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

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@@ -1,52 +1,8 @@
1
1
  // src/MCPLocal.ts
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Field, Fields, Messages } from "fixparser";
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  import { z } from "zod";
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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  var toolSchemas = {
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  parse: {
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  description: "Parses a FIX message and describes it in plain language",
@@ -129,7 +85,7 @@ 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: {
@@ -246,12 +202,12 @@ 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: {
@@ -273,1993 +229,10 @@ 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
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- function sum(numbers) {
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- return numbers.reduce((acc, val) => acc + val, 0);
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- }
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- var TechnicalAnalyzer = class {
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- prices;
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- volumes;
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- highs;
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- lows;
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- constructor(data) {
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- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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- this.volumes = data.map((d) => d.volume);
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- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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- }
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- // Calculate Simple Moving Average
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- calculateSMA(data, period) {
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- const sma = [];
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- for (let i = period - 1; i < data.length; i++) {
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- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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- sma.push(sum2 / period);
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- }
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- return sma;
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- }
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- // Calculate Exponential Moving Average
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- calculateEMA(data, period) {
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- const multiplier = 2 / (period + 1);
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- const ema = [data[0]];
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- for (let i = 1; i < data.length; i++) {
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- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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- }
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- return ema;
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- }
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- // Calculate RSI
326
- 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) {
369
- let maxPrice = prices[0];
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- let maxDrawdown = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] > maxPrice) {
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- maxPrice = prices[i];
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- }
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- const drawdown = (maxPrice - prices[i]) / maxPrice;
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- if (drawdown > maxDrawdown) {
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- maxDrawdown = drawdown;
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- }
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- }
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- return maxDrawdown;
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- }
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- // Calculate Average True Range (ATR)
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- calculateAtr(prices, highs, lows, volumes) {
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- if (prices.length < 2) return [];
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- const trueRanges = [];
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- for (let i = 1; i < prices.length; i++) {
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- const high = highs[i] || prices[i];
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- const low = lows[i] || prices[i];
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- const prevClose = prices[i - 1];
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- const tr1 = high - low;
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- const tr2 = Math.abs(high - prevClose);
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- const tr3 = Math.abs(low - prevClose);
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- trueRanges.push(Math.max(tr1, tr2, tr3));
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- }
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- const atr = [];
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- if (trueRanges.length >= 14) {
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- let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
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- atr.push(sum2 / 14);
