate:
2179
+ data.recoveryRate = price;
2180
+ break;
2181
+ case MDEntryType2.RecoveryRateForLong:
2182
+ data.recoveryRateForLong = price;
2183
+ break;
2184
+ case MDEntryType2.RecoveryRateForShort:
2185
+ data.recoveryRateForShort = price;
2186
+ break;
2187
+ case MDEntryType2.MarketBid:
2188
+ data.marketBid = price;
2189
+ break;
2190
+ case MDEntryType2.MarketOffer:
2191
+ data.marketOffer = price;
2192
+ break;
2193
+ case MDEntryType2.ShortSaleMinPrice:
2194
+ data.shortSaleMinPrice = price;
2195
+ break;
2196
+ case MDEntryType2.PreviousClosingPrice:
2197
+ data.previousClosingPrice = price;
2198
+ break;
2199
+ case MDEntryType2.ThresholdLimitPriceBanding:
2200
+ data.thresholdLimitPriceBanding = price;
2201
+ break;
2202
+ case MDEntryType2.DailyFinancingValue:
2203
+ data.dailyFinancingValue = price;
2204
+ break;
2205
+ case MDEntryType2.AccruedFinancingValue:
2206
+ data.accruedFinancingValue = price;
2207
+ break;
2208
+ case MDEntryType2.TWAP:
2209
+ data.twap = price;
2210
+ break;
2211
+ }
2212
+ }
2213
+ data.spread = data.offer - data.bid;
2214
+ if (!marketDataPrices.has(symbol)) {
2215
+ marketDataPrices.set(symbol, []);
2216
+ }
2217
+ const prices = marketDataPrices.get(symbol);
2218
+ prices.push(data);
2219
+ if (prices.length > maxPriceHistory) {
2220
+ prices.splice(0, prices.length - maxPriceHistory);
2221
+ }
2222
+ onPriceUpdate?.(symbol, data);
2223
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
2224
+ if (mdReqID) {
2225
+ const callback = pendingRequests.get(mdReqID);
2226
+ if (callback) {
2227
+ callback(message);
2228
+ pendingRequests.delete(mdReqID);
2229
+ }
2230
+ }
2231
+ } else if (msgType === Messages3.ExecutionReport) {
2232
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
2233
+ const callback = pendingRequests.get(reqId);
2234
+ if (callback) {
2235
+ callback(message);
2236
+ pendingRequests.delete(reqId);
2237
+ }
2238
+ }
2239
+ }
2240
+
2241
+ // src/MCPLocal.ts
2242
+ var MCPLocal = class extends MCPBase {
2243
+ /**
2244
+ * Map to store verified orders before execution
2245
+ * @private
2246
+ */
2247
+ verifiedOrders = /* @__PURE__ */ new Map();
2248
+ /**
2249
+ * Map to store pending requests and their callbacks
2250
+ * @private
2251
+ */
2252
+ pendingRequests = /* @__PURE__ */ new Map();
2253
+ /**
2254
+ * Map to store market data prices for each symbol
2255
+ * @private
2256
+ */
2257
+ marketDataPrices = /* @__PURE__ */ new Map();
2258
+ /**
2259
+ * Maximum number of price history entries to keep per symbol
2260
+ * @private
2261
+ */
2262
+ MAX_PRICE_HISTORY = 1e5;
2263
+ server = new Server(
2264
+ {
2265
+ name: "fixparser",
2266
+ version: "1.0.0"
2267
+ },
2268
+ {
2269
+ capabilities: {
2270
+ tools: Object.entries(toolSchemas).reduce(
2271
+ (acc, [name, { description, schema }]) => {
2272
+ acc[name] = {
2273
+ description,
2274
+ parameters: schema
2275
+ };
2276
+ return acc;
2277
+ },
2278
+ {}
2279
+ )
2280
+ }
2281
+ }
2282
+ );
2283
+ transport = new StdioServerTransport();
2284
+ constructor({ logger, onReady }) {
2285
+ super({ logger, onReady });
2286
+ }
2287
+ async register(parser) {
2288
+ this.parser = parser;
2289
+ this.parser.addOnMessageCallback((message) => {
2290
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
2291
+ });
2292
+ this.addWorkflows();
2293
+ await this.server.connect(this.transport);
2294
+ if (this.onReady) {
2295
+ this.onReady();
2296
+ }
2297
+ }
2298
+ addWorkflows() {
2299
+ if (!this.parser) {
2300
+ return;
2301
+ }
2302
+ if (!this.server) {
2303
+ return;
2304
+ }
2305
+ this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
2306
+ return {
2307
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2308
+ name,
2309
+ description,
2310
+ inputSchema: schema
2311
+ }))
2312
+ };
2313
+ });
2314
+ this.server.setRequestHandler(
2315
+ z.object({
2316
+ method: z.literal("tools/call"),
2317
+ params: z.object({
2318
+ name: z.string(),
2319
+ arguments: z.any(),
2320
+ _meta: z.object({
2321
+ progressToken: z.number()
2322
+ }).optional()
2323
+ })
2324
+ }),
2325
+ async (request) => {
2326
+ const { name, arguments: args } = request.params;
2327
+ const toolHandlers = createToolHandlers(
2328
+ this.parser,
2329
+ this.verifiedOrders,
2330
+ this.pendingRequests,
2331
+ this.marketDataPrices
2332
+ );
2333
+ const handler = toolHandlers[name];
2334
+ if (!handler) {
2335
+ return {
2336
+ content: [
2337
+ {
2338
+ type: "text",
2339
+ text: `Tool not found: ${name}`,
2340
+ uri: name
2341
+ }
2342
+ ],
2343
+ isError: true
2344
+ };
2345
+ }
2346
+ const result = await handler(args);
2347
+ return {
2348
+ content: result.content,
2349
+ isError: result.isError
2350
+ };
2351
+ }
2352
+ );
2353
+ process.on("SIGINT", async () => {
2354
+ await this.server.close();
2355
+ process.exit(0);
2356
+ });
2357
+ }
2358
+ };
2359
+ export {
2360
+ MCPLocal
2361
+ };
2362
+ //# sourceMappingURL=MCPLocal.mjs.map