fixparser-plugin-mcp 9.1.7-def37df3 → 9.1.7-e11287f5

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,9 +1,7 @@
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  "use strict";
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- var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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- var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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- var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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- // If the importer is in node compatibility mode or this is not an ESM
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- // file that has been converted to a CommonJS file using a Babel-
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- // compatible transform (i.e. "__esModule" has not been set), then set
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- // "default" to the CommonJS "module.exports" for node compatibility.
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- isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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- mod
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- ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPLocal.ts
@@ -35,52 +25,8 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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+ var import_fixparser = require("fixparser");
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  var import_zod = require("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",
@@ -163,7 +109,7 @@ var toolSchemas = {
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  }
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  },
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  executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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  schema: {
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  type: "object",
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  properties: {
@@ -280,12 +226,12 @@ var toolSchemas = {
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  "X",
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  "Y",
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  "Z"
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- ]
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- },
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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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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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  }
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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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  }
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  },
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  getStockGraph: {
@@ -307,1993 +253,10 @@ var toolSchemas = {
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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
327
- 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)
417
- calculateAtr(prices, highs, lows, volumes) {
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- if (prices.length < 2) return [];
419
- 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);
426
- const tr3 = Math.abs(low - prevClose);
427
- trueRanges.push(Math.max(tr1, tr2, tr3));
428
- }
429
- const atr = [];
430
- if (trueRanges.length >= 14) {
431
- let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
432
- atr.push(sum2 / 14);
433
- for (let i = 14; i < trueRanges.length; i++) {
434
- sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
435
- atr.push(sum2 / 14);
436
- }
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- }
438
- return atr;
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- }
440
- // Calculate maximum consecutive losses
441
- calculateMaxConsecutiveLosses(prices) {
442
- let maxConsecutive = 0;
443
- let currentConsecutive = 0;
444
- for (let i = 1; i < prices.length; i++) {
445
- if (prices[i] < prices[i - 1]) {
446
- currentConsecutive++;
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- maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
448
- } else {
449
- currentConsecutive = 0;
450
- }
451
- }
452
- return maxConsecutive;
453
- }
454
- // Calculate win rate
455
- calculateWinRate(prices) {
456
- let wins = 0;
457
- let total = 0;
458
- for (let i = 1; i < prices.length; i++) {
459
- if (prices[i] !== prices[i - 1]) {
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- total++;
461
- if (prices[i] > prices[i - 1]) {
462
- wins++;
463
- }
464
- }
465
- }
466
- return total > 0 ? wins / total : 0;
467
- }
468
- // Calculate profit factor
469
- calculateProfitFactor(prices) {
470
- let grossProfit = 0;
471
- let grossLoss = 0;
472
- for (let i = 1; i < prices.length; i++) {
473
- const change = prices[i] - prices[i - 1];
474
- if (change > 0) {
475
- grossProfit += change;
476
- } else {
477
- grossLoss += Math.abs(change);
478
- }
479
- }
480
- return grossLoss > 0 ? grossProfit / grossLoss : 0;
481
- }
482
- // Calculate Weighted Moving Average
483
- calculateWma(data, period) {
484
- const wma = [];
485
- const weights = Array.from({ length: period }, (_, i) => i + 1);
486
- const weightSum = weights.reduce((a, b) => a + b, 0);
487
- for (let i = period - 1; i < data.length; i++) {
488
- let weightedSum = 0;
489
- for (let j = 0; j < period; j++) {
490
- weightedSum += data[i - j] * weights[j];
491
- }
492
- wma.push(weightedSum / weightSum);
493
- }
494
- return wma;
495
- }
496
- // Calculate Volume Weighted Moving Average
497
- calculateVwma(prices, period) {
498
- const vwma = [];
499
- for (let i = period - 1; i < prices.length; i++) {
500
- let volumeSum = 0;
501
- let priceVolumeSum = 0;
502
- for (let j = 0; j < period; j++) {
503
- const volume = this.volumes[i - j] || 1;
504
- volumeSum += volume;
505
- priceVolumeSum += prices[i - j] * volume;
506
- }
507
- vwma.push(priceVolumeSum / volumeSum);
508
- }
509
- return vwma;
510
- }
511
- // Calculate MACD
512
- calculateMacd(prices) {
513
- const ema12 = this.calculateEMA(prices, 12);
514
- const ema26 = this.calculateEMA(prices, 26);
515
- const macd = [];
516
- for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
517
- const macdLine = ema12[i] - ema26[i];
518
- macd.push({
519
- macd: macdLine,
520
- signal: 0,
521
- // Would need to calculate signal line
522
- histogram: 0
523
- // Would need to calculate histogram
524
- });
525
- }
526
- return macd;
527
- }
528
- // Calculate ADX
529
- calculateAdx(prices, highs, lows) {
530
- const adx = [];
531
- for (let i = 14; i < prices.length; i++) {
532
- adx.push(Math.random() * 50 + 25);
533
- }
534
- return adx;
535
- }
536
- // Calculate DMI
537
- calculateDmi(prices, highs, lows) {
538
- const dmi = [];
539
- for (let i = 14; i < prices.length; i++) {
540
- dmi.push({
541
- plusDI: Math.random() * 50 + 25,
542
- minusDI: Math.random() * 50 + 25,
543
- adx: Math.random() * 50 + 25
544
- });
545
- }
546
- return dmi;
547
- }
548
- // Calculate Ichimoku Cloud
549
- calculateIchimoku(prices, highs, lows) {
550
- const ichimoku = [];
551
- for (let i = 26; i < prices.length; i++) {
552
- ichimoku.push({
553
- tenkan: prices[i],
554
- kijun: prices[i],
555
- senkouA: prices[i],
556
- senkouB: prices[i],
557
- chikou: prices[i]
558
- });
559
- }
560
- return ichimoku;
561
- }
562
- // Calculate Parabolic SAR
563
- calculateParabolicSAR(prices, highs, lows) {
564
- const sar = [];
565
- for (let i = 0; i < prices.length; i++) {
566
- sar.push(prices[i] * 0.98);
567
- }
568
- return sar;
569
- }
570
- // Calculate Stochastic
571
- calculateStochastic(prices, highs, lows) {
572
- const stochastic = [];
573
- for (let i = 14; i < prices.length; i++) {
574
- stochastic.push({
575
- k: Math.random() * 100,
576
- d: Math.random() * 100
577
- });
578
- }
579
- return stochastic;
580
- }
581
- // Calculate CCI
582
- calculateCci(prices, highs, lows) {
583
- const cci = [];
584
- for (let i = 20; i < prices.length; i++) {
585
- cci.push(Math.random() * 200 - 100);
586
- }
587
- return cci;
588
- }
589
- // Calculate Rate of Change
590
- calculateRoc(prices) {
591
- const roc = [];
592
- for (let i = 10; i < prices.length; i++) {
593
- roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
594
- }
595
- return roc;
596
- }
597
- // Calculate Williams %R
598
- calculateWilliamsR(prices) {
599
- const williamsR = [];
600
- for (let i = 14; i < prices.length; i++) {
601
- williamsR.push(Math.random() * 100 - 100);
602
- }
603
- return williamsR;
604
- }
605
- // Calculate Momentum
606
- calculateMomentum(prices) {
607
- const momentum = [];
608
- for (let i = 10; i < prices.length; i++) {
609
- momentum.push(prices[i] - prices[i - 10]);
610
- }
611
- return momentum;
612
- }
613
- // Calculate Keltner Channels
614
- calculateKeltnerChannels(prices, highs, lows) {
615
- const keltner = [];
616
- for (let i = 20; i < prices.length; i++) {
617
- keltner.push({
618
- upper: prices[i] * 1.02,
619
- middle: prices[i],
620
- lower: prices[i] * 0.98
621
- });
622
- }
623
- return keltner;
624
256
  }
625
- // Calculate Donchian Channels
626
- calculateDonchianChannels(prices, highs, lows) {
627
- const donchian = [];
628
- for (let i = 20; i < prices.length; i++) {
629
- const slice = prices.slice(i - 20, i);
630
- donchian.push({
631
- upper: Math.max(...slice),
632
- middle: (Math.max(...slice) + Math.min(...slice)) / 2,
633
- lower: Math.min(...slice)
634
- });
635
- }
636
- return donchian;
637
- }
638
- // Calculate Chaikin Volatility
639
- calculateChaikinVolatility(prices, highs, lows) {
640
- const volatility = [];
641
- for (let i = 10; i < prices.length; i++) {
642
- volatility.push(Math.random() * 10);
643
- }
644
- return volatility;
645
- }
646
- // Calculate On Balance Volume
647
- calculateObv(volumes) {
648
- const obv = [volumes[0]];
649
- for (let i = 1; i < volumes.length; i++) {
650
- obv.push(obv[i - 1] + volumes[i]);
651
- }
652
- return obv;
653
- }
654
- // Calculate Chaikin Money Flow
655
- calculateCmf(prices, highs, lows, volumes) {
656
- const cmf = [];
657
- for (let i = 20; i < prices.length; i++) {
658
- cmf.push(Math.random() * 2 - 1);
659
- }
660
- return cmf;
661
- }
662
- // Calculate Accumulation/Distribution Line
663
- calculateAdl(prices) {
664
- const adl = [0];
665
- for (let i = 1; i < prices.length; i++) {
666
- adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
667
- }
668
- return adl;
669
- }
670
- // Calculate Volume Rate of Change
671
- calculateVolumeROC(prices) {
672
- const volumeROC = [];
673
- for (let i = 10; i < this.volumes.length; i++) {
674
- volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
675
- }
676
- return volumeROC;
677
- }
678
- // Calculate Money Flow Index
679
- calculateMfi(prices, highs, lows, volumes) {
680
- const mfi = [];
681
- for (let i = 14; i < prices.length; i++) {
682
- mfi.push(Math.random() * 100);
683
- }
684
- return mfi;
685
- }
686
- // Calculate VWAP
687
- calculateVwap(prices, volumes) {
688
- const vwap = [];
689
- let cumulativePV = 0;
690
- let cumulativeVolume = 0;
691
- for (let i = 0; i < prices.length; i++) {
692
- cumulativePV += prices[i] * (volumes[i] || 1);
693
- cumulativeVolume += volumes[i] || 1;
694
- vwap.push(cumulativePV / cumulativeVolume);
695
- }
696
- return vwap;
697
- }
698
- // Calculate Pivot Points
699
- calculatePivotPoints(prices) {
700
- const pivotPoints = [];
701
- for (let i = 0; i < prices.length; i++) {
702
- const pp = prices[i];
703
- pivotPoints.push({
704
- pp,
705
- r1: pp * 1.01,
706
- r2: pp * 1.02,
707
- r3: pp * 1.03,
708
- s1: pp * 0.99,
709
- s2: pp * 0.98,
710
- s3: pp * 0.97
711
- });
712
- }
713
- return pivotPoints;
714
- }
715
- // Calculate Fibonacci Levels
716
- calculateFibonacciLevels(prices) {
717
- const fibonacci = [];
718
- for (let i = 0; i < prices.length; i++) {
719
- const price = prices[i];
720
- fibonacci.push({
721
- retracement: {
722
- level0: price,
723
- level236: price * 0.764,
724
- level382: price * 0.618,
725
- level500: price * 0.5,
726
- level618: price * 0.382,
727
- level786: price * 0.214,
728
- level100: price * 0
729
- },
730
- extension: {
731
- level1272: price * 1.272,
732
- level1618: price * 1.618,
733
- level2618: price * 2.618,
734
- level4236: price * 4.236
735
- }
736
- });
737
- }
738
- return fibonacci;
739
- }
740
- // Calculate Gann Levels
741
- calculateGannLevels(prices) {
742
- const gannLevels = [];
743
- for (let i = 0; i < prices.length; i++) {
744
- gannLevels.push(prices[i] * (1 + i * 0.01));
745
- }
746
- return gannLevels;
747
- }
748
- // Calculate Elliott Wave
749
- calculateElliottWave(prices) {
750
- const elliottWave = [];
751
- for (let i = 0; i < prices.length; i++) {
752
- elliottWave.push({
753
- waves: [prices[i]],
754
- currentWave: 1,
755
- wavePosition: 0.5
756
- });
757
- }
758
- return elliottWave;
759
- }
760
- // Calculate Harmonic Patterns
761
- calculateHarmonicPatterns(prices) {
762
- const harmonicPatterns = [];
763
- for (let i = 0; i < prices.length; i++) {
764
- harmonicPatterns.push({
765
- type: "Gartley",
766
- completion: 0.618,
767
- target: prices[i] * 1.1,
768
- stopLoss: prices[i] * 0.9
769
- });
770
- }
771
- return harmonicPatterns;
772
- }
773
- // Calculate Position Size
774
- calculatePositionSize(currentPrice, targetEntry, stopLoss) {
775
- const riskPerShare = Math.abs(targetEntry - stopLoss);
776
- return riskPerShare > 0 ? 100 / riskPerShare : 1;
777
- }
778
- // Calculate Confidence
779
- calculateConfidence(signals) {
780
- return Math.min(signals.length * 10, 100);
781
- }
782
- // Calculate Risk Level
783
- calculateRiskLevel(volatility) {
784
- if (volatility < 20) return "LOW";
785
- if (volatility < 40) return "MEDIUM";
786
- return "HIGH";
787
- }
788
- // Calculate Z-Score
789
- calculateZScore(currentPrice, startPrice, avgVolume) {
790
- return (currentPrice - startPrice) / (startPrice * 0.1);
791
- }
792
- // Calculate Ornstein-Uhlenbeck
793
- calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
794
- return {
795
- mean: startPrice,
796
- speed: 0.1,
797
- volatility: avgVolume * 0.01,
798
- currentValue: currentPrice
799
- };
800
- }
801
- // Calculate Kalman Filter
802
- calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
803
- return {
804
- state: currentPrice,
805
- covariance: avgVolume * 1e-3,
806
- gain: 0.5
807
- };
808
- }
809
- // Calculate ARIMA
810
- calculateArima(currentPrice, startPrice, avgVolume) {
811
- return {
812
- forecast: [currentPrice * 1.01, currentPrice * 1.02],
813
- residuals: [0, 0],
814
- aic: 100
815
- };
816
- }
817
- // Calculate GARCH
818
- calculateGarch(currentPrice, startPrice, avgVolume) {
819
- return {
820
- volatility: avgVolume * 0.01,
821
- persistence: 0.9,
822
- meanReversion: 0.1
823
- };
824
- }
825
- // Calculate Hilbert Transform
826
- calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
827
- return {
828
- analytic: [currentPrice],
829
- phase: [0],
830
- amplitude: [currentPrice]
831
- };
832
- }
833
- // Calculate Wavelet Transform
834
- calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
835
- return {
836
- coefficients: [currentPrice],
837
- scales: [1]
838
- };
839
- }
840
- // Calculate Black-Scholes
841
- calculateBlackScholes(currentPrice, startPrice, avgVolume) {
842
- const S = currentPrice;
843
- const K = startPrice;
844
- const T = 1;
845
- const r = 0.05;
846
- const sigma = avgVolume * 0.01;
847
- const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
848
- const d2 = d1 - sigma * Math.sqrt(T);
849
- const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
850
- const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
851
- return {
852
- callPrice,
853
- putPrice,
854
- delta: this.normalCDF(d1),
855
- gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
856
- theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
857
- vega: S * Math.sqrt(T) * this.normalPDF(d1),
858
- rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
859
- };
860
- }
861
- // Normal CDF approximation
862
- normalCDF(x) {
863
- return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
864
- }
865
- // Normal PDF
866
- normalPDF(x) {
867
- return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
868
- }
869
- // Error function approximation
870
- erf(x) {
871
- const a1 = 0.254829592;
872
- const a2 = -0.284496736;
873
- const a3 = 1.421413741;
874
- const a4 = -1.453152027;
875
- const a5 = 1.061405429;
876
- const p = 0.3275911;
877
- const sign = x >= 0 ? 1 : -1;
878
- const absX = Math.abs(x);
879
- const t = 1 / (1 + p * absX);
880
- const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
881
- return sign * y;
882
- }
883
- // Calculate price changes for volatility
884
- calculatePriceChanges() {
885
- const changes = [];
886
- for (let i = 1; i < this.prices.length; i++) {
887
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
888
- }
889
- return changes;
890
- }
891
- // Generate comprehensive market analysis
892
- analyze() {
893
- const currentPrice = this.prices[this.prices.length - 1];
894
- const startPrice = this.prices[0];
895
- const sessionHigh = Math.max(...this.highs);
896
- const sessionLow = Math.min(...this.lows);
897
- const totalVolume = sum(this.volumes);
898
- const avgVolume = totalVolume / this.volumes.length;
899
- const priceChanges = this.calculatePriceChanges();
900
- const volatility = priceChanges.length > 0 ? Math.sqrt(
901
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
902
- ) * Math.sqrt(252) * 100 : 0;
903
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
904
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
905
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
906
- 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;
907
- 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;
908
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
909
- const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
910
- const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
911
- const impliedVolatility = volatility;
912
- const realizedVolatility = volatility;
913
- const sharpeRatio = sessionReturn / volatility;
914
- const sortinoRatio = sessionReturn / realizedVolatility;
915
- const calmarRatio = sessionReturn / maxDrawdown;
916
- const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
917
- const winRate = this.calculateWinRate(this.prices);
918
- const profitFactor = this.calculateProfitFactor(this.prices);
919
- return {
920
- currentPrice,
921
- startPrice,
922
- sessionHigh,
923
- sessionLow,
924
- totalVolume,
925
- avgVolume,
926
- volatility,
927
- sessionReturn,
928
- pricePosition,
929
- trueVWAP,
930
- momentum5,
931
- momentum10,
932
- maxDrawdown,
933
- atr,
934
- impliedVolatility,
935
- realizedVolatility,
936
- sharpeRatio,
937
- sortinoRatio,
938
- calmarRatio,
939
- maxConsecutiveLosses,
940
- winRate,
941
- profitFactor
942
- };
943
- }
944
- // Generate technical indicators
945
- getTechnicalIndicators() {
946
- return {
947
- sma5: this.calculateSMA(this.prices, 5),
948
- sma10: this.calculateSMA(this.prices, 10),
949
- sma20: this.calculateSMA(this.prices, 20),
950
- sma50: this.calculateSMA(this.prices, 50),
951
- sma200: this.calculateSMA(this.prices, 200),
952
- ema8: this.calculateEMA(this.prices, 8),
953
- ema12: this.calculateEMA(this.prices, 12),
954
- ema21: this.calculateEMA(this.prices, 21),
955
- ema26: this.calculateEMA(this.prices, 26),
956
- wma20: this.calculateWma(this.prices, 20),
957
- vwma20: this.calculateVwma(this.prices, 20),
958
- macd: this.calculateMacd(this.prices),
959
- adx: this.calculateAdx(this.prices, this.highs, this.lows),
960
- dmi: this.calculateDmi(this.prices, this.highs, this.lows),
961
- ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
962
- parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
963
- rsi: this.calculateRSI(this.prices, 14),
964
- stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
965
- cci: this.calculateCci(this.prices, this.highs, this.lows),
966
- roc: this.calculateRoc(this.prices),
967
- williamsR: this.calculateWilliamsR(this.prices),
968
- momentum: this.calculateMomentum(this.prices),
969
- bollinger: this.calculateBollingerBands(this.prices, 20, 2),
970
- atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
971
- keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
972
- donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
973
- chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
974
- obv: this.calculateObv(this.volumes),
975
- cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
976
- adl: this.calculateAdl(this.prices),
977
- volumeROC: this.calculateVolumeROC(this.prices),
978
- mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
979
- vwap: this.calculateVwap(this.prices, this.volumes),
980
- pivotPoints: this.calculatePivotPoints(this.prices),
981
- fibonacci: this.calculateFibonacciLevels(this.prices),
982
- gannLevels: this.calculateGannLevels(this.prices),
983
- elliottWave: this.calculateElliottWave(this.prices),
984
- harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
985
- };
986
- }
987
- // Generate trading signals
988
- generateSignals() {
989
- const analysis = this.analyze();
990
- let bullishSignals = 0;
991
- let bearishSignals = 0;
992
- const signals = [];
993
- if (analysis.currentPrice > analysis.trueVWAP) {
994
- signals.push(
995
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
996
- );
997
- bullishSignals++;
998
- } else {
999
- signals.push(
1000
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
1001
- );
1002
- bearishSignals++;
1003
- }
1004
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
1005
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
1006
- bullishSignals++;
1007
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
1008
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
1009
- bearishSignals++;
1010
- } else {
1011
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
1012
- }
1013
- const currentVolume = this.volumes[this.volumes.length - 1];
1014
- const volumeRatio = currentVolume / analysis.avgVolume;
1015
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
1016
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
1017
- bullishSignals++;
1018
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
1019
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
1020
- bearishSignals++;
1021
- } else {
1022
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
1023
- }
1024
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
1025
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
1026
- bearishSignals++;
1027
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
1028
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
1029
- bullishSignals++;
1030
- } else {
1031
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
1032
- }
1033
- return { bullishSignals, bearishSignals, signals };
1034
- }
1035
- // Generate comprehensive JSON analysis
1036
- generateJSONAnalysis(symbol) {
1037
- const analysis = this.analyze();
1038
- const indicators = this.getTechnicalIndicators();
1039
- const signals = this.generateSignals();
1040
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1041
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1042
- const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1043
- const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1044
- const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1045
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1046
- const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1047
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1048
- const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1049
- const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1050
- const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1051
- const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1052
- const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1053
- const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1054
- const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1055
- const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1056
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1057
- const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1058
- const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1059
- const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1060
- const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1061
- const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1062
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1063
- const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1064
- const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1065
- const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1066
- const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1067
- const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1068
- const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1069
- const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1070
- const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1071
- const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1072
- const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1073
- const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1074
- const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1075
- const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1076
- const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1077
- const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1078
- const currentVolume = this.volumes[this.volumes.length - 1];
1079
- const volumeRatio = currentVolume / analysis.avgVolume;
1080
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1081
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1082
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1083
- const totalScore = signals.bullishSignals - signals.bearishSignals;
1084
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1085
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1086
- const stopLoss = analysis.sessionLow * 0.995;
1087
- const profitTarget = analysis.sessionHigh * 0.995;
1088
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1089
- const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1090
- const maxRisk = positionSize * (targetEntry - stopLoss);
1091
- return {
1092
- symbol,
1093
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1094
- marketStructure: {
1095
- currentPrice: analysis.currentPrice,
1096
- startPrice: analysis.startPrice,
1097
- sessionHigh: analysis.sessionHigh,
1098
- sessionLow: analysis.sessionLow,
1099
- rangeWidth,
1100
- totalVolume: analysis.totalVolume,
1101
- sessionPerformance: analysis.sessionReturn,
1102
- positionInRange: analysis.pricePosition
1103
- },
1104
- volatility: {
1105
- impliedVolatility: analysis.impliedVolatility,
1106
- realizedVolatility: analysis.realizedVolatility,
1107
- atr: analysis.atr,
1108
- maxDrawdown: analysis.maxDrawdown * 100,
1109
- currentDrawdown
1110
- },
1111
- technicalIndicators: {
1112
- sma5: currentSMA5,
1113
- sma10: currentSMA10,
1114
- sma20: currentSMA20,
1115
- sma50: currentSMA50,
1116
- sma200: currentSMA200,
1117
- ema8: currentEMA8,
1118
- ema12: currentEMA12,
1119
- ema21: currentEMA21,
1120
- ema26: currentEMA26,
1121
- wma20: currentWMA20,
1122
- vwma20: currentVWMA20,
1123
- macd: currentMACD,
1124
- adx: currentADX,
1125
- dmi: currentDMI,
1126
- ichimoku: currentIchimoku,
1127
- parabolicSAR: currentParabolicSAR,
1128
- rsi: currentRSI,
1129
- stochastic: currentStochastic,
1130
- cci: currentCCI,
1131
- roc: currentROC,
1132
- williamsR: currentWilliamsR,
1133
- momentum: currentMomentum,
1134
- bollingerBands: currentBB ? {
1135
- upper: currentBB.upper,
1136
- middle: currentBB.middle,
1137
- lower: currentBB.lower,
1138
- bandwidth: currentBB.bandwidth,
1139
- percentB: currentBB.percentB
1140
- } : null,
1141
- atr: currentAtr,
1142
- keltnerChannels: currentKeltner ? {
1143
- upper: currentKeltner.upper,
1144
- middle: currentKeltner.middle,
1145
- lower: currentKeltner.lower
1146
- } : null,
1147
- donchianChannels: currentDonchian ? {
1148
- upper: currentDonchian.upper,
1149
- middle: currentDonchian.middle,
1150
- lower: currentDonchian.lower
1151
- } : null,
1152
- chaikinVolatility: currentChaikinVolatility,
1153
- obv: currentObv,
1154
- cmf: currentCmf,
1155
- adl: currentAdl,
1156
- volumeROC: currentVolumeROC,
1157
- mfi: currentMfi,
1158
- vwap: currentVwap
1159
- },
1160
- volumeAnalysis: {
1161
- currentVolume,
1162
- averageVolume: Math.round(analysis.avgVolume),
1163
- volumeRatio,
1164
- trueVWAP: analysis.trueVWAP,
1165
- priceVsVWAP,
1166
- obv: currentObv,
1167
- cmf: currentCmf,
1168
- mfi: currentMfi
1169
- },
1170
- momentum: {
1171
- momentum5: analysis.momentum5,
1172
- momentum10: analysis.momentum10,
1173
- sessionROC: analysis.sessionReturn,
1174
- rsi: currentRSI,
1175
- stochastic: currentStochastic,
1176
- cci: currentCCI
1177
- },
1178
- supportResistance: {
1179
- pivotPoints: currentPivotPoints,
1180
- fibonacci: currentFibonacci,
1181
- gannLevels: currentGannLevels,
1182
- elliottWave: currentElliottWave,
1183
- harmonicPatterns: currentHarmonicPatterns
1184
- },
1185
- tradingSignals: {
1186
- ...signals,
1187
- overallSignal,
1188
- signalScore: totalScore,
1189
- confidence: this.calculateConfidence(signals.signals),
1190
- riskLevel: this.calculateRiskLevel(analysis.volatility)
1191
- },
1192
- statisticalModels: {
1193
- zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1194
- ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1195
- analysis.currentPrice,
1196
- analysis.startPrice,
1197
- analysis.avgVolume
1198
- ),
1199
- kalmanFilter: this.calculateKalmanFilter(
1200
- analysis.currentPrice,
1201
- analysis.startPrice,
1202
- analysis.avgVolume
1203
- ),
1204
- arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1205
- garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1206
- hilbertTransform: this.calculateHilbertTransform(
1207
- analysis.currentPrice,
1208
- analysis.startPrice,
1209
- analysis.avgVolume
1210
- ),
1211
- waveletTransform: this.calculateWaveletTransform(
1212
- analysis.currentPrice,
1213
- analysis.startPrice,
1214
- analysis.avgVolume
1215
- )
1216
- },
1217
- optionsAnalysis: (() => {
1218
- const blackScholes = this.calculateBlackScholes(
1219
- analysis.currentPrice,
1220
- analysis.startPrice,
1221
- analysis.avgVolume
1222
- );
1223
- if (!blackScholes) return null;
1224
- return {
1225
- blackScholes,
1226
- impliedVolatility: analysis.impliedVolatility,
1227
- delta: blackScholes.delta,
1228
- gamma: blackScholes.gamma,
1229
- theta: blackScholes.theta,
1230
- vega: blackScholes.vega,
1231
- rho: blackScholes.rho,
1232
- greeks: {
1233
- delta: blackScholes.delta,
1234
- gamma: blackScholes.gamma,
1235
- theta: blackScholes.theta,
1236
- vega: blackScholes.vega,
1237
- rho: blackScholes.rho
1238
- }
1239
- };
1240
- })(),
1241
- riskManagement: {
1242
- targetEntry,
1243
- stopLoss,
1244
- profitTarget,
1245
- riskRewardRatio,
1246
- positionSize,
1247
- maxRisk
1248
- },
1249
- performance: {
1250
- sharpeRatio: analysis.sharpeRatio,
1251
- sortinoRatio: analysis.sortinoRatio,
1252
- calmarRatio: analysis.calmarRatio,
1253
- maxDrawdown: analysis.maxDrawdown * 100,
1254
- winRate: analysis.winRate,
1255
- profitFactor: analysis.profitFactor,
1256
- totalReturn: analysis.sessionReturn,
1257
- volatility: analysis.volatility
1258
- }
1259
- };
1260
- }
1261
- };
1262
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
1263
- return async (args) => {
1264
- try {
1265
- const symbol = args.symbol;
1266
- const priceHistory = marketDataPrices.get(symbol) || [];
1267
- if (priceHistory.length === 0) {
1268
- return {
1269
- content: [
1270
- {
1271
- type: "text",
1272
- text: `No price data available for ${symbol}. Please request market data first.`,
1273
- uri: "technicalAnalysis"
1274
- }
1275
- ]
1276
- };
1277
- }
1278
- const hasValidData = priceHistory.every(
1279
- (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1280
- );
1281
- if (!hasValidData) {
1282
- throw new Error("Invalid market data");
1283
- }
1284
- const analyzer = new TechnicalAnalyzer(priceHistory);
1285
- const analysis = analyzer.generateJSONAnalysis(symbol);
1286
- return {
1287
- content: [
1288
- {
1289
- type: "text",
1290
- text: `Technical Analysis for ${symbol}:
1291
-
1292
- ${JSON.stringify(analysis, null, 2)}`,
1293
- uri: "technicalAnalysis"
1294
- }
1295
- ]
1296
- };
1297
- } catch (error) {
1298
- return {
1299
- content: [
1300
- {
1301
- type: "text",
1302
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1303
- uri: "technicalAnalysis"
1304
- }
1305
- ],
1306
- isError: true
1307
- };
1308
- }
1309
- };
1310
257
  };
1311
-
1312
- // src/tools/marketData.ts
1313
- var import_fixparser = require("fixparser");
1314
- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
1315
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
1316
- return async (args) => {
1317
- try {
1318
- parser.logger.log({
1319
- level: "info",
1320
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1321
- });
1322
- const response = new Promise((resolve) => {
1323
- pendingRequests.set(args.mdReqID, resolve);
1324
- parser.logger.log({
1325
- level: "info",
1326
- message: `Registered callback for market data request ID: ${args.mdReqID}`
1327
- });
1328
- });
1329
- const entryTypes = args.mdEntryTypes || [
1330
- import_fixparser.MDEntryType.Bid,
1331
- import_fixparser.MDEntryType.Offer,
1332
- import_fixparser.MDEntryType.Trade,
1333
- import_fixparser.MDEntryType.IndexValue,
1334
- import_fixparser.MDEntryType.OpeningPrice,
1335
- import_fixparser.MDEntryType.ClosingPrice,
1336
- import_fixparser.MDEntryType.SettlementPrice,
1337
- import_fixparser.MDEntryType.TradingSessionHighPrice,
1338
- import_fixparser.MDEntryType.TradingSessionLowPrice,
1339
- import_fixparser.MDEntryType.VWAP,
1340
- import_fixparser.MDEntryType.Imbalance,
1341
- import_fixparser.MDEntryType.TradeVolume,
1342
- import_fixparser.MDEntryType.OpenInterest,
1343
- import_fixparser.MDEntryType.CompositeUnderlyingPrice,
1344
- import_fixparser.MDEntryType.SimulatedSellPrice,
1345
- import_fixparser.MDEntryType.SimulatedBuyPrice,
1346
- import_fixparser.MDEntryType.MarginRate,
1347
- import_fixparser.MDEntryType.MidPrice,
1348
- import_fixparser.MDEntryType.EmptyBook,
1349
- import_fixparser.MDEntryType.SettleHighPrice,
1350
- import_fixparser.MDEntryType.SettleLowPrice,
1351
- import_fixparser.MDEntryType.PriorSettlePrice,
1352
- import_fixparser.MDEntryType.SessionHighBid,
1353
- import_fixparser.MDEntryType.SessionLowOffer,
1354
- import_fixparser.MDEntryType.EarlyPrices,
1355
- import_fixparser.MDEntryType.AuctionClearingPrice,
1356
- import_fixparser.MDEntryType.SwapValueFactor,
1357
- import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
1358
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
1359
- import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
1360
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
1361
- import_fixparser.MDEntryType.FixingPrice,
1362
- import_fixparser.MDEntryType.CashRate,
1363
- import_fixparser.MDEntryType.RecoveryRate,
1364
- import_fixparser.MDEntryType.RecoveryRateForLong,
1365
- import_fixparser.MDEntryType.RecoveryRateForShort,
1366
- import_fixparser.MDEntryType.MarketBid,
1367
- import_fixparser.MDEntryType.MarketOffer,
1368
- import_fixparser.MDEntryType.ShortSaleMinPrice,
1369
- import_fixparser.MDEntryType.PreviousClosingPrice,
1370
- import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
1371
- import_fixparser.MDEntryType.DailyFinancingValue,
1372
- import_fixparser.MDEntryType.AccruedFinancingValue,
1373
- import_fixparser.MDEntryType.TWAP
1374
- ];
1375
- const messageFields = [
1376
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
1377
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
1378
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1379
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
1380
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
1381
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
1382
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
1383
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
1384
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
1385
- ];
1386
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
1387
- args.symbols.forEach((symbol) => {
1388
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
1389
- });
1390
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
1391
- entryTypes.forEach((entryType) => {
1392
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
1393
- });
1394
- const mdr = parser.createMessage(...messageFields);
1395
- if (!parser.connected) {
1396
- parser.logger.log({
1397
- level: "error",
1398
- message: "Not connected. Cannot send market data request."
1399
- });
1400
- return {
1401
- content: [
1402
- {
1403
- type: "text",
1404
- text: "Error: Not connected. Ignoring message.",
1405
- uri: "marketDataRequest"
1406
- }
1407
- ],
1408
- isError: true
1409
- };
1410
- }
1411
- parser.logger.log({
1412
- level: "info",
1413
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1414
- });
1415
- parser.send(mdr);
1416
- const fixData = await response;
1417
- parser.logger.log({
1418
- level: "info",
1419
- message: `Received market data response for request ID: ${args.mdReqID}`
1420
- });
1421
- return {
1422
- content: [
1423
- {
1424
- type: "text",
1425
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1426
- uri: "marketDataRequest"
1427
- }
1428
- ]
1429
- };
1430
- } catch (error) {
1431
- return {
1432
- content: [
1433
- {
1434
- type: "text",
1435
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1436
- uri: "marketDataRequest"
1437
- }
1438
- ],
1439
- isError: true
1440
- };
1441
- }
1442
- };
1443
- };
1444
- var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1445
- if (priceHistory.length <= maxPoints) {
1446
- return priceHistory;
1447
- }
1448
- const result = [];
1449
- const step = priceHistory.length / maxPoints;
1450
- result.push(priceHistory[0]);
1451
- for (let i = 1; i < maxPoints - 1; i++) {
1452
- const startIndex = Math.floor(i * step);
1453
- const endIndex = Math.floor((i + 1) * step);
1454
- const segment = priceHistory.slice(startIndex, endIndex);
1455
- if (segment.length === 0) continue;
1456
- const aggregatedPoint = {
1457
- timestamp: segment[0].timestamp,
1458
- // Use timestamp of first point in segment
1459
- bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1460
- offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1461
- spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1462
- volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1463
- trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1464
- indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1465
- openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1466
- closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1467
- settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1468
- tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1469
- tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1470
- vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1471
- imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1472
- openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1473
- compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1474
- simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1475
- simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1476
- marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1477
- midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1478
- emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1479
- settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1480
- settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1481
- priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1482
- sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1483
- sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1484
- earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1485
- auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1486
- swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1487
- dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1488
- cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1489
- dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1490
- cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1491
- fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1492
- cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1493
- recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1494
- recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1495
- recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1496
- marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1497
- marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1498
- shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1499
- previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1500
- thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1501
- dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1502
- accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1503
- twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1504
- };
1505
- result.push(aggregatedPoint);
1506
- }
1507
- result.push(priceHistory[priceHistory.length - 1]);
1508
- return result;
1509
- };
1510
- var createGetStockGraphHandler = (marketDataPrices) => {
1511
- return async (args) => {
1512
- try {
1513
- const symbol = args.symbol;
1514
- const priceHistory = marketDataPrices.get(symbol) || [];
1515
- if (priceHistory.length === 0) {
1516
- return {
1517
- content: [
1518
- {
1519
- type: "text",
1520
- text: `No price data available for ${symbol}`,
1521
- uri: "getStockGraph"
1522
- }
1523
- ]
1524
- };
1525
- }
1526
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1527
- const chart = new import_quickchart_js.default();
1528
- chart.setWidth(1200);
1529
- chart.setHeight(600);
1530
- chart.setBackgroundColor("transparent");
1531
- const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1532
- const bidData = aggregatedData.map((point) => point.bid);
1533
- const offerData = aggregatedData.map((point) => point.offer);
1534
- const spreadData = aggregatedData.map((point) => point.spread);
1535
- const volumeData = aggregatedData.map((point) => point.volume);
1536
- const tradeData = aggregatedData.map((point) => point.trade);
1537
- const vwapData = aggregatedData.map((point) => point.vwap);
1538
- const twapData = aggregatedData.map((point) => point.twap);
1539
- const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1540
- const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1541
- const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1542
- const config = {
1543
- type: "line",
1544
- data: {
1545
- labels,
1546
- datasets: [
1547
- {
1548
- label: "Bid",
1549
- data: bidData,
1550
- borderColor: "#28a745",
1551
- backgroundColor: "rgba(40, 167, 69, 0.1)",
1552
- fill: false,
1553
- tension: 0.4
1554
- },
1555
- {
1556
- label: "Offer",
1557
- data: offerData,
1558
- borderColor: "#dc3545",
1559
- backgroundColor: "rgba(220, 53, 69, 0.1)",
1560
- fill: false,
1561
- tension: 0.4
1562
- },
1563
- {
1564
- label: "Spread",
1565
- data: spreadData,
1566
- borderColor: "#6c757d",
1567
- backgroundColor: "rgba(108, 117, 125, 0.1)",
1568
- fill: false,
1569
- tension: 0.4
1570
- },
1571
- {
1572
- label: "Trade",
1573
- data: tradeData,
1574
- borderColor: "#ffc107",
1575
- backgroundColor: "rgba(255, 193, 7, 0.1)",
1576
- fill: false,
1577
- tension: 0.4
1578
- },
1579
- {
1580
- label: "VWAP",
1581
- data: vwapData,
1582
- borderColor: "#17a2b8",
1583
- backgroundColor: "rgba(23, 162, 184, 0.1)",
1584
- fill: false,
1585
- tension: 0.4
1586
- },
1587
- {
1588
- label: "TWAP",
1589
- data: twapData,
1590
- borderColor: "#6610f2",
1591
- backgroundColor: "rgba(102, 16, 242, 0.1)",
1592
- fill: false,
1593
- tension: 0.4
1594
- },
1595
- {
1596
- label: "Volume (Normalized)",
1597
- data: normalizedVolumeData,
1598
- borderColor: "#007bff",
1599
- backgroundColor: "rgba(0, 123, 255, 0.1)",
1600
- fill: true,
1601
- tension: 0.4
1602
- }
1603
- ]
1604
- },
1605
- options: {
1606
- responsive: true,
1607
- plugins: {
1608
- title: {
1609
- display: true,
1610
- text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1611
- }
1612
- },
1613
- scales: {
1614
- y: {
1615
- beginAtZero: false,
1616
- title: {
1617
- display: true,
1618
- text: "Price / Normalized Volume"
1619
- }
1620
- }
1621
- }
1622
- }
1623
- };
1624
- chart.setConfig(config);
1625
- const imageBuffer = await chart.toBinary();
1626
- const base64 = imageBuffer.toString("base64");
1627
- return {
1628
- content: [
1629
- {
1630
- type: "resource",
1631
- resource: {
1632
- uri: "resource://graph",
1633
- mimeType: "image/png",
1634
- blob: base64
1635
- }
1636
- }
1637
- ]
1638
- };
1639
- } catch (error) {
1640
- return {
1641
- content: [
1642
- {
1643
- type: "text",
1644
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1645
- uri: "getStockGraph"
1646
- }
1647
- ],
1648
- isError: true
1649
- };
1650
- }
1651
- };
1652
- };
1653
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1654
- return async (args) => {
1655
- try {
1656
- const symbol = args.symbol;
1657
- const priceHistory = marketDataPrices.get(symbol) || [];
1658
- if (priceHistory.length === 0) {
1659
- return {
1660
- content: [
1661
- {
1662
- type: "text",
1663
- text: `No price data available for ${symbol}`,
1664
- uri: "getStockPriceHistory"
1665
- }
1666
- ]
1667
- };
1668
- }
1669
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1670
- return {
1671
- content: [
1672
- {
1673
- type: "text",
1674
- text: JSON.stringify(
1675
- {
1676
- symbol,
1677
- count: aggregatedData.length,
1678
- originalCount: priceHistory.length,
1679
- data: aggregatedData.map((point) => ({
1680
- timestamp: new Date(point.timestamp).toISOString(),
1681
- bid: point.bid,
1682
- offer: point.offer,
1683
- spread: point.spread,
1684
- volume: point.volume,
1685
- trade: point.trade,
1686
- indexValue: point.indexValue,
1687
- openingPrice: point.openingPrice,
1688
- closingPrice: point.closingPrice,
1689
- settlementPrice: point.settlementPrice,
1690
- tradingSessionHighPrice: point.tradingSessionHighPrice,
1691
- tradingSessionLowPrice: point.tradingSessionLowPrice,
1692
- vwap: point.vwap,
1693
- imbalance: point.imbalance,
1694
- openInterest: point.openInterest,
1695
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1696
- simulatedSellPrice: point.simulatedSellPrice,
1697
- simulatedBuyPrice: point.simulatedBuyPrice,
1698
- marginRate: point.marginRate,
1699
- midPrice: point.midPrice,
1700
- emptyBook: point.emptyBook,
1701
- settleHighPrice: point.settleHighPrice,
1702
- settleLowPrice: point.settleLowPrice,
1703
- priorSettlePrice: point.priorSettlePrice,
1704
- sessionHighBid: point.sessionHighBid,
1705
- sessionLowOffer: point.sessionLowOffer,
1706
- earlyPrices: point.earlyPrices,
1707
- auctionClearingPrice: point.auctionClearingPrice,
1708
- swapValueFactor: point.swapValueFactor,
1709
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1710
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1711
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1712
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1713
- fixingPrice: point.fixingPrice,
1714
- cashRate: point.cashRate,
1715
- recoveryRate: point.recoveryRate,
1716
- recoveryRateForLong: point.recoveryRateForLong,
1717
- recoveryRateForShort: point.recoveryRateForShort,
1718
- marketBid: point.marketBid,
1719
- marketOffer: point.marketOffer,
1720
- shortSaleMinPrice: point.shortSaleMinPrice,
1721
- previousClosingPrice: point.previousClosingPrice,
1722
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1723
- dailyFinancingValue: point.dailyFinancingValue,
1724
- accruedFinancingValue: point.accruedFinancingValue,
1725
- twap: point.twap
1726
- }))
1727
- },
1728
- null,
1729
- 2
1730
- ),
1731
- uri: "getStockPriceHistory"
1732
- }
1733
- ]
1734
- };
1735
- } catch (error) {
1736
- return {
1737
- content: [
1738
- {
1739
- type: "text",
1740
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1741
- uri: "getStockPriceHistory"
1742
- }
1743
- ],
1744
- isError: true
1745
- };
1746
- }
1747
- };
1748
- };
1749
-
1750
- // src/tools/order.ts
1751
- var import_fixparser2 = require("fixparser");
1752
- var ordTypeNames = {
1753
- "1": "Market",
1754
- "2": "Limit",
1755
- "3": "Stop",
1756
- "4": "StopLimit",
1757
- "5": "MarketOnClose",
1758
- "6": "WithOrWithout",
1759
- "7": "LimitOrBetter",
1760
- "8": "LimitWithOrWithout",
1761
- "9": "OnBasis",
1762
- A: "OnClose",
1763
- B: "LimitOnClose",
1764
- C: "ForexMarket",
1765
- D: "PreviouslyQuoted",
1766
- E: "PreviouslyIndicated",
1767
- F: "ForexLimit",
1768
- G: "ForexSwap",
1769
- H: "ForexPreviouslyQuoted",
1770
- I: "Funari",
1771
- J: "MarketIfTouched",
1772
- K: "MarketWithLeftOverAsLimit",
1773
- L: "PreviousFundValuationPoint",
1774
- M: "NextFundValuationPoint",
1775
- P: "Pegged",
1776
- Q: "CounterOrderSelection",
1777
- R: "StopOnBidOrOffer",
1778
- S: "StopLimitOnBidOrOffer"
1779
- };
1780
- var sideNames = {
1781
- "1": "Buy",
1782
- "2": "Sell",
1783
- "3": "BuyMinus",
1784
- "4": "SellPlus",
1785
- "5": "SellShort",
1786
- "6": "SellShortExempt",
1787
- "7": "Undisclosed",
1788
- "8": "Cross",
1789
- "9": "CrossShort",
1790
- A: "CrossShortExempt",
1791
- B: "AsDefined",
1792
- C: "Opposite",
1793
- D: "Subscribe",
1794
- E: "Redeem",
1795
- F: "Lend",
1796
- G: "Borrow",
1797
- H: "SellUndisclosed"
1798
- };
1799
- var timeInForceNames = {
1800
- "0": "Day",
1801
- "1": "GoodTillCancel",
1802
- "2": "AtTheOpening",
1803
- "3": "ImmediateOrCancel",
1804
- "4": "FillOrKill",
1805
- "5": "GoodTillCrossing",
1806
- "6": "GoodTillDate",
1807
- "7": "AtTheClose",
1808
- "8": "GoodThroughCrossing",
1809
- "9": "AtCrossing",
1810
- A: "GoodForTime",
1811
- B: "GoodForAuction",
1812
- C: "GoodForMonth"
1813
- };
1814
- var handlInstNames = {
1815
- "1": "AutomatedExecutionNoIntervention",
1816
- "2": "AutomatedExecutionInterventionOK",
1817
- "3": "ManualOrder"
1818
- };
1819
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1820
- return async (args) => {
1821
- try {
1822
- verifiedOrders.set(args.clOrdID, {
1823
- clOrdID: args.clOrdID,
1824
- handlInst: args.handlInst,
1825
- quantity: Number.parseFloat(String(args.quantity)),
1826
- price: Number.parseFloat(String(args.price)),
1827
- ordType: args.ordType,
1828
- side: args.side,
1829
- symbol: args.symbol,
1830
- timeInForce: args.timeInForce
1831
- });
1832
- return {
1833
- content: [
1834
- {
1835
- type: "text",
1836
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1837
-
1838
- Parameters verified:
1839
- - ClOrdID: ${args.clOrdID}
1840
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1841
- - Quantity: ${args.quantity}
1842
- - Price: ${args.price}
1843
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1844
- - Side: ${args.side} (${sideNames[args.side]})
1845
- - Symbol: ${args.symbol}
1846
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1847
-
1848
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1849
- uri: "verifyOrder"
1850
- }
1851
- ]
1852
- };
1853
- } catch (error) {
1854
- return {
1855
- content: [
1856
- {
1857
- type: "text",
1858
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1859
- uri: "verifyOrder"
1860
- }
1861
- ],
1862
- isError: true
1863
- };
1864
- }
1865
- };
1866
- };
1867
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1868
- return async (args) => {
1869
- try {
1870
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1871
- if (!verifiedOrder) {
1872
- return {
1873
- content: [
1874
- {
1875
- type: "text",
1876
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1877
- uri: "executeOrder"
1878
- }
1879
- ],
1880
- isError: true
1881
- };
1882
- }
1883
- 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) {
1884
- return {
1885
- content: [
1886
- {
1887
- type: "text",
1888
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1889
- uri: "executeOrder"
1890
- }
1891
- ],
1892
- isError: true
1893
- };
1894
- }
1895
- const response = new Promise((resolve) => {
1896
- pendingRequests.set(args.clOrdID, resolve);
1897
- });
1898
- const order = parser.createMessage(
1899
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1900
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1901
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1902
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1903
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1904
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1905
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1906
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1907
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1908
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1909
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1910
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1911
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1912
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1913
- );
1914
- if (!parser.connected) {
1915
- return {
1916
- content: [
1917
- {
1918
- type: "text",
1919
- text: "Error: Not connected. Ignoring message.",
1920
- uri: "executeOrder"
1921
- }
1922
- ],
1923
- isError: true
1924
- };
1925
- }
1926
- parser.send(order);
1927
- const fixData = await response;
1928
- verifiedOrders.delete(args.clOrdID);
1929
- return {
1930
- content: [
1931
- {
1932
- type: "text",
1933
- text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1934
- uri: "executeOrder"
1935
- }
1936
- ]
1937
- };
1938
- } catch (error) {
1939
- return {
1940
- content: [
1941
- {
1942
- type: "text",
1943
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1944
- uri: "executeOrder"
1945
- }
1946
- ],
1947
- isError: true
1948
- };
1949
- }
1950
- };
1951
- };
1952
-
1953
- // src/tools/parse.ts
1954
- var createParseHandler = (parser) => {
1955
- return async (args) => {
1956
- try {
1957
- const parsedMessage = parser.parse(args.fixString);
1958
- if (!parsedMessage || parsedMessage.length === 0) {
1959
- return {
1960
- content: [
1961
- {
1962
- type: "text",
1963
- text: "Error: Failed to parse FIX string",
1964
- uri: "parse"
1965
- }
1966
- ],
1967
- isError: true
1968
- };
1969
- }
1970
- return {
1971
- content: [
1972
- {
1973
- type: "text",
1974
- text: `${parsedMessage[0].description}
1975
- ${parsedMessage[0].messageTypeDescription}`,
1976
- uri: "parse"
1977
- }
1978
- ]
1979
- };
1980
- } catch (error) {
1981
- return {
1982
- content: [
1983
- {
1984
- type: "text",
1985
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1986
- uri: "parse"
1987
- }
1988
- ],
1989
- isError: true
1990
- };
1991
- }
1992
- };
1993
- };
1994
-
1995
- // src/tools/parseToJSON.ts
1996
- var createParseToJSONHandler = (parser) => {
1997
- return async (args) => {
1998
- try {
1999
- const parsedMessage = parser.parse(args.fixString);
2000
- if (!parsedMessage || parsedMessage.length === 0) {
2001
- return {
2002
- content: [
2003
- {
2004
- type: "text",
2005
- text: "Error: Failed to parse FIX string",
2006
- uri: "parseToJSON"
2007
- }
2008
- ],
2009
- isError: true
2010
- };
2011
- }
2012
- return {
2013
- content: [
2014
- {
2015
- type: "text",
2016
- text: `${parsedMessage[0].toFIXJSON()}`,
2017
- uri: "parseToJSON"
2018
- }
2019
- ]
2020
- };
2021
- } catch (error) {
2022
- return {
2023
- content: [
2024
- {
2025
- type: "text",
2026
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2027
- uri: "parseToJSON"
2028
- }
2029
- ],
2030
- isError: true
2031
- };
2032
- }
2033
- };
2034
- };
2035
-
2036
- // src/tools/index.ts
2037
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2038
- parse: createParseHandler(parser),
2039
- parseToJSON: createParseToJSONHandler(parser),
2040
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2041
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2042
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2043
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
2044
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2045
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2046
- });
2047
-
2048
- // src/utils/messageHandler.ts
2049
- var import_fixparser3 = require("fixparser");
2050
- function getEnumValue(enumObj, name) {
2051
- return enumObj[name] || name;
2052
- }
2053
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2054
- const msgType = message.messageType;
2055
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
2056
- const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
2057
- const fixJson = message.toFIXJSON();
2058
- const entries = fixJson.Body?.NoMDEntries || [];
2059
- const data = {
2060
- timestamp: Date.now(),
2061
- bid: 0,
2062
- offer: 0,
2063
- spread: 0,
2064
- volume: 0,
2065
- trade: 0,
2066
- indexValue: 0,
2067
- openingPrice: 0,
2068
- closingPrice: 0,
2069
- settlementPrice: 0,
2070
- tradingSessionHighPrice: 0,
2071
- tradingSessionLowPrice: 0,
2072
- vwap: 0,
2073
- imbalance: 0,
2074
- openInterest: 0,
2075
- compositeUnderlyingPrice: 0,
2076
- simulatedSellPrice: 0,
2077
- simulatedBuyPrice: 0,
2078
- marginRate: 0,
2079
- midPrice: 0,
2080
- emptyBook: 0,
2081
- settleHighPrice: 0,
2082
- settleLowPrice: 0,
2083
- priorSettlePrice: 0,
2084
- sessionHighBid: 0,
2085
- sessionLowOffer: 0,
2086
- earlyPrices: 0,
2087
- auctionClearingPrice: 0,
2088
- swapValueFactor: 0,
2089
- dailyValueAdjustmentForLongPositions: 0,
2090
- cumulativeValueAdjustmentForLongPositions: 0,
2091
- dailyValueAdjustmentForShortPositions: 0,
2092
- cumulativeValueAdjustmentForShortPositions: 0,
2093
- fixingPrice: 0,
2094
- cashRate: 0,
2095
- recoveryRate: 0,
2096
- recoveryRateForLong: 0,
2097
- recoveryRateForShort: 0,
2098
- marketBid: 0,
2099
- marketOffer: 0,
2100
- shortSaleMinPrice: 0,
2101
- previousClosingPrice: 0,
2102
- thresholdLimitPriceBanding: 0,
2103
- dailyFinancingValue: 0,
2104
- accruedFinancingValue: 0,
2105
- twap: 0
2106
- };
2107
- for (const entry of entries) {
2108
- const entryType = entry.MDEntryType;
2109
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2110
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2111
- const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
2112
- switch (enumValue) {
2113
- case import_fixparser3.MDEntryType.Bid:
2114
- data.bid = price;
2115
- break;
2116
- case import_fixparser3.MDEntryType.Offer:
2117
- data.offer = price;
2118
- break;
2119
- case import_fixparser3.MDEntryType.Trade:
2120
- data.trade = price;
2121
- break;
2122
- case import_fixparser3.MDEntryType.IndexValue:
2123
- data.indexValue = price;
2124
- break;
2125
- case import_fixparser3.MDEntryType.OpeningPrice:
2126
- data.openingPrice = price;
2127
- break;
2128
- case import_fixparser3.MDEntryType.ClosingPrice:
2129
- data.closingPrice = price;
2130
- break;
2131
- case import_fixparser3.MDEntryType.SettlementPrice:
2132
- data.settlementPrice = price;
2133
- break;
2134
- case import_fixparser3.MDEntryType.TradingSessionHighPrice:
2135
- data.tradingSessionHighPrice = price;
2136
- break;
2137
- case import_fixparser3.MDEntryType.TradingSessionLowPrice:
2138
- data.tradingSessionLowPrice = price;
2139
- break;
2140
- case import_fixparser3.MDEntryType.VWAP:
2141
- data.vwap = price;
2142
- break;
2143
- case import_fixparser3.MDEntryType.Imbalance:
2144
- data.imbalance = size;
2145
- break;
2146
- case import_fixparser3.MDEntryType.TradeVolume:
2147
- data.volume = size;
2148
- break;
2149
- case import_fixparser3.MDEntryType.OpenInterest:
2150
- data.openInterest = size;
2151
- break;
2152
- case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
2153
- data.compositeUnderlyingPrice = price;
2154
- break;
2155
- case import_fixparser3.MDEntryType.SimulatedSellPrice:
2156
- data.simulatedSellPrice = price;
2157
- break;
2158
- case import_fixparser3.MDEntryType.SimulatedBuyPrice:
2159
- data.simulatedBuyPrice = price;
2160
- break;
2161
- case import_fixparser3.MDEntryType.MarginRate:
2162
- data.marginRate = price;
2163
- break;
2164
- case import_fixparser3.MDEntryType.MidPrice:
2165
- data.midPrice = price;
2166
- break;
2167
- case import_fixparser3.MDEntryType.EmptyBook:
2168
- data.emptyBook = 1;
2169
- break;
2170
- case import_fixparser3.MDEntryType.SettleHighPrice:
2171
- data.settleHighPrice = price;
2172
- break;
2173
- case import_fixparser3.MDEntryType.SettleLowPrice:
2174
- data.settleLowPrice = price;
2175
- break;
2176
- case import_fixparser3.MDEntryType.PriorSettlePrice:
2177
- data.priorSettlePrice = price;
2178
- break;
2179
- case import_fixparser3.MDEntryType.SessionHighBid:
2180
- data.sessionHighBid = price;
2181
- break;
2182
- case import_fixparser3.MDEntryType.SessionLowOffer:
2183
- data.sessionLowOffer = price;
2184
- break;
2185
- case import_fixparser3.MDEntryType.EarlyPrices:
2186
- data.earlyPrices = price;
2187
- break;
2188
- case import_fixparser3.MDEntryType.AuctionClearingPrice:
2189
- data.auctionClearingPrice = price;
2190
- break;
2191
- case import_fixparser3.MDEntryType.SwapValueFactor:
2192
- data.swapValueFactor = price;
2193
- break;
2194
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
2195
- data.dailyValueAdjustmentForLongPositions = price;
2196
- break;
2197
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
2198
- data.cumulativeValueAdjustmentForLongPositions = price;
2199
- break;
2200
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
2201
- data.dailyValueAdjustmentForShortPositions = price;
2202
- break;
2203
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
2204
- data.cumulativeValueAdjustmentForShortPositions = price;
2205
- break;
2206
- case import_fixparser3.MDEntryType.FixingPrice:
2207
- data.fixingPrice = price;
2208
- break;
2209
- case import_fixparser3.MDEntryType.CashRate:
2210
- data.cashRate = price;
2211
- break;
2212
- case import_fixparser3.MDEntryType.RecoveryRate:
2213
- data.recoveryRate = price;
2214
- break;
2215
- case import_fixparser3.MDEntryType.RecoveryRateForLong:
2216
- data.recoveryRateForLong = price;
2217
- break;
2218
- case import_fixparser3.MDEntryType.RecoveryRateForShort:
2219
- data.recoveryRateForShort = price;
2220
- break;
2221
- case import_fixparser3.MDEntryType.MarketBid:
2222
- data.marketBid = price;
2223
- break;
2224
- case import_fixparser3.MDEntryType.MarketOffer:
2225
- data.marketOffer = price;
2226
- break;
2227
- case import_fixparser3.MDEntryType.ShortSaleMinPrice:
2228
- data.shortSaleMinPrice = price;
2229
- break;
2230
- case import_fixparser3.MDEntryType.PreviousClosingPrice:
2231
- data.previousClosingPrice = price;
2232
- break;
2233
- case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
2234
- data.thresholdLimitPriceBanding = price;
2235
- break;
2236
- case import_fixparser3.MDEntryType.DailyFinancingValue:
2237
- data.dailyFinancingValue = price;
2238
- break;
2239
- case import_fixparser3.MDEntryType.AccruedFinancingValue:
2240
- data.accruedFinancingValue = price;
2241
- break;
2242
- case import_fixparser3.MDEntryType.TWAP:
2243
- data.twap = price;
2244
- break;
2245
- }
2246
- }
2247
- data.spread = data.offer - data.bid;
2248
- if (!marketDataPrices.has(symbol)) {
2249
- marketDataPrices.set(symbol, []);
2250
- }
2251
- const prices = marketDataPrices.get(symbol);
2252
- prices.push(data);
2253
- if (prices.length > maxPriceHistory) {
2254
- prices.splice(0, prices.length - maxPriceHistory);
2255
- }
2256
- onPriceUpdate?.(symbol, data);
2257
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
2258
- if (mdReqID) {
2259
- const callback = pendingRequests.get(mdReqID);
2260
- if (callback) {
2261
- callback(message);
2262
- pendingRequests.delete(mdReqID);
2263
- }
2264
- }
2265
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
2266
- const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
2267
- const callback = pendingRequests.get(reqId);
2268
- if (callback) {
2269
- callback(message);
2270
- pendingRequests.delete(reqId);
2271
- }
2272
- }
2273
- }
2274
-
2275
- // src/MCPLocal.ts
2276
- var MCPLocal = class extends MCPBase {
2277
- /**
2278
- * Map to store verified orders before execution
2279
- * @private
2280
- */
2281
- verifiedOrders = /* @__PURE__ */ new Map();
2282
- /**
2283
- * Map to store pending requests and their callbacks
2284
- * @private
2285
- */
2286
- pendingRequests = /* @__PURE__ */ new Map();
2287
- /**
2288
- * Map to store market data prices for each symbol
2289
- * @private
2290
- */
2291
- marketDataPrices = /* @__PURE__ */ new Map();
2292
- /**
2293
- * Maximum number of price history entries to keep per symbol
2294
- * @private
2295
- */
2296
- MAX_PRICE_HISTORY = 1e5;
258
+ var MCPLocal = class {
259
+ parser;
2297
260
  server = new import_server.Server(
2298
261
  {
2299
262
  name: "fixparser",
@@ -2315,13 +278,78 @@ var MCPLocal = class extends MCPBase {
2315
278
  }
2316
279
  );
2317
280
  transport = new import_stdio.StdioServerTransport();
281
+ onReady = void 0;
282
+ pendingRequests = /* @__PURE__ */ new Map();
283
+ verifiedOrders = /* @__PURE__ */ new Map();
284
+ // Store market data prices with timestamps
285
+ marketDataPrices = /* @__PURE__ */ new Map();
286
+ MAX_PRICE_HISTORY = 1e5;
287
+ // Maximum number of price points to store per symbol
2318
288
  constructor({ logger, onReady }) {
2319
- super({ logger, onReady });
289
+ if (onReady) this.onReady = onReady;
2320
290
  }
2321
291
  async register(parser) {
2322
292
  this.parser = parser;
2323
293
  this.parser.addOnMessageCallback((message) => {
2324
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
294
+ this.parser?.logger.log({
295
+ level: "info",
296
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
297
+ });
298
+ const msgType = message.messageType;
299
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
300
+ this.parser?.logger.log({
301
+ level: "info",
302
+ message: `MCP Server handling message type: ${msgType}`
303
+ });
304
+ let id;
305
+ if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
306
+ const symbol = message.getField(import_fixparser.Fields.Symbol);
307
+ const price = message.getField(import_fixparser.Fields.MDEntryPx);
308
+ const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
309
+ if (symbol?.value && price?.value) {
310
+ const symbolStr = String(symbol.value);
311
+ const priceNum = Number(price.value);
312
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
313
+ priceHistory.push({
314
+ timestamp: Number(timestamp),
315
+ price: priceNum
316
+ });
317
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
318
+ priceHistory.shift();
319
+ }
320
+ this.marketDataPrices.set(symbolStr, priceHistory);
321
+ this.parser?.logger.log({
322
+ level: "info",
323
+ message: `MCP Server added ${symbol}: ${priceNum}`
324
+ });
325
+ this.server.notification({
326
+ method: "priceUpdate",
327
+ params: {
328
+ symbol: symbolStr,
329
+ price: priceNum,
330
+ timestamp: Number(timestamp)
331
+ }
332
+ });
333
+ }
334
+ }
335
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
336
+ const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
337
+ if (mdReqID) id = String(mdReqID.value);
338
+ } else if (msgType === import_fixparser.Messages.ExecutionReport) {
339
+ const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
340
+ if (clOrdID) id = String(clOrdID.value);
341
+ } else if (msgType === import_fixparser.Messages.Reject) {
342
+ const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
343
+ if (refSeqNum) id = String(refSeqNum.value);
344
+ }
345
+ if (id) {
346
+ const callback = this.pendingRequests.get(id);
347
+ if (callback) {
348
+ callback(message);
349
+ this.pendingRequests.delete(id);
350
+ }
351
+ }
352
+ }
2325
353
  });
2326
354
  this.addWorkflows();
2327
355
  await this.server.connect(this.transport);
@@ -2336,15 +364,18 @@ var MCPLocal = class extends MCPBase {
2336
364
  if (!this.server) {
2337
365
  return;
2338
366
  }
2339
- this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
2340
- return {
2341
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2342
- name,
2343
- description,
2344
- inputSchema: schema
2345
- }))
2346
- };
2347
- });
367
+ this.server.setRequestHandler(
368
+ import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
369
+ async (request, extra) => {
370
+ return {
371
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
372
+ name,
373
+ description,
374
+ inputSchema: schema
375
+ }))
376
+ };
377
+ }
378
+ );
2348
379
  this.server.setRequestHandler(
2349
380
  import_zod.z.object({
2350
381
  method: import_zod.z.literal("tools/call"),
@@ -2356,32 +387,491 @@ var MCPLocal = class extends MCPBase {
2356
387
  }).optional()
2357
388
  })
2358
389
  }),
2359
- async (request) => {
390
+ async (request, extra) => {
2360
391
  const { name, arguments: args } = request.params;
2361
- const toolHandlers = createToolHandlers(
2362
- this.parser,
2363
- this.verifiedOrders,
2364
- this.pendingRequests,
2365
- this.marketDataPrices
2366
- );
2367
- const handler = toolHandlers[name];
2368
- if (!handler) {
2369
- return {
2370
- content: [
2371
- {
2372
- type: "text",
2373
- text: `Tool not found: ${name}`,
2374
- uri: name
392
+ switch (name) {
393
+ case "parse":
394
+ try {
395
+ const parsedMessage = this.parser?.parse(args.fixString);
396
+ if (!parsedMessage || parsedMessage.length === 0) {
397
+ return {
398
+ contents: [
399
+ {
400
+ type: "text",
401
+ text: "Error: Failed to parse FIX string",
402
+ uri: "parse"
403
+ }
404
+ ],
405
+ isError: true
406
+ };
2375
407
  }
2376
- ],
2377
- isError: true
2378
- };
408
+ return {
409
+ contents: [
410
+ {
411
+ type: "text",
412
+ text: `${parsedMessage[0].description}
413
+ ${parsedMessage[0].messageTypeDescription}`,
414
+ uri: "parse"
415
+ }
416
+ ]
417
+ };
418
+ } catch (error) {
419
+ return {
420
+ contents: [
421
+ {
422
+ type: "text",
423
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
424
+ uri: "parse"
425
+ }
426
+ ],
427
+ isError: true
428
+ };
429
+ }
430
+ case "parseToJSON":
431
+ try {
432
+ const parsedMessage = this.parser?.parse(args.fixString);
433
+ if (!parsedMessage || parsedMessage.length === 0) {
434
+ return {
435
+ contents: [
436
+ {
437
+ type: "text",
438
+ text: "Error: Failed to parse FIX string",
439
+ uri: "parseToJSON"
440
+ }
441
+ ],
442
+ isError: true
443
+ };
444
+ }
445
+ return {
446
+ contents: [
447
+ {
448
+ type: "text",
449
+ text: `${parsedMessage[0].toFIXJSON()}`,
450
+ uri: "parseToJSON"
451
+ }
452
+ ]
453
+ };
454
+ } catch (error) {
455
+ return {
456
+ contents: [
457
+ {
458
+ type: "text",
459
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
460
+ uri: "parseToJSON"
461
+ }
462
+ ],
463
+ isError: true
464
+ };
465
+ }
466
+ case "verifyOrder":
467
+ try {
468
+ this.verifiedOrders.set(args.clOrdID, {
469
+ clOrdID: args.clOrdID,
470
+ handlInst: args.handlInst,
471
+ quantity: Number.parseFloat(args.quantity),
472
+ price: Number.parseFloat(args.price),
473
+ ordType: args.ordType,
474
+ side: args.side,
475
+ symbol: args.symbol,
476
+ timeInForce: args.timeInForce
477
+ });
478
+ const ordTypeNames = {
479
+ "1": "Market",
480
+ "2": "Limit",
481
+ "3": "Stop",
482
+ "4": "StopLimit",
483
+ "5": "MarketOnClose",
484
+ "6": "WithOrWithout",
485
+ "7": "LimitOrBetter",
486
+ "8": "LimitWithOrWithout",
487
+ "9": "OnBasis",
488
+ A: "OnClose",
489
+ B: "LimitOnClose",
490
+ C: "ForexMarket",
491
+ D: "PreviouslyQuoted",
492
+ E: "PreviouslyIndicated",
493
+ F: "ForexLimit",
494
+ G: "ForexSwap",
495
+ H: "ForexPreviouslyQuoted",
496
+ I: "Funari",
497
+ J: "MarketIfTouched",
498
+ K: "MarketWithLeftOverAsLimit",
499
+ L: "PreviousFundValuationPoint",
500
+ M: "NextFundValuationPoint",
501
+ P: "Pegged",
502
+ Q: "CounterOrderSelection",
503
+ R: "StopOnBidOrOffer",
504
+ S: "StopLimitOnBidOrOffer"
505
+ };
506
+ const sideNames = {
507
+ "1": "Buy",
508
+ "2": "Sell",
509
+ "3": "BuyMinus",
510
+ "4": "SellPlus",
511
+ "5": "SellShort",
512
+ "6": "SellShortExempt",
513
+ "7": "Undisclosed",
514
+ "8": "Cross",
515
+ "9": "CrossShort",
516
+ A: "CrossShortExempt",
517
+ B: "AsDefined",
518
+ C: "Opposite",
519
+ D: "Subscribe",
520
+ E: "Redeem",
521
+ F: "Lend",
522
+ G: "Borrow",
523
+ H: "SellUndisclosed"
524
+ };
525
+ const timeInForceNames = {
526
+ "0": "Day",
527
+ "1": "GoodTillCancel",
528
+ "2": "AtTheOpening",
529
+ "3": "ImmediateOrCancel",
530
+ "4": "FillOrKill",
531
+ "5": "GoodTillCrossing",
532
+ "6": "GoodTillDate",
533
+ "7": "AtTheClose",
534
+ "8": "GoodThroughCrossing",
535
+ "9": "AtCrossing",
536
+ A: "GoodForTime",
537
+ B: "GoodForAuction",
538
+ C: "GoodForMonth"
539
+ };
540
+ const handlInstNames = {
541
+ "1": "AutomatedExecutionNoIntervention",
542
+ "2": "AutomatedExecutionInterventionOK",
543
+ "3": "ManualOrder"
544
+ };
545
+ return {
546
+ contents: [
547
+ {
548
+ type: "text",
549
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
550
+
551
+ Parameters verified:
552
+ - ClOrdID: ${args.clOrdID}
553
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
554
+ - Quantity: ${args.quantity}
555
+ - Price: ${args.price}
556
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
557
+ - Side: ${args.side} (${sideNames[args.side]})
558
+ - Symbol: ${args.symbol}
559
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
560
+
561
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
562
+ uri: "verifyOrder"
563
+ }
564
+ ]
565
+ };
566
+ } catch (error) {
567
+ return {
568
+ contents: [
569
+ {
570
+ type: "text",
571
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
572
+ uri: "verifyOrder"
573
+ }
574
+ ],
575
+ isError: true
576
+ };
577
+ }
578
+ case "executeOrder":
579
+ try {
580
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
581
+ if (!verifiedOrder) {
582
+ return {
583
+ contents: [
584
+ {
585
+ type: "text",
586
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
587
+ uri: "executeOrder"
588
+ }
589
+ ],
590
+ isError: true
591
+ };
592
+ }
593
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
594
+ return {
595
+ contents: [
596
+ {
597
+ type: "text",
598
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
599
+ uri: "executeOrder"
600
+ }
601
+ ],
602
+ isError: true
603
+ };
604
+ }
605
+ const response = new Promise((resolve) => {
606
+ this.pendingRequests.set(args.clOrdID, resolve);
607
+ });
608
+ const order = this.parser?.createMessage(
609
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
610
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
611
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
612
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
613
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
614
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
615
+ new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
616
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
617
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
618
+ new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
619
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
620
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
621
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
622
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
623
+ );
624
+ if (!this.parser?.connected) {
625
+ return {
626
+ contents: [
627
+ {
628
+ type: "text",
629
+ text: "Error: Not connected. Ignoring message.",
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ this.parser?.send(order);
637
+ const fixData = await response;
638
+ this.verifiedOrders.delete(args.clOrdID);
639
+ return {
640
+ contents: [
641
+ {
642
+ type: "text",
643
+ text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
644
+ uri: "executeOrder"
645
+ }
646
+ ]
647
+ };
648
+ } catch (error) {
649
+ return {
650
+ contents: [
651
+ {
652
+ type: "text",
653
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
654
+ uri: "executeOrder"
655
+ }
656
+ ],
657
+ isError: true
658
+ };
659
+ }
660
+ case "marketDataRequest":
661
+ try {
662
+ const response = new Promise((resolve) => {
663
+ this.pendingRequests.set(args.mdReqID, resolve);
664
+ });
665
+ const messageFields = [
666
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
667
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
668
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
669
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
670
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
671
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
672
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
674
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
675
+ ];
676
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
677
+ args.symbols.forEach((symbol) => {
678
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
679
+ });
680
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
681
+ args.mdEntryTypes.forEach((entryType) => {
682
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
683
+ });
684
+ const mdr = this.parser?.createMessage(...messageFields);
685
+ if (!this.parser?.connected) {
686
+ return {
687
+ contents: [
688
+ {
689
+ type: "text",
690
+ text: "Error: Not connected. Ignoring message.",
691
+ uri: "marketDataRequest"
692
+ }
693
+ ],
694
+ isError: true
695
+ };
696
+ }
697
+ this.parser?.send(mdr);
698
+ const fixData = await response;
699
+ return {
700
+ contents: [
701
+ {
702
+ type: "text",
703
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
704
+ uri: "marketDataRequest"
705
+ }
706
+ ]
707
+ };
708
+ } catch (error) {
709
+ return {
710
+ contents: [
711
+ {
712
+ type: "text",
713
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
714
+ uri: "marketDataRequest"
715
+ }
716
+ ],
717
+ isError: true
718
+ };
719
+ }
720
+ case "getStockGraph":
721
+ try {
722
+ const symbol = args.symbol;
723
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
724
+ if (priceHistory.length === 0) {
725
+ return {
726
+ contents: [
727
+ {
728
+ type: "text",
729
+ text: `No price data available for ${symbol}`,
730
+ uri: "getStockGraph"
731
+ }
732
+ ]
733
+ };
734
+ }
735
+ const width = 600;
736
+ const height = 300;
737
+ const padding = 40;
738
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
739
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
740
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
741
+ const yScale = (height - 2 * padding) / (yMax - yMin);
742
+ const points = priceHistory.map((d, i) => {
743
+ const x = padding + i * xScale;
744
+ const y = height - padding - (d.price - yMin) * yScale;
745
+ return `${x},${y}`;
746
+ }).join(" L ");
747
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
748
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
749
+ <!-- Background -->
750
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
751
+
752
+ <!-- Grid lines -->
753
+ <g stroke="#e9ecef" stroke-width="1">
754
+ ${Array.from({ length: 5 }, (_, i) => {
755
+ const y = padding + (height - 2 * padding) * i / 4;
756
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
757
+ }).join("\n")}
758
+ </g>
759
+
760
+ <!-- Price line -->
761
+ <path d="M ${points}"
762
+ fill="none"
763
+ stroke="#007bff"
764
+ stroke-width="2"/>
765
+
766
+ <!-- Data points -->
767
+ ${priceHistory.map((d, i) => {
768
+ const x = padding + i * xScale;
769
+ const y = height - padding - (d.price - yMin) * yScale;
770
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
771
+ }).join("\n")}
772
+
773
+ <!-- Labels -->
774
+ <g font-family="Arial" font-size="12" fill="#495057">
775
+ ${Array.from({ length: 5 }, (_, i) => {
776
+ const x = padding + (width - 2 * padding) * i / 4;
777
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
778
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
779
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
780
+ }).join("\n")}
781
+ ${Array.from({ length: 5 }, (_, i) => {
782
+ const y = padding + (height - 2 * padding) * i / 4;
783
+ const price = yMax - (yMax - yMin) * i / 4;
784
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
785
+ }).join("\n")}
786
+ </g>
787
+
788
+ <!-- Title -->
789
+ <text x="${width / 2}" y="${padding / 2}"
790
+ font-family="Arial" font-size="16" font-weight="bold"
791
+ text-anchor="middle" fill="#212529">
792
+ ${symbol} - Price Chart (${priceHistory.length} points)
793
+ </text>
794
+ </svg>`;
795
+ return {
796
+ contents: [
797
+ {
798
+ type: "text",
799
+ text: svg,
800
+ uri: "getStockGraph"
801
+ }
802
+ ]
803
+ };
804
+ } catch (error) {
805
+ return {
806
+ contents: [
807
+ {
808
+ type: "text",
809
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
810
+ uri: "getStockGraph"
811
+ }
812
+ ],
813
+ isError: true
814
+ };
815
+ }
816
+ case "getStockPriceHistory":
817
+ try {
818
+ const symbol = args.symbol;
819
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
820
+ if (priceHistory.length === 0) {
821
+ return {
822
+ contents: [
823
+ {
824
+ type: "text",
825
+ text: `No price data available for ${symbol}`,
826
+ uri: "getStockPriceHistory"
827
+ }
828
+ ]
829
+ };
830
+ }
831
+ return {
832
+ contents: [
833
+ {
834
+ type: "text",
835
+ text: JSON.stringify(
836
+ {
837
+ symbol,
838
+ count: priceHistory.length,
839
+ prices: priceHistory.map((point) => ({
840
+ timestamp: new Date(point.timestamp).toISOString(),
841
+ price: point.price
842
+ }))
843
+ },
844
+ null,
845
+ 2
846
+ ),
847
+ uri: "getStockPriceHistory"
848
+ }
849
+ ]
850
+ };
851
+ } catch (error) {
852
+ return {
853
+ contents: [
854
+ {
855
+ type: "text",
856
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
857
+ uri: "getStockPriceHistory"
858
+ }
859
+ ],
860
+ isError: true
861
+ };
862
+ }
863
+ default:
864
+ return {
865
+ contents: [
866
+ {
867
+ type: "text",
868
+ text: `Tool not found: ${name}`,
869
+ uri: name
870
+ }
871
+ ],
872
+ isError: true
873
+ };
2379
874
  }
2380
- const result = await handler(args);
2381
- return {
2382
- content: result.content,
2383
- isError: result.isError
2384
- };
2385
875
  }
2386
876
  );
2387
877
  process.on("SIGINT", async () => {