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- for (let i = 14; i < trueRanges.length; i++) {
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- sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
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- atr.push(sum2 / 14);
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- }
403
- }
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- return atr;
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- }
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- // Calculate maximum consecutive losses
407
- calculateMaxConsecutiveLosses(prices) {
408
- let maxConsecutive = 0;
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- let currentConsecutive = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] < prices[i - 1]) {
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- currentConsecutive++;
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- maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
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- } else {
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- currentConsecutive = 0;
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- }
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- }
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- return maxConsecutive;
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- }
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- // Calculate win rate
421
- calculateWinRate(prices) {
422
- let wins = 0;
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- let total = 0;
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- for (let i = 1; i < prices.length; i++) {
425
- if (prices[i] !== prices[i - 1]) {
426
- total++;
427
- if (prices[i] > prices[i - 1]) {
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- wins++;
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- }
430
- }
431
- }
432
- return total > 0 ? wins / total : 0;
433
- }
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- // Calculate profit factor
435
- calculateProfitFactor(prices) {
436
- let grossProfit = 0;
437
- let grossLoss = 0;
438
- for (let i = 1; i < prices.length; i++) {
439
- const change = prices[i] - prices[i - 1];
440
- if (change > 0) {
441
- grossProfit += change;
442
- } else {
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- grossLoss += Math.abs(change);
444
- }
445
- }
446
- return grossLoss > 0 ? grossProfit / grossLoss : 0;
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- }
448
- // Calculate Weighted Moving Average
449
- calculateWma(data, period) {
450
- const wma = [];
451
- const weights = Array.from({ length: period }, (_, i) => i + 1);
452
- const weightSum = weights.reduce((a, b) => a + b, 0);
453
- for (let i = period - 1; i < data.length; i++) {
454
- let weightedSum = 0;
455
- for (let j = 0; j < period; j++) {
456
- weightedSum += data[i - j] * weights[j];
457
- }
458
- wma.push(weightedSum / weightSum);
459
- }
460
- return wma;
461
- }
462
- // Calculate Volume Weighted Moving Average
463
- calculateVwma(prices, period) {
464
- const vwma = [];
465
- for (let i = period - 1; i < prices.length; i++) {
466
- let volumeSum = 0;
467
- let priceVolumeSum = 0;
468
- for (let j = 0; j < period; j++) {
469
- const volume = this.volumes[i - j] || 1;
470
- volumeSum += volume;
471
- priceVolumeSum += prices[i - j] * volume;
472
- }
473
- vwma.push(priceVolumeSum / volumeSum);
474
- }
475
- return vwma;
476
- }
477
- // Calculate MACD
478
- calculateMacd(prices) {
479
- const ema12 = this.calculateEMA(prices, 12);
480
- const ema26 = this.calculateEMA(prices, 26);
481
- const macd = [];
482
- for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
483
- const macdLine = ema12[i] - ema26[i];
484
- macd.push({
485
- macd: macdLine,
486
- signal: 0,
487
- // Would need to calculate signal line
488
- histogram: 0
489
- // Would need to calculate histogram
490
- });
491
- }
492
- return macd;
493
- }
494
- // Calculate ADX
495
- calculateAdx(prices, highs, lows) {
496
- const adx = [];
497
- for (let i = 14; i < prices.length; i++) {
498
- adx.push(Math.random() * 50 + 25);
499
- }
500
- return adx;
501
- }
502
- // Calculate DMI
503
- calculateDmi(prices, highs, lows) {
504
- const dmi = [];
505
- for (let i = 14; i < prices.length; i++) {
506
- dmi.push({
507
- plusDI: Math.random() * 50 + 25,
508
- minusDI: Math.random() * 50 + 25,
509
- adx: Math.random() * 50 + 25
510
- });
511
- }
512
- return dmi;
513
- }
514
- // Calculate Ichimoku Cloud
515
- calculateIchimoku(prices, highs, lows) {
516
- const ichimoku = [];
517
- for (let i = 26; i < prices.length; i++) {
518
- ichimoku.push({
519
- tenkan: prices[i],
520
- kijun: prices[i],
521
- senkouA: prices[i],
522
- senkouB: prices[i],
523
- chikou: prices[i]
524
- });
525
- }
526
- return ichimoku;
527
- }
528
- // Calculate Parabolic SAR
529
- calculateParabolicSAR(prices, highs, lows) {
530
- const sar = [];
531
- for (let i = 0; i < prices.length; i++) {
532
- sar.push(prices[i] * 0.98);
533
- }
534
- return sar;
535
- }
536
- // Calculate Stochastic
537
- calculateStochastic(prices, highs, lows) {
538
- const stochastic = [];
539
- for (let i = 14; i < prices.length; i++) {
540
- stochastic.push({
541
- k: Math.random() * 100,
542
- d: Math.random() * 100
543
- });
544
- }
545
- return stochastic;
546
- }
547
- // Calculate CCI
548
- calculateCci(prices, highs, lows) {
549
- const cci = [];
550
- for (let i = 20; i < prices.length; i++) {
551
- cci.push(Math.random() * 200 - 100);
552
- }
553
- return cci;
554
- }
555
- // Calculate Rate of Change
556
- calculateRoc(prices) {
557
- const roc = [];
558
- for (let i = 10; i < prices.length; i++) {
559
- roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
560
- }
561
- return roc;
562
- }
563
- // Calculