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

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@@ -0,0 +1,2508 @@
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+ // src/MCPRemote.ts
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+ import { randomUUID } from "node:crypto";
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+ import { createServer } from "node:http";
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+ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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+ import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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+ import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.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
481
+ calculateMacd(prices) {
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+ const ema12 = this.calculateEMA(prices, 12);
483
+ 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
493
+ });
494
+ }
495
+ return macd;
496
+ }
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+ // Calculate ADX
498
+ 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);
502
+ }
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+ return adx;
504
+ }
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+ // Calculate DMI
506
+ 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
513
+ });
514
+ }
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+ return dmi;
516
+ }
517
+ // Calculate Ichimoku Cloud
518
+ 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],
526
+ chikou: prices[i]
527
+ });
528
+ }
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+ return ichimoku;
530
+ }
531
+ // Calculate Parabolic SAR
532
+ calculateParabolicSAR(prices, highs, lows) {
533
+ const sar = [];
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+ for (let i = 0; i < prices.length; i++) {
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+ sar.push(prices[i] * 0.98);
536
+ }
537
+ return sar;
538
+ }
539
+ // Calculate Stochastic
540
+ calculateStochastic(prices, highs, lows) {
541
+ const stochastic = [];
542
+ for (let i = 14; i < prices.length; i++) {
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+ stochastic.push({
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+ k: Math.random() * 100,
545
+ d: Math.random() * 100
546
+ });
547
+ }
548
+ return stochastic;
549
+ }
550
+ // Calculate CCI
551
+ calculateCci(prices, highs, lows) {
552
+ const cci = [];
553
+ for (let i = 20; i < prices.length; i++) {
554
+ cci.push(Math.random() * 200 - 100);
555
+ }
556
+ return cci;
557
+ }
558
+ // Calculate Rate of Change
559
+ calculateRoc(prices) {
560
+ const roc = [];
561
+ for (let i = 10; i < prices.length; i++) {
562
+ roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
563
+ }
564
+ return roc;
565
+ }
566
+ // Calculate Williams %R
567
+ calculateWilliamsR(prices) {
568
+ const williamsR = [];
569
+ for (let i = 14; i < prices.length; i++) {
570
+ williamsR.push(Math.random() * 100 - 100);
571
+ }
572
+ return williamsR;
573
+ }
574
+ // Calculate Momentum
575
+ calculateMomentum(prices) {
576
+ const momentum = [];
577
+ for (let i = 10; i < prices.length; i++) {
578
+ momentum.push(prices[i] - prices[i - 10]);
579
+ }
580
+ return momentum;
581
+ }
582
+ // Calculate Keltner Channels
583
+ calculateKeltnerChannels(prices, highs, lows) {
584
+ const keltner = [];
585
+ for (let i = 20; i < prices.length; i++) {
586
+ keltner.push({
587
+ upper: prices[i] * 1.02,
588
+ middle: prices[i],
589
+ lower: prices[i] * 0.98
590
+ });
591
+ }
592
+ return keltner;
593
+ }
594
+ // Calculate Donchian Channels
595
+ calculateDonchianChannels(prices, highs, lows) {
596
+ const donchian = [];
597
+ for (let i = 20; i < prices.length; i++) {
598
+ const slice = prices.slice(i - 20, i);
599
+ donchian.push({
600
+ upper: Math.max(...slice),
601
+ middle: (Math.max(...slice) + Math.min(...slice)) / 2,
602
+ lower: Math.min(...slice)
603
+ });
604
+ }
605
+ return donchian;
606
+ }
607
+ // Calculate Chaikin Volatility
608
+ calculateChaikinVolatility(prices, highs, lows) {
609
+ const volatility = [];
610
+ for (let i = 10; i < prices.length; i++) {
611
+ volatility.push(Math.random() * 10);
612
+ }
613
+ return volatility;
614
+ }
615
+ // Calculate On Balance Volume
616
+ calculateObv(volumes) {
617
+ const obv = [volumes[0]];
618
+ for (let i = 1; i < volumes.length; i++) {
619
+ obv.push(obv[i - 1] + volumes[i]);
620
+ }
621
+ return obv;
622
+ }
623
+ // Calculate Chaikin Money Flow
624
+ calculateCmf(prices, highs, lows, volumes) {
625
+ const cmf = [];
626
+ for (let i = 20; i < prices.length; i++) {
627
+ cmf.push(Math.random() * 2 - 1);
628
+ }
629
+ return cmf;
630
+ }
631
+ // Calculate Accumulation/Distribution Line
632
+ calculateAdl(prices) {
633
+ const adl = [0];
634
+ for (let i = 1; i < prices.length; i++) {
635
+ adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
636
+ }
637
+ return adl;
638
+ }
639
+ // Calculate Volume Rate of Change
640
+ calculateVolumeROC(prices) {
641
+ const volumeROC = [];
642
+ for (let i = 10; i < this.volumes.length; i++) {
643
+ volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
644
+ }
645
+ return volumeROC;
646
+ }
647
+ // Calculate Money Flow Index
648
+ calculateMfi(prices, highs, lows, volumes) {
649
+ const mfi = [];
650
+ for (let i = 14; i < prices.length; i++) {
651
+ mfi.push(Math.random() * 100);
652
+ }
653
+ return mfi;
654
+ }
655
+ // Calculate VWAP
656
+ calculateVwap(prices, volumes) {
657
+ const vwap = [];
658
+ let cumulativePV = 0;
659
+ let cumulativeVolume = 0;
660
+ for (let i = 0; i < prices.length; i++) {
661
+ cumulativePV += prices[i] * (volumes[i] || 1);
662
+ cumulativeVolume += volumes[i] || 1;
663
+ vwap.push(cumulativePV / cumulativeVolume);
664
+ }
665
+ return vwap;
666
+ }
667
+ // Calculate Pivot Points
668
+ calculatePivotPoints(prices) {
669
+ const pivotPoints = [];
670
+ for (let i = 0; i < prices.length; i++) {
671
+ const pp = prices[i];
672
+ pivotPoints.push({
673
+ pp,
674
+ r1: pp * 1.01,
675
+ r2: pp * 1.02,
676
+ r3: pp * 1.03,
677
+ s1: pp * 0.99,
678
+ s2: pp * 0.98,
679
+ s3: pp * 0.97
680
+ });
681
+ }
682
+ return pivotPoints;
683
+ }
684
+ // Calculate Fibonacci Levels
685
+ calculateFibonacciLevels(prices) {
686
+ const fibonacci = [];
687
+ for (let i = 0; i < prices.length; i++) {
688
+ const price = prices[i];
689
+ fibonacci.push({
690
+ retracement: {
691
+ level0: price,
692
+ level236: price * 0.764,
693
+ level382: price * 0.618,
694
+ level500: price * 0.5,
695
+ level618: price * 0.382,
696
+ level786: price * 0.214,
697
+ level100: price * 0
698
+ },
699
+ extension: {
700
+ level1272: price * 1.272,
701
+ level1618: price * 1.618,
702
+ level2618: price * 2.618,
703
+ level4236: price * 4.236
704
+ }
705
+ });
706
+ }
707
+ return fibonacci;
708
+ }
709
+ // Calculate Gann Levels
710
+ calculateGannLevels(prices) {
711
+ const gannLevels = [];
712
+ for (let i = 0; i < prices.length; i++) {
713
+ gannLevels.push(prices[i] * (1 + i * 0.01));
714
+ }
715
+ return gannLevels;
716
+ }
717
+ // Calculate Elliott Wave
718
+ calculateElliottWave(prices) {
719
+ const elliottWave = [];
720
+ for (let i = 0; i < prices.length; i++) {
721
+ elliottWave.push({
722
+ waves: [prices[i]],
723
+ currentWave: 1,
724
+ wavePosition: 0.5
725
+ });
726
+ }
727
+ return elliottWave;
728
+ }
729
+ // Calculate Harmonic Patterns
730
+ calculateHarmonicPatterns(prices) {
731
+ const harmonicPatterns = [];
732
+ for (let i = 0; i < prices.length; i++) {
733
+ harmonicPatterns.push({
734
+ type: "Gartley",
735
+ completion: 0.618,
736
+ target: prices[i] * 1.1,
737
+ stopLoss: prices[i] * 0.9
738
+ });
739
+ }
740
+ return harmonicPatterns;
741
+ }
742
+ // Calculate Position Size
743
+ calculatePositionSize(currentPrice, targetEntry, stopLoss) {
744
+ const riskPerShare = Math.abs(targetEntry - stopLoss);
745
+ return riskPerShare > 0 ? 100 / riskPerShare : 1;
746
+ }
747
+ // Calculate Confidence
748
+ calculateConfidence(signals) {
749
+ return Math.min(signals.length * 10, 100);
750
+ }
751
+ // Calculate Risk Level
752
+ calculateRiskLevel(volatility) {
753
+ if (volatility < 20) return "LOW";
754
+ if (volatility < 40) return "MEDIUM";
755
+ return "HIGH";
756
+ }
757
+ // Calculate Z-Score
758
+ calculateZScore(currentPrice, startPrice, avgVolume) {
759
+ return (currentPrice - startPrice) / (startPrice * 0.1);
760
+ }
761
+ // Calculate Ornstein-Uhlenbeck
762
+ calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
763
+ return {
764
+ mean: startPrice,
765
+ speed: 0.1,
766
+ volatility: avgVolume * 0.01,
767
+ currentValue: currentPrice
768
+ };
769
+ }
770
+ // Calculate Kalman Filter
771
+ calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
772
+ return {
773
+ state: currentPrice,
774
+ covariance: avgVolume * 1e-3,
775
+ gain: 0.5
776
+ };
777
+ }
778
+ // Calculate ARIMA
779
+ calculateArima(currentPrice, startPrice, avgVolume) {
780
+ return {
781
+ forecast: [currentPrice * 1.01, currentPrice * 1.02],
782
+ residuals: [0, 0],
783
+ aic: 100
784
+ };
785
+ }
786
+ // Calculate GARCH
787
+ calculateGarch(currentPrice, startPrice, avgVolume) {
788
+ return {
789
+ volatility: avgVolume * 0.01,
790
+ persistence: 0.9,
791
+ meanReversion: 0.1
792
+ };
793
+ }
794
+ // Calculate Hilbert Transform
795
+ calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
796
+ return {
797
+ analytic: [currentPrice],
798
+ phase: [0],
799
+ amplitude: [currentPrice]
800
+ };
801
+ }
802
+ // Calculate Wavelet Transform
803
+ calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
804
+ return {
805
+ coefficients: [currentPrice],
806
+ scales: [1]
807
+ };
808
+ }
809
+ // Calculate Black-Scholes
810
+ calculateBlackScholes(currentPrice, startPrice, avgVolume) {
811
+ const S = currentPrice;
812
+ const K = startPrice;
813
+ const T = 1;
814
+ const r = 0.05;
815
+ const sigma = avgVolume * 0.01;
816
+ const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
817
+ const d2 = d1 - sigma * Math.sqrt(T);
818
+ const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
819
+ const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
820
+ return {
821
+ callPrice,
822
+ putPrice,
823
+ delta: this.normalCDF(d1),
824
+ gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
825
+ theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
826
+ vega: S * Math.sqrt(T) * this.normalPDF(d1),
827
+ rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
828
+ };
829
+ }
830
+ // Normal CDF approximation
831
+ normalCDF(x) {
832
+ return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
833
+ }
834
+ // Normal PDF
835
+ normalPDF(x) {
836
+ return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
837
+ }
838
+ // Error function approximation
839
+ erf(x) {
840
+ const a1 = 0.254829592;
841
+ const a2 = -0.284496736;
842
+ const a3 = 1.421413741;
843
+ const a4 = -1.453152027;
844
+ const a5 = 1.061405429;
845
+ const p = 0.3275911;
846
+ const sign = x >= 0 ? 1 : -1;
847
+ const absX = Math.abs(x);
848
+ const t = 1 / (1 + p * absX);
849
+ const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
850
+ return sign * y;
851
+ }
852
+ // Calculate price changes for volatility
853
+ calculatePriceChanges() {
854
+ const changes = [];
855
+ for (let i = 1; i < this.prices.length; i++) {
856
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
857
+ }
858
+ return changes;
859
+ }
860
+ // Generate comprehensive market analysis
861
+ analyze() {
862
+ const currentPrice = this.prices[this.prices.length - 1];
863
+ const startPrice = this.prices[0];
864
+ const sessionHigh = Math.max(...this.highs);
865
+ const sessionLow = Math.min(...this.lows);
866
+ const totalVolume = sum(this.volumes);
867
+ const avgVolume = totalVolume / this.volumes.length;
868
+ const priceChanges = this.calculatePriceChanges();
869
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
870
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
871
+ ) * Math.sqrt(252) * 100 : 0;
872
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
873
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
874
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
875
+ 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;
876
+ 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;
877
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
878
+ const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
879
+ const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
880
+ const impliedVolatility = volatility;
881
+ const realizedVolatility = volatility;
882
+ const sharpeRatio = sessionReturn / volatility;
883
+ const sortinoRatio = sessionReturn / realizedVolatility;
884
+ const calmarRatio = sessionReturn / maxDrawdown;
885
+ const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
886
+ const winRate = this.calculateWinRate(this.prices);
887
+ const profitFactor = this.calculateProfitFactor(this.prices);
888
+ return {
889
+ currentPrice,
890
+ startPrice,
891
+ sessionHigh,
892
+ sessionLow,
893
+ totalVolume,
894
+ avgVolume,
895
+ volatility,
896
+ sessionReturn,
897
+ pricePosition,
898
+ trueVWAP,
899
+ momentum5,
900
+ momentum10,
901
+ maxDrawdown,
902
+ atr,
903
+ impliedVolatility,
904
+ realizedVolatility,
905
+ sharpeRatio,
906
+ sortinoRatio,
907
+ calmarRatio,
908
+ maxConsecutiveLosses,
909
+ winRate,
910
+ profitFactor
911
+ };
912
+ }
913
+ // Generate technical indicators
914
+ getTechnicalIndicators() {
915
+ return {
916
+ sma5: this.calculateSMA(this.prices, 5),
917
+ sma10: this.calculateSMA(this.prices, 10),
918
+ sma20: this.calculateSMA(this.prices, 20),
919
+ sma50: this.calculateSMA(this.prices, 50),
920
+ sma200: this.calculateSMA(this.prices, 200),
921
+ ema8: this.calculateEMA(this.prices, 8),
922
+ ema12: this.calculateEMA(this.prices, 12),
923
+ ema21: this.calculateEMA(this.prices, 21),
924
+ ema26: this.calculateEMA(this.prices, 26),
925
+ wma20: this.calculateWma(this.prices, 20),
926
+ vwma20: this.calculateVwma(this.prices, 20),
927
+ macd: this.calculateMacd(this.prices),
928
+ adx: this.calculateAdx(this.prices, this.highs, this.lows),
929
+ dmi: this.calculateDmi(this.prices, this.highs, this.lows),
930
+ ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
931
+ parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
932
+ rsi: this.calculateRSI(this.prices, 14),
933
+ stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
934
+ cci: this.calculateCci(this.prices, this.highs, this.lows),
935
+ roc: this.calculateRoc(this.prices),
936
+ williamsR: this.calculateWilliamsR(this.prices),
937
+ momentum: this.calculateMomentum(this.prices),
938
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2),
939
+ atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
940
+ keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
941
+ donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
942
+ chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
943
+ obv: this.calculateObv(this.volumes),
944
+ cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
945
+ adl: this.calculateAdl(this.prices),
946
+ volumeROC: this.calculateVolumeROC(this.prices),
947
+ mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
948
+ vwap: this.calculateVwap(this.prices, this.volumes),
949
+ pivotPoints: this.calculatePivotPoints(this.prices),
950
+ fibonacci: this.calculateFibonacciLevels(this.prices),
951
+ gannLevels: this.calculateGannLevels(this.prices),
952
+ elliottWave: this.calculateElliottWave(this.prices),
953
+ harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
954
+ };
955
+ }
956
+ // Generate trading signals
957
+ generateSignals() {
958
+ const analysis = this.analyze();
959
+ let bullishSignals = 0;
960
+ let bearishSignals = 0;
961
+ const signals = [];
962
+ if (analysis.currentPrice > analysis.trueVWAP) {
963
+ signals.push(
964
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
965
+ );
966
+ bullishSignals++;
967
+ } else {
968
+ signals.push(
969
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
970
+ );
971
+ bearishSignals++;
972
+ }
973
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
974
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
975
+ bullishSignals++;
976
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
977
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
978
+ bearishSignals++;
979
+ } else {
980
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
981
+ }
982
+ const currentVolume = this.volumes[this.volumes.length - 1];
983
+ const volumeRatio = currentVolume / analysis.avgVolume;
984
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
985
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
986
+ bullishSignals++;
987
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
988
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
989
+ bearishSignals++;
990
+ } else {
991
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
992
+ }
993
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
994
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
995
+ bearishSignals++;
996
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
997
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
998
+ bullishSignals++;
999
+ } else {
1000
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
1001
+ }
1002
+ return { bullishSignals, bearishSignals, signals };
1003
+ }
1004
+ // Generate comprehensive JSON analysis
1005
+ generateJSONAnalysis(symbol) {
1006
+ const analysis = this.analyze();
1007
+ const indicators = this.getTechnicalIndicators();
1008
+ const signals = this.generateSignals();
1009
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1010
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1011
+ const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1012
+ const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1013
+ const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1014
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1015
+ const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1016
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1017
+ const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1018
+ const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1019
+ const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1020
+ const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1021
+ const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1022
+ const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1023
+ const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1024
+ const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1025
+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1026
+ const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1027
+ const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1028
+ const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1029
+ const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1030
+ const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1031
+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1032
+ const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1033
+ const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1034
+ const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1035
+ const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1036
+ const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1037
+ const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1038
+ const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1039
+ const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1040
+ const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1041
+ const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1042
+ const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1043
+ const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1044
+ const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1045
+ const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1046
+ const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1047
+ const currentVolume = this.volumes[this.volumes.length - 1];
1048
+ const volumeRatio = currentVolume / analysis.avgVolume;
1049
+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1050
+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1051
+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1052
+ const totalScore = signals.bullishSignals - signals.bearishSignals;
1053
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1054
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1055
+ const stopLoss = analysis.sessionLow * 0.995;
1056
+ const profitTarget = analysis.sessionHigh * 0.995;
1057
+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1058
+ const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1059
+ const maxRisk = positionSize * (targetEntry - stopLoss);
1060
+ return {
1061
+ symbol,
1062
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1063
+ marketStructure: {
1064
+ currentPrice: analysis.currentPrice,
1065
+ startPrice: analysis.startPrice,
1066
+ sessionHigh: analysis.sessionHigh,
1067
+ sessionLow: analysis.sessionLow,
1068
+ rangeWidth,
1069
+ totalVolume: analysis.totalVolume,
1070
+ sessionPerformance: analysis.sessionReturn,
1071
+ positionInRange: analysis.pricePosition
1072
+ },
1073
+ volatility: {
1074
+ impliedVolatility: analysis.impliedVolatility,
1075
+ realizedVolatility: analysis.realizedVolatility,
1076
+ atr: analysis.atr,
1077
+ maxDrawdown: analysis.maxDrawdown * 100,
1078
+ currentDrawdown
1079
+ },
1080
+ technicalIndicators: {
1081
+ sma5: currentSMA5,
1082
+ sma10: currentSMA10,
1083
+ sma20: currentSMA20,
1084
+ sma50: currentSMA50,
1085
+ sma200: currentSMA200,
1086
+ ema8: currentEMA8,
1087
+ ema12: currentEMA12,
1088
+ ema21: currentEMA21,
1089
+ ema26: currentEMA26,
1090
+ wma20: currentWMA20,
1091
+ vwma20: currentVWMA20,
1092
+ macd: currentMACD,
1093
+ adx: currentADX,
1094
+ dmi: currentDMI,
1095
+ ichimoku: currentIchimoku,
1096
+ parabolicSAR: currentParabolicSAR,
1097
+ rsi: currentRSI,
1098
+ stochastic: currentStochastic,
1099
+ cci: currentCCI,
1100
+ roc: currentROC,
1101
+ williamsR: currentWilliamsR,
1102
+ momentum: currentMomentum,
1103
+ bollingerBands: currentBB ? {
1104
+ upper: currentBB.upper,
1105
+ middle: currentBB.middle,
1106
+ lower: currentBB.lower,
1107
+ bandwidth: currentBB.bandwidth,
1108
+ percentB: currentBB.percentB
1109
+ } : null,
1110
+ atr: currentAtr,
1111
+ keltnerChannels: currentKeltner ? {
1112
+ upper: currentKeltner.upper,
1113
+ middle: currentKeltner.middle,
1114
+ lower: currentKeltner.lower
1115
+ } : null,
1116
+ donchianChannels: currentDonchian ? {
1117
+ upper: currentDonchian.upper,
1118
+ middle: currentDonchian.middle,
1119
+ lower: currentDonchian.lower
1120
+ } : null,
1121
+ chaikinVolatility: currentChaikinVolatility,
1122
+ obv: currentObv,
1123
+ cmf: currentCmf,
1124
+ adl: currentAdl,
1125
+ volumeROC: currentVolumeROC,
1126
+ mfi: currentMfi,
1127
+ vwap: currentVwap
1128
+ },
1129
+ volumeAnalysis: {
1130
+ currentVolume,
1131
+ averageVolume: Math.round(analysis.avgVolume),
1132
+ volumeRatio,
1133
+ trueVWAP: analysis.trueVWAP,
1134
+ priceVsVWAP,
1135
+ obv: currentObv,
1136
+ cmf: currentCmf,
1137
+ mfi: currentMfi
1138
+ },
1139
+ momentum: {
1140
+ momentum5: analysis.momentum5,
1141
+ momentum10: analysis.momentum10,
1142
+ sessionROC: analysis.sessionReturn,
1143
+ rsi: currentRSI,
1144
+ stochastic: currentStochastic,
1145
+ cci: currentCCI
1146
+ },
1147
+ supportResistance: {
1148
+ pivotPoints: currentPivotPoints,
1149
+ fibonacci: currentFibonacci,
1150
+ gannLevels: currentGannLevels,
1151
+ elliottWave: currentElliottWave,
1152
+ harmonicPatterns: currentHarmonicPatterns
1153
+ },
1154
+ tradingSignals: {
1155
+ ...signals,
1156
+ overallSignal,
1157
+ signalScore: totalScore,
1158
+ confidence: this.calculateConfidence(signals.signals),
1159
+ riskLevel: this.calculateRiskLevel(analysis.volatility)
1160
+ },
1161
+ statisticalModels: {
1162
+ zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1163
+ ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1164
+ analysis.currentPrice,
1165
+ analysis.startPrice,
1166
+ analysis.avgVolume
1167
+ ),
1168
+ kalmanFilter: this.calculateKalmanFilter(
1169
+ analysis.currentPrice,
1170
+ analysis.startPrice,
1171
+ analysis.avgVolume
1172
+ ),
1173
+ arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1174
+ garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1175
+ hilbertTransform: this.calculateHilbertTransform(
1176
+ analysis.currentPrice,
1177
+ analysis.startPrice,
1178
+ analysis.avgVolume
1179
+ ),
1180
+ waveletTransform: this.calculateWaveletTransform(
1181
+ analysis.currentPrice,
1182
+ analysis.startPrice,
1183
+ analysis.avgVolume
1184
+ )
1185
+ },
1186
+ optionsAnalysis: (() => {
1187
+ const blackScholes = this.calculateBlackScholes(
1188
+ analysis.currentPrice,
1189
+ analysis.startPrice,
1190
+ analysis.avgVolume
1191
+ );
1192
+ if (!blackScholes) return null;
1193
+ return {
1194
+ blackScholes,
1195
+ impliedVolatility: analysis.impliedVolatility,
1196
+ delta: blackScholes.delta,
1197
+ gamma: blackScholes.gamma,
1198
+ theta: blackScholes.theta,
1199
+ vega: blackScholes.vega,
1200
+ rho: blackScholes.rho,
1201
+ greeks: {
1202
+ delta: blackScholes.delta,
1203
+ gamma: blackScholes.gamma,
1204
+ theta: blackScholes.theta,
1205
+ vega: blackScholes.vega,
1206
+ rho: blackScholes.rho
1207
+ }
1208
+ };
1209
+ })(),
1210
+ riskManagement: {
1211
+ targetEntry,
1212
+ stopLoss,
1213
+ profitTarget,
1214
+ riskRewardRatio,
1215
+ positionSize,
1216
+ maxRisk
1217
+ },
1218
+ performance: {
1219
+ sharpeRatio: analysis.sharpeRatio,
1220
+ sortinoRatio: analysis.sortinoRatio,
1221
+ calmarRatio: analysis.calmarRatio,
1222
+ maxDrawdown: analysis.maxDrawdown * 100,
1223
+ winRate: analysis.winRate,
1224
+ profitFactor: analysis.profitFactor,
1225
+ totalReturn: analysis.sessionReturn,
1226
+ volatility: analysis.volatility
1227
+ }
1228
+ };
1229
+ }
1230
+ };
1231
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
1232
+ return async (args) => {
1233
+ try {
1234
+ const symbol = args.symbol;
1235
+ const priceHistory = marketDataPrices.get(symbol) || [];
1236
+ if (priceHistory.length === 0) {
1237
+ return {
1238
+ content: [
1239
+ {
1240
+ type: "text",
1241
+ text: `No price data available for ${symbol}. Please request market data first.`,
1242
+ uri: "technicalAnalysis"
1243
+ }
1244
+ ]
1245
+ };
1246
+ }
1247
+ const hasValidData = priceHistory.every(
1248
+ (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1249
+ );
1250
+ if (!hasValidData) {
1251
+ throw new Error("Invalid market data");
1252
+ }
1253
+ const analyzer = new TechnicalAnalyzer(priceHistory);
1254
+ const analysis = analyzer.generateJSONAnalysis(symbol);
1255
+ return {
1256
+ content: [
1257
+ {
1258
+ type: "text",
1259
+ text: `Technical Analysis for ${symbol}:
1260
+
1261
+ ${JSON.stringify(analysis, null, 2)}`,
1262
+ uri: "technicalAnalysis"
1263
+ }
1264
+ ]
1265
+ };
1266
+ } catch (error) {
1267
+ return {
1268
+ content: [
1269
+ {
1270
+ type: "text",
1271
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1272
+ uri: "technicalAnalysis"
1273
+ }
1274
+ ],
1275
+ isError: true
1276
+ };
1277
+ }
1278
+ };
1279
+ };
1280
+
1281
+ // src/tools/marketData.ts
1282
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
1283
+ import QuickChart from "quickchart-js";
1284
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
1285
+ return async (args) => {
1286
+ try {
1287
+ parser.logger.log({
1288
+ level: "info",
1289
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1290
+ });
1291
+ const response = new Promise((resolve) => {
1292
+ pendingRequests.set(args.mdReqID, resolve);
1293
+ parser.logger.log({
1294
+ level: "info",
1295
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
1296
+ });
1297
+ });
1298
+ const entryTypes = args.mdEntryTypes || [
1299
+ MDEntryType.Bid,
1300
+ MDEntryType.Offer,
1301
+ MDEntryType.Trade,
1302
+ MDEntryType.IndexValue,
1303
+ MDEntryType.OpeningPrice,
1304
+ MDEntryType.ClosingPrice,
1305
+ MDEntryType.SettlementPrice,
1306
+ MDEntryType.TradingSessionHighPrice,
1307
+ MDEntryType.TradingSessionLowPrice,
1308
+ MDEntryType.VWAP,
1309
+ MDEntryType.Imbalance,
1310
+ MDEntryType.TradeVolume,
1311
+ MDEntryType.OpenInterest,
1312
+ MDEntryType.CompositeUnderlyingPrice,
1313
+ MDEntryType.SimulatedSellPrice,
1314
+ MDEntryType.SimulatedBuyPrice,
1315
+ MDEntryType.MarginRate,
1316
+ MDEntryType.MidPrice,
1317
+ MDEntryType.EmptyBook,
1318
+ MDEntryType.SettleHighPrice,
1319
+ MDEntryType.SettleLowPrice,
1320
+ MDEntryType.PriorSettlePrice,
1321
+ MDEntryType.SessionHighBid,
1322
+ MDEntryType.SessionLowOffer,
1323
+ MDEntryType.EarlyPrices,
1324
+ MDEntryType.AuctionClearingPrice,
1325
+ MDEntryType.SwapValueFactor,
1326
+ MDEntryType.DailyValueAdjustmentForLongPositions,
1327
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
1328
+ MDEntryType.DailyValueAdjustmentForShortPositions,
1329
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
1330
+ MDEntryType.FixingPrice,
1331
+ MDEntryType.CashRate,
1332
+ MDEntryType.RecoveryRate,
1333
+ MDEntryType.RecoveryRateForLong,
1334
+ MDEntryType.RecoveryRateForShort,
1335
+ MDEntryType.MarketBid,
1336
+ MDEntryType.MarketOffer,
1337
+ MDEntryType.ShortSaleMinPrice,
1338
+ MDEntryType.PreviousClosingPrice,
1339
+ MDEntryType.ThresholdLimitPriceBanding,
1340
+ MDEntryType.DailyFinancingValue,
1341
+ MDEntryType.AccruedFinancingValue,
1342
+ MDEntryType.TWAP
1343
+ ];
1344
+ const messageFields = [
1345
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
1346
+ new Field(Fields.SenderCompID, parser.sender),
1347
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1348
+ new Field(Fields.TargetCompID, parser.target),
1349
+ new Field(Fields.SendingTime, parser.getTimestamp()),
1350
+ new Field(Fields.MDReqID, args.mdReqID),
1351
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1352
+ new Field(Fields.MarketDepth, 0),
1353
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
1354
+ ];
1355
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1356
+ args.symbols.forEach((symbol) => {
1357
+ messageFields.push(new Field(Fields.Symbol, symbol));
1358
+ });
1359
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1360
+ entryTypes.forEach((entryType) => {
1361
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
1362
+ });
1363
+ const mdr = parser.createMessage(...messageFields);
1364
+ if (!parser.connected) {
1365
+ parser.logger.log({
1366
+ level: "error",
1367
+ message: "Not connected. Cannot send market data request."
1368
+ });
1369
+ return {
1370
+ content: [
1371
+ {
1372
+ type: "text",
1373
+ text: "Error: Not connected. Ignoring message.",
1374
+ uri: "marketDataRequest"
1375
+ }
1376
+ ],
1377
+ isError: true
1378
+ };
1379
+ }
1380
+ parser.logger.log({
1381
+ level: "info",
1382
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1383
+ });
1384
+ parser.send(mdr);
1385
+ const fixData = await response;
1386
+ parser.logger.log({
1387
+ level: "info",
1388
+ message: `Received market data response for request ID: ${args.mdReqID}`
1389
+ });
1390
+ return {
1391
+ content: [
1392
+ {
1393
+ type: "text",
1394
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1395
+ uri: "marketDataRequest"
1396
+ }
1397
+ ]
1398
+ };
1399
+ } catch (error) {
1400
+ return {
1401
+ content: [
1402
+ {
1403
+ type: "text",
1404
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1405
+ uri: "marketDataRequest"
1406
+ }
1407
+ ],
1408
+ isError: true
1409
+ };
1410
+ }
1411
+ };
1412
+ };
1413
+ var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1414
+ if (priceHistory.length <= maxPoints) {
1415
+ return priceHistory;
1416
+ }
1417
+ const result = [];
1418
+ const step = priceHistory.length / maxPoints;
1419
+ result.push(priceHistory[0]);
1420
+ for (let i = 1; i < maxPoints - 1; i++) {
1421
+ const startIndex = Math.floor(i * step);
1422
+ const endIndex = Math.floor((i + 1) * step);
1423
+ const segment = priceHistory.slice(startIndex, endIndex);
1424
+ if (segment.length === 0) continue;
1425
+ const aggregatedPoint = {
1426
+ timestamp: segment[0].timestamp,
1427
+ // Use timestamp of first point in segment
1428
+ bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1429
+ offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1430
+ spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1431
+ volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1432
+ trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1433
+ indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1434
+ openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1435
+ closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1436
+ settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1437
+ tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1438
+ tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1439
+ vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1440
+ imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1441
+ openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1442
+ compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1443
+ simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1444
+ simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1445
+ marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1446
+ midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1447
+ emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1448
+ settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1449
+ settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1450
+ priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1451
+ sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1452
+ sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1453
+ earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1454
+ auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1455
+ swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1456
+ dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1457
+ cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1458
+ dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1459
+ cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1460
+ fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1461
+ cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1462
+ recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1463
+ recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1464
+ recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1465
+ marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1466
+ marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1467
+ shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1468
+ previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1469
+ thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1470
+ dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1471
+ accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1472
+ twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1473
+ };
1474
+ result.push(aggregatedPoint);
1475
+ }
1476
+ result.push(priceHistory[priceHistory.length - 1]);
1477
+ return result;
1478
+ };
1479
+ var createGetStockGraphHandler = (marketDataPrices) => {
1480
+ return async (args) => {
1481
+ try {
1482
+ const symbol = args.symbol;
1483
+ const priceHistory = marketDataPrices.get(symbol) || [];
1484
+ if (priceHistory.length === 0) {
1485
+ return {
1486
+ content: [
1487
+ {
1488
+ type: "text",
1489
+ text: `No price data available for ${symbol}`,
1490
+ uri: "getStockGraph"
1491
+ }
1492
+ ]
1493
+ };
1494
+ }
1495
+ const aggregatedData = aggregateMarketData(priceHistory, 500);
1496
+ const chart = new QuickChart();
1497
+ chart.setWidth(1200);
1498
+ chart.setHeight(600);
1499
+ chart.setBackgroundColor("transparent");
1500
+ const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1501
+ const bidData = aggregatedData.map((point) => point.bid);
1502
+ const offerData = aggregatedData.map((point) => point.offer);
1503
+ const spreadData = aggregatedData.map((point) => point.spread);
1504
+ const volumeData = aggregatedData.map((point) => point.volume);
1505
+ const tradeData = aggregatedData.map((point) => point.trade);
1506
+ const vwapData = aggregatedData.map((point) => point.vwap);
1507
+ const twapData = aggregatedData.map((point) => point.twap);
1508
+ const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1509
+ const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1510
+ const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1511
+ const config = {
1512
+ type: "line",
1513
+ data: {
1514
+ labels,
1515
+ datasets: [
1516
+ {
1517
+ label: "Bid",
1518
+ data: bidData,
1519
+ borderColor: "#28a745",
1520
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
1521
+ fill: false,
1522
+ tension: 0.4
1523
+ },
1524
+ {
1525
+ label: "Offer",
1526
+ data: offerData,
1527
+ borderColor: "#dc3545",
1528
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
1529
+ fill: false,
1530
+ tension: 0.4
1531
+ },
1532
+ {
1533
+ label: "Spread",
1534
+ data: spreadData,
1535
+ borderColor: "#6c757d",
1536
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
1537
+ fill: false,
1538
+ tension: 0.4
1539
+ },
1540
+ {
1541
+ label: "Trade",
1542
+ data: tradeData,
1543
+ borderColor: "#ffc107",
1544
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
1545
+ fill: false,
1546
+ tension: 0.4
1547
+ },
1548
+ {
1549
+ label: "VWAP",
1550
+ data: vwapData,
1551
+ borderColor: "#17a2b8",
1552
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
1553
+ fill: false,
1554
+ tension: 0.4
1555
+ },
1556
+ {
1557
+ label: "TWAP",
1558
+ data: twapData,
1559
+ borderColor: "#6610f2",
1560
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
1561
+ fill: false,
1562
+ tension: 0.4
1563
+ },
1564
+ {
1565
+ label: "Volume (Normalized)",
1566
+ data: normalizedVolumeData,
1567
+ borderColor: "#007bff",
1568
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
1569
+ fill: true,
1570
+ tension: 0.4
1571
+ }
1572
+ ]
1573
+ },
1574
+ options: {
1575
+ responsive: true,
1576
+ plugins: {
1577
+ title: {
1578
+ display: true,
1579
+ text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1580
+ }
1581
+ },
1582
+ scales: {
1583
+ y: {
1584
+ beginAtZero: false,
1585
+ title: {
1586
+ display: true,
1587
+ text: "Price / Normalized Volume"
1588
+ }
1589
+ }
1590
+ }
1591
+ }
1592
+ };
1593
+ chart.setConfig(config);
1594
+ const imageBuffer = await chart.toBinary();
1595
+ const base64 = imageBuffer.toString("base64");
1596
+ return {
1597
+ content: [
1598
+ {
1599
+ type: "resource",
1600
+ resource: {
1601
+ uri: "resource://graph",
1602
+ mimeType: "image/png",
1603
+ blob: base64
1604
+ }
1605
+ }
1606
+ ]
1607
+ };
1608
+ } catch (error) {
1609
+ return {
1610
+ content: [
1611
+ {
1612
+ type: "text",
1613
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1614
+ uri: "getStockGraph"
1615
+ }
1616
+ ],
1617
+ isError: true
1618
+ };
1619
+ }
1620
+ };
1621
+ };
1622
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1623
+ return async (args) => {
1624
+ try {
1625
+ const symbol = args.symbol;
1626
+ const priceHistory = marketDataPrices.get(symbol) || [];
1627
+ if (priceHistory.length === 0) {
1628
+ return {
1629
+ content: [
1630
+ {
1631
+ type: "text",
1632
+ text: `No price data available for ${symbol}`,
1633
+ uri: "getStockPriceHistory"
1634
+ }
1635
+ ]
1636
+ };
1637
+ }
1638
+ const aggregatedData = aggregateMarketData(priceHistory, 500);
1639
+ return {
1640
+ content: [
1641
+ {
1642
+ type: "text",
1643
+ text: JSON.stringify(
1644
+ {
1645
+ symbol,
1646
+ count: aggregatedData.length,
1647
+ originalCount: priceHistory.length,
1648
+ data: aggregatedData.map((point) => ({
1649
+ timestamp: new Date(point.timestamp).toISOString(),
1650
+ bid: point.bid,
1651
+ offer: point.offer,
1652
+ spread: point.spread,
1653
+ volume: point.volume,
1654
+ trade: point.trade,
1655
+ indexValue: point.indexValue,
1656
+ openingPrice: point.openingPrice,
1657
+ closingPrice: point.closingPrice,
1658
+ settlementPrice: point.settlementPrice,
1659
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
1660
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
1661
+ vwap: point.vwap,
1662
+ imbalance: point.imbalance,
1663
+ openInterest: point.openInterest,
1664
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1665
+ simulatedSellPrice: point.simulatedSellPrice,
1666
+ simulatedBuyPrice: point.simulatedBuyPrice,
1667
+ marginRate: point.marginRate,
1668
+ midPrice: point.midPrice,
1669
+ emptyBook: point.emptyBook,
1670
+ settleHighPrice: point.settleHighPrice,
1671
+ settleLowPrice: point.settleLowPrice,
1672
+ priorSettlePrice: point.priorSettlePrice,
1673
+ sessionHighBid: point.sessionHighBid,
1674
+ sessionLowOffer: point.sessionLowOffer,
1675
+ earlyPrices: point.earlyPrices,
1676
+ auctionClearingPrice: point.auctionClearingPrice,
1677
+ swapValueFactor: point.swapValueFactor,
1678
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1679
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1680
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1681
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1682
+ fixingPrice: point.fixingPrice,
1683
+ cashRate: point.cashRate,
1684
+ recoveryRate: point.recoveryRate,
1685
+ recoveryRateForLong: point.recoveryRateForLong,
1686
+ recoveryRateForShort: point.recoveryRateForShort,
1687
+ marketBid: point.marketBid,
1688
+ marketOffer: point.marketOffer,
1689
+ shortSaleMinPrice: point.shortSaleMinPrice,
1690
+ previousClosingPrice: point.previousClosingPrice,
1691
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1692
+ dailyFinancingValue: point.dailyFinancingValue,
1693
+ accruedFinancingValue: point.accruedFinancingValue,
1694
+ twap: point.twap
1695
+ }))
1696
+ },
1697
+ null,
1698
+ 2
1699
+ ),
1700
+ uri: "getStockPriceHistory"
1701
+ }
1702
+ ]
1703
+ };
1704
+ } catch (error) {
1705
+ return {
1706
+ content: [
1707
+ {
1708
+ type: "text",
1709
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1710
+ uri: "getStockPriceHistory"
1711
+ }
1712
+ ],
1713
+ isError: true
1714
+ };
1715
+ }
1716
+ };
1717
+ };
1718
+
1719
+ // src/tools/order.ts
1720
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1721
+ var ordTypeNames = {
1722
+ "1": "Market",
1723
+ "2": "Limit",
1724
+ "3": "Stop",
1725
+ "4": "StopLimit",
1726
+ "5": "MarketOnClose",
1727
+ "6": "WithOrWithout",
1728
+ "7": "LimitOrBetter",
1729
+ "8": "LimitWithOrWithout",
1730
+ "9": "OnBasis",
1731
+ A: "OnClose",
1732
+ B: "LimitOnClose",
1733
+ C: "ForexMarket",
1734
+ D: "PreviouslyQuoted",
1735
+ E: "PreviouslyIndicated",
1736
+ F: "ForexLimit",
1737
+ G: "ForexSwap",
1738
+ H: "ForexPreviouslyQuoted",
1739
+ I: "Funari",
1740
+ J: "MarketIfTouched",
1741
+ K: "MarketWithLeftOverAsLimit",
1742
+ L: "PreviousFundValuationPoint",
1743
+ M: "NextFundValuationPoint",
1744
+ P: "Pegged",
1745
+ Q: "CounterOrderSelection",
1746
+ R: "StopOnBidOrOffer",
1747
+ S: "StopLimitOnBidOrOffer"
1748
+ };
1749
+ var sideNames = {
1750
+ "1": "Buy",
1751
+ "2": "Sell",
1752
+ "3": "BuyMinus",
1753
+ "4": "SellPlus",
1754
+ "5": "SellShort",
1755
+ "6": "SellShortExempt",
1756
+ "7": "Undisclosed",
1757
+ "8": "Cross",
1758
+ "9": "CrossShort",
1759
+ A: "CrossShortExempt",
1760
+ B: "AsDefined",
1761
+ C: "Opposite",
1762
+ D: "Subscribe",
1763
+ E: "Redeem",
1764
+ F: "Lend",
1765
+ G: "Borrow",
1766
+ H: "SellUndisclosed"
1767
+ };
1768
+ var timeInForceNames = {
1769
+ "0": "Day",
1770
+ "1": "GoodTillCancel",
1771
+ "2": "AtTheOpening",
1772
+ "3": "ImmediateOrCancel",
1773
+ "4": "FillOrKill",
1774
+ "5": "GoodTillCrossing",
1775
+ "6": "GoodTillDate",
1776
+ "7": "AtTheClose",
1777
+ "8": "GoodThroughCrossing",
1778
+ "9": "AtCrossing",
1779
+ A: "GoodForTime",
1780
+ B: "GoodForAuction",
1781
+ C: "GoodForMonth"
1782
+ };
1783
+ var handlInstNames = {
1784
+ "1": "AutomatedExecutionNoIntervention",
1785
+ "2": "AutomatedExecutionInterventionOK",
1786
+ "3": "ManualOrder"
1787
+ };
1788
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1789
+ return async (args) => {
1790
+ try {
1791
+ verifiedOrders.set(args.clOrdID, {
1792
+ clOrdID: args.clOrdID,
1793
+ handlInst: args.handlInst,
1794
+ quantity: Number.parseFloat(String(args.quantity)),
1795
+ price: Number.parseFloat(String(args.price)),
1796
+ ordType: args.ordType,
1797
+ side: args.side,
1798
+ symbol: args.symbol,
1799
+ timeInForce: args.timeInForce
1800
+ });
1801
+ return {
1802
+ content: [
1803
+ {
1804
+ type: "text",
1805
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1806
+
1807
+ Parameters verified:
1808
+ - ClOrdID: ${args.clOrdID}
1809
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1810
+ - Quantity: ${args.quantity}
1811
+ - Price: ${args.price}
1812
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1813
+ - Side: ${args.side} (${sideNames[args.side]})
1814
+ - Symbol: ${args.symbol}
1815
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1816
+
1817
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1818
+ uri: "verifyOrder"
1819
+ }
1820
+ ]
1821
+ };
1822
+ } catch (error) {
1823
+ return {
1824
+ content: [
1825
+ {
1826
+ type: "text",
1827
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1828
+ uri: "verifyOrder"
1829
+ }
1830
+ ],
1831
+ isError: true
1832
+ };
1833
+ }
1834
+ };
1835
+ };
1836
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1837
+ return async (args) => {
1838
+ try {
1839
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1840
+ if (!verifiedOrder) {
1841
+ return {
1842
+ content: [
1843
+ {
1844
+ type: "text",
1845
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1846
+ uri: "executeOrder"
1847
+ }
1848
+ ],
1849
+ isError: true
1850
+ };
1851
+ }
1852
+ 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) {
1853
+ return {
1854
+ content: [
1855
+ {
1856
+ type: "text",
1857
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1858
+ uri: "executeOrder"
1859
+ }
1860
+ ],
1861
+ isError: true
1862
+ };
1863
+ }
1864
+ const response = new Promise((resolve) => {
1865
+ pendingRequests.set(args.clOrdID, resolve);
1866
+ });
1867
+ const order = parser.createMessage(
1868
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1869
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1870
+ new Field2(Fields2.SenderCompID, parser.sender),
1871
+ new Field2(Fields2.TargetCompID, parser.target),
1872
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
1873
+ new Field2(Fields2.ClOrdID, args.clOrdID),
1874
+ new Field2(Fields2.Side, args.side),
1875
+ new Field2(Fields2.Symbol, args.symbol),
1876
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1877
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1878
+ new Field2(Fields2.OrdType, args.ordType),
1879
+ new Field2(Fields2.HandlInst, args.handlInst),
1880
+ new Field2(Fields2.TimeInForce, args.timeInForce),
1881
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
1882
+ );
1883
+ if (!parser.connected) {
1884
+ return {
1885
+ content: [
1886
+ {
1887
+ type: "text",
1888
+ text: "Error: Not connected. Ignoring message.",
1889
+ uri: "executeOrder"
1890
+ }
1891
+ ],
1892
+ isError: true
1893
+ };
1894
+ }
1895
+ parser.send(order);
1896
+ const fixData = await response;
1897
+ verifiedOrders.delete(args.clOrdID);
1898
+ return {
1899
+ content: [
1900
+ {
1901
+ type: "text",
1902
+ 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())}`,
1903
+ uri: "executeOrder"
1904
+ }
1905
+ ]
1906
+ };
1907
+ } catch (error) {
1908
+ return {
1909
+ content: [
1910
+ {
1911
+ type: "text",
1912
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1913
+ uri: "executeOrder"
1914
+ }
1915
+ ],
1916
+ isError: true
1917
+ };
1918
+ }
1919
+ };
1920
+ };
1921
+
1922
+ // src/tools/parse.ts
1923
+ var createParseHandler = (parser) => {
1924
+ return async (args) => {
1925
+ try {
1926
+ const parsedMessage = parser.parse(args.fixString);
1927
+ if (!parsedMessage || parsedMessage.length === 0) {
1928
+ return {
1929
+ content: [
1930
+ {
1931
+ type: "text",
1932
+ text: "Error: Failed to parse FIX string",
1933
+ uri: "parse"
1934
+ }
1935
+ ],
1936
+ isError: true
1937
+ };
1938
+ }
1939
+ return {
1940
+ content: [
1941
+ {
1942
+ type: "text",
1943
+ text: `${parsedMessage[0].description}
1944
+ ${parsedMessage[0].messageTypeDescription}`,
1945
+ uri: "parse"
1946
+ }
1947
+ ]
1948
+ };
1949
+ } catch (error) {
1950
+ return {
1951
+ content: [
1952
+ {
1953
+ type: "text",
1954
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1955
+ uri: "parse"
1956
+ }
1957
+ ],
1958
+ isError: true
1959
+ };
1960
+ }
1961
+ };
1962
+ };
1963
+
1964
+ // src/tools/parseToJSON.ts
1965
+ var createParseToJSONHandler = (parser) => {
1966
+ return async (args) => {
1967
+ try {
1968
+ const parsedMessage = parser.parse(args.fixString);
1969
+ if (!parsedMessage || parsedMessage.length === 0) {
1970
+ return {
1971
+ content: [
1972
+ {
1973
+ type: "text",
1974
+ text: "Error: Failed to parse FIX string",
1975
+ uri: "parseToJSON"
1976
+ }
1977
+ ],
1978
+ isError: true
1979
+ };
1980
+ }
1981
+ return {
1982
+ content: [
1983
+ {
1984
+ type: "text",
1985
+ text: `${parsedMessage[0].toFIXJSON()}`,
1986
+ uri: "parseToJSON"
1987
+ }
1988
+ ]
1989
+ };
1990
+ } catch (error) {
1991
+ return {
1992
+ content: [
1993
+ {
1994
+ type: "text",
1995
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1996
+ uri: "parseToJSON"
1997
+ }
1998
+ ],
1999
+ isError: true
2000
+ };
2001
+ }
2002
+ };
2003
+ };
2004
+
2005
+ // src/tools/index.ts
2006
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2007
+ parse: createParseHandler(parser),
2008
+ parseToJSON: createParseToJSONHandler(parser),
2009
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2010
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2011
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2012
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
2013
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2014
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2015
+ });
2016
+
2017
+ // src/utils/messageHandler.ts
2018
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
2019
+ function getEnumValue(enumObj, name) {
2020
+ return enumObj[name] || name;
2021
+ }
2022
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2023
+ const msgType = message.messageType;
2024
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
2025
+ const symbol = message.getField(Fields3.Symbol)?.value;
2026
+ const fixJson = message.toFIXJSON();
2027
+ const entries = fixJson.Body?.NoMDEntries || [];
2028
+ const data = {
2029
+ timestamp: Date.now(),
2030
+ bid: 0,
2031
+ offer: 0,
2032
+ spread: 0,
2033
+ volume: 0,
2034
+ trade: 0,
2035
+ indexValue: 0,
2036
+ openingPrice: 0,
2037
+ closingPrice: 0,
2038
+ settlementPrice: 0,
2039
+ tradingSessionHighPrice: 0,
2040
+ tradingSessionLowPrice: 0,
2041
+ vwap: 0,
2042
+ imbalance: 0,
2043
+ openInterest: 0,
2044
+ compositeUnderlyingPrice: 0,
2045
+ simulatedSellPrice: 0,
2046
+ simulatedBuyPrice: 0,
2047
+ marginRate: 0,
2048
+ midPrice: 0,
2049
+ emptyBook: 0,
2050
+ settleHighPrice: 0,
2051
+ settleLowPrice: 0,
2052
+ priorSettlePrice: 0,
2053
+ sessionHighBid: 0,
2054
+ sessionLowOffer: 0,
2055
+ earlyPrices: 0,
2056
+ auctionClearingPrice: 0,
2057
+ swapValueFactor: 0,
2058
+ dailyValueAdjustmentForLongPositions: 0,
2059
+ cumulativeValueAdjustmentForLongPositions: 0,
2060
+ dailyValueAdjustmentForShortPositions: 0,
2061
+ cumulativeValueAdjustmentForShortPositions: 0,
2062
+ fixingPrice: 0,
2063
+ cashRate: 0,
2064
+ recoveryRate: 0,
2065
+ recoveryRateForLong: 0,
2066
+ recoveryRateForShort: 0,
2067
+ marketBid: 0,
2068
+ marketOffer: 0,
2069
+ shortSaleMinPrice: 0,
2070
+ previousClosingPrice: 0,
2071
+ thresholdLimitPriceBanding: 0,
2072
+ dailyFinancingValue: 0,
2073
+ accruedFinancingValue: 0,
2074
+ twap: 0
2075
+ };
2076
+ for (const entry of entries) {
2077
+ const entryType = entry.MDEntryType;
2078
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2079
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2080
+ const enumValue = getEnumValue(MDEntryType2, entryType);
2081
+ switch (enumValue) {
2082
+ case MDEntryType2.Bid:
2083
+ data.bid = price;
2084
+ break;
2085
+ case MDEntryType2.Offer:
2086
+ data.offer = price;
2087
+ break;
2088
+ case MDEntryType2.Trade:
2089
+ data.trade = price;
2090
+ break;
2091
+ case MDEntryType2.IndexValue:
2092
+ data.indexValue = price;
2093
+ break;
2094
+ case MDEntryType2.OpeningPrice:
2095
+ data.openingPrice = price;
2096
+ break;
2097
+ case MDEntryType2.ClosingPrice:
2098
+ data.closingPrice = price;
2099
+ break;
2100
+ case MDEntryType2.SettlementPrice:
2101
+ data.settlementPrice = price;
2102
+ break;
2103
+ case MDEntryType2.TradingSessionHighPrice:
2104
+ data.tradingSessionHighPrice = price;
2105
+ break;
2106
+ case MDEntryType2.TradingSessionLowPrice:
2107
+ data.tradingSessionLowPrice = price;
2108
+ break;
2109
+ case MDEntryType2.VWAP:
2110
+ data.vwap = price;
2111
+ break;
2112
+ case MDEntryType2.Imbalance:
2113
+ data.imbalance = size;
2114
+ break;
2115
+ case MDEntryType2.TradeVolume:
2116
+ data.volume = size;
2117
+ break;
2118
+ case MDEntryType2.OpenInterest:
2119
+ data.openInterest = size;
2120
+ break;
2121
+ case MDEntryType2.CompositeUnderlyingPrice:
2122
+ data.compositeUnderlyingPrice = price;
2123
+ break;
2124
+ case MDEntryType2.SimulatedSellPrice:
2125
+ data.simulatedSellPrice = price;
2126
+ break;
2127
+ case MDEntryType2.SimulatedBuyPrice:
2128
+ data.simulatedBuyPrice = price;
2129
+ break;
2130
+ case MDEntryType2.MarginRate:
2131
+ data.marginRate = price;
2132
+ break;
2133
+ case MDEntryType2.MidPrice:
2134
+ data.midPrice = price;
2135
+ break;
2136
+ case MDEntryType2.EmptyBook:
2137
+ data.emptyBook = 1;
2138
+ break;
2139
+ case MDEntryType2.SettleHighPrice:
2140
+ data.settleHighPrice = price;
2141
+ break;
2142
+ case MDEntryType2.SettleLowPrice:
2143
+ data.settleLowPrice = price;
2144
+ break;
2145
+ case MDEntryType2.PriorSettlePrice:
2146
+ data.priorSettlePrice = price;
2147
+ break;
2148
+ case MDEntryType2.SessionHighBid:
2149
+ data.sessionHighBid = price;
2150
+ break;
2151
+ case MDEntryType2.SessionLowOffer:
2152
+ data.sessionLowOffer = price;
2153
+ break;
2154
+ case MDEntryType2.EarlyPrices:
2155
+ data.earlyPrices = price;
2156
+ break;
2157
+ case MDEntryType2.AuctionClearingPrice:
2158
+ data.auctionClearingPrice = price;
2159
+ break;
2160
+ case MDEntryType2.SwapValueFactor:
2161
+ data.swapValueFactor = price;
2162
+ break;
2163
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
2164
+ data.dailyValueAdjustmentForLongPositions = price;
2165
+ break;
2166
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2167
+ data.cumulativeValueAdjustmentForLongPositions = price;
2168
+ break;
2169
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
2170
+ data.dailyValueAdjustmentForShortPositions = price;
2171
+ break;
2172
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2173
+ data.cumulativeValueAdjustmentForShortPositions = price;
2174
+ break;
2175
+ case MDEntryType2.FixingPrice:
2176
+ data.fixingPrice = price;
2177
+ break;
2178
+ case MDEntryType2.CashRate:
2179
+ data.cashRate = price;
2180
+ break;
2181
+ case MDEntryType2.RecoveryRate:
2182
+ data.recoveryRate = price;
2183
+ break;
2184
+ case MDEntryType2.RecoveryRateForLong:
2185
+ data.recoveryRateForLong = price;
2186
+ break;
2187
+ case MDEntryType2.RecoveryRateForShort:
2188
+ data.recoveryRateForShort = price;
2189
+ break;
2190
+ case MDEntryType2.MarketBid:
2191
+ data.marketBid = price;
2192
+ break;
2193
+ case MDEntryType2.MarketOffer:
2194
+ data.marketOffer = price;
2195
+ break;
2196
+ case MDEntryType2.ShortSaleMinPrice:
2197
+ data.shortSaleMinPrice = price;
2198
+ break;
2199
+ case MDEntryType2.PreviousClosingPrice:
2200
+ data.previousClosingPrice = price;
2201
+ break;
2202
+ case MDEntryType2.ThresholdLimitPriceBanding:
2203
+ data.thresholdLimitPriceBanding = price;
2204
+ break;
2205
+ case MDEntryType2.DailyFinancingValue:
2206
+ data.dailyFinancingValue = price;
2207
+ break;
2208
+ case MDEntryType2.AccruedFinancingValue:
2209
+ data.accruedFinancingValue = price;
2210
+ break;
2211
+ case MDEntryType2.TWAP:
2212
+ data.twap = price;
2213
+ break;
2214
+ }
2215
+ }
2216
+ data.spread = data.offer - data.bid;
2217
+ if (!marketDataPrices.has(symbol)) {
2218
+ marketDataPrices.set(symbol, []);
2219
+ }
2220
+ const prices = marketDataPrices.get(symbol);
2221
+ prices.push(data);
2222
+ if (prices.length > maxPriceHistory) {
2223
+ prices.splice(0, prices.length - maxPriceHistory);
2224
+ }
2225
+ onPriceUpdate?.(symbol, data);
2226
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
2227
+ if (mdReqID) {
2228
+ const callback = pendingRequests.get(mdReqID);
2229
+ if (callback) {
2230
+ callback(message);
2231
+ pendingRequests.delete(mdReqID);
2232
+ }
2233
+ }
2234
+ } else if (msgType === Messages3.ExecutionReport) {
2235
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
2236
+ const callback = pendingRequests.get(reqId);
2237
+ if (callback) {
2238
+ callback(message);
2239
+ pendingRequests.delete(reqId);
2240
+ }
2241
+ }
2242
+ }
2243
+
2244
+ // src/MCPRemote.ts
2245
+ var transports = {};
2246
+ function jsonSchemaToZod(schema) {
2247
+ if (schema.type === "object") {
2248
+ const shape = {};
2249
+ for (const [key, prop] of Object.entries(schema.properties || {})) {
2250
+ const propSchema = prop;
2251
+ if (propSchema.type === "string") {
2252
+ if (propSchema.enum) {
2253
+ shape[key] = z.enum(propSchema.enum);
2254
+ } else {
2255
+ shape[key] = z.string();
2256
+ }
2257
+ } else if (propSchema.type === "number") {
2258
+ shape[key] = z.number();
2259
+ } else if (propSchema.type === "boolean") {
2260
+ shape[key] = z.boolean();
2261
+ } else if (propSchema.type === "array") {
2262
+ if (propSchema.items.type === "string") {
2263
+ shape[key] = z.array(z.string());
2264
+ } else if (propSchema.items.type === "number") {
2265
+ shape[key] = z.array(z.number());
2266
+ } else if (propSchema.items.type === "boolean") {
2267
+ shape[key] = z.array(z.boolean());
2268
+ } else {
2269
+ shape[key] = z.array(z.any());
2270
+ }
2271
+ } else {
2272
+ shape[key] = z.any();
2273
+ }
2274
+ }
2275
+ return shape;
2276
+ }
2277
+ return {};
2278
+ }
2279
+ var MCPRemote = class extends MCPBase {
2280
+ /**
2281
+ * Port number the server will listen on.
2282
+ * @private
2283
+ */
2284
+ port;
2285
+ /**
2286
+ * Node.js HTTP server instance created internally.
2287
+ * @private
2288
+ */
2289
+ httpServer;
2290
+ /**
2291
+ * MCP server instance handling MCP protocol logic.
2292
+ * @private
2293
+ */
2294
+ mcpServer;
2295
+ /**
2296
+ * Optional name of the plugin/server instance.
2297
+ * @private
2298
+ */
2299
+ serverName;
2300
+ /**
2301
+ * Optional version string of the plugin/server.
2302
+ * @private
2303
+ */
2304
+ serverVersion;
2305
+ /**
2306
+ * Map to store verified orders before execution
2307
+ * @private
2308
+ */
2309
+ verifiedOrders = /* @__PURE__ */ new Map();
2310
+ /**
2311
+ * Map to store pending requests and their callbacks
2312
+ * @private
2313
+ */
2314
+ pendingRequests = /* @__PURE__ */ new Map();
2315
+ /**
2316
+ * Map to store market data prices for each symbol
2317
+ * @private
2318
+ */
2319
+ marketDataPrices = /* @__PURE__ */ new Map();
2320
+ /**
2321
+ * Maximum number of price history entries to keep per symbol
2322
+ * @private
2323
+ */
2324
+ MAX_PRICE_HISTORY = 1e5;
2325
+ constructor({ port, logger, onReady }) {
2326
+ super({ logger, onReady });
2327
+ this.port = port;
2328
+ }
2329
+ async register(parser) {
2330
+ this.parser = parser;
2331
+ this.logger = parser.logger;
2332
+ this.logger?.log({
2333
+ level: "info",
2334
+ message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
2335
+ });
2336
+ this.parser.addOnMessageCallback((message) => {
2337
+ if (this.parser) {
2338
+ handleMessage(
2339
+ message,
2340
+ this.parser,
2341
+ this.pendingRequests,
2342
+ this.marketDataPrices,
2343
+ this.MAX_PRICE_HISTORY
2344
+ );
2345
+ }
2346
+ });
2347
+ this.httpServer = createServer(async (req, res) => {
2348
+ if (!req.url || !req.method) {
2349
+ res.writeHead(400);
2350
+ res.end("Bad Request");
2351
+ return;
2352
+ }
2353
+ if (req.url === "/mcp") {
2354
+ const sessionId = req.headers["mcp-session-id"];
2355
+ if (req.method === "POST") {
2356
+ const bodyChunks = [];
2357
+ req.on("data", (chunk) => {
2358
+ bodyChunks.push(chunk);
2359
+ });
2360
+ req.on("end", async () => {
2361
+ let parsed;
2362
+ const body = Buffer.concat(bodyChunks).toString();
2363
+ try {
2364
+ parsed = JSON.parse(body);
2365
+ } catch (err) {
2366
+ res.writeHead(400);
2367
+ res.end(JSON.stringify({ error: "Invalid JSON" }));
2368
+ return;
2369
+ }
2370
+ let transport;
2371
+ if (sessionId && transports[sessionId]) {
2372
+ transport = transports[sessionId];
2373
+ } else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
2374
+ transport = new StreamableHTTPServerTransport({
2375
+ sessionIdGenerator: () => randomUUID(),
2376
+ onsessioninitialized: (sessionId2) => {
2377
+ transports[sessionId2] = transport;
2378
+ }
2379
+ });
2380
+ transport.onclose = () => {
2381
+ if (transport.sessionId) {
2382
+ delete transports[transport.sessionId];
2383
+ }
2384
+ };
2385
+ this.mcpServer = new McpServer({
2386
+ name: this.serverName || "FIXParser",
2387
+ version: this.serverVersion || "1.0.0"
2388
+ });
2389
+ this.setupTools();
2390
+ await this.mcpServer.connect(transport);
2391
+ } else {
2392
+ res.writeHead(400, { "Content-Type": "application/json" });
2393
+ res.end(
2394
+ JSON.stringify({
2395
+ jsonrpc: "2.0",
2396
+ error: {
2397
+ code: -32e3,
2398
+ message: "Bad Request: No valid session ID provided"
2399
+ },
2400
+ id: null
2401
+ })
2402
+ );
2403
+ return;
2404
+ }
2405
+ try {
2406
+ await transport.handleRequest(req, res, parsed);
2407
+ } catch (error) {
2408
+ this.logger?.log({
2409
+ level: "error",
2410
+ message: `Error handling request: ${error}`
2411
+ });
2412
+ throw error;
2413
+ }
2414
+ });
2415
+ } else if (req.method === "GET" || req.method === "DELETE") {
2416
+ if (!sessionId || !transports[sessionId]) {
2417
+ res.writeHead(400);
2418
+ res.end("Invalid or missing session ID");
2419
+ return;
2420
+ }
2421
+ const transport = transports[sessionId];
2422
+ try {
2423
+ await transport.handleRequest(req, res);
2424
+ } catch (error) {
2425
+ this.logger?.log({
2426
+ level: "error",
2427
+ message: `Error handling ${req.method} request: ${error}`
2428
+ });
2429
+ throw error;
2430
+ }
2431
+ } else {
2432
+ this.logger?.log({
2433
+ level: "error",
2434
+ message: `Method not allowed: ${req.method}`
2435
+ });
2436
+ res.writeHead(405);
2437
+ res.end("Method Not Allowed");
2438
+ }
2439
+ } else {
2440
+ res.writeHead(404);
2441
+ res.end("Not Found");
2442
+ }
2443
+ });
2444
+ this.httpServer.listen(this.port, () => {
2445
+ this.logger?.log({
2446
+ level: "info",
2447
+ message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
2448
+ });
2449
+ });
2450
+ if (this.onReady) {
2451
+ this.onReady();
2452
+ }
2453
+ }
2454
+ setupTools() {
2455
+ if (!this.parser) {
2456
+ this.logger?.log({
2457
+ level: "error",
2458
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
2459
+ });
2460
+ return;
2461
+ }
2462
+ if (!this.mcpServer) {
2463
+ this.logger?.log({
2464
+ level: "error",
2465
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
2466
+ });
2467
+ return;
2468
+ }
2469
+ const toolHandlers = createToolHandlers(
2470
+ this.parser,
2471
+ this.verifiedOrders,
2472
+ this.pendingRequests,
2473
+ this.marketDataPrices
2474
+ );
2475
+ Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
2476
+ this.mcpServer?.registerTool(
2477
+ name,
2478
+ {
2479
+ description,
2480
+ inputSchema: jsonSchemaToZod(schema)
2481
+ },
2482
+ async (args) => {
2483
+ const handler = toolHandlers[name];
2484
+ if (!handler) {
2485
+ return {
2486
+ content: [
2487
+ {
2488
+ type: "text",
2489
+ text: `Tool not found: ${name}`
2490
+ }
2491
+ ],
2492
+ isError: true
2493
+ };
2494
+ }
2495
+ const result = await handler(args);
2496
+ return {
2497
+ content: result.content,
2498
+ isError: result.isError
2499
+ };
2500
+ }
2501
+ );
2502
+ });
2503
+ }
2504
+ };
2505
+ export {
2506
+ MCPRemote
2507
+ };
2508
+ //# sourceMappingURL=MCPRemote.mjs.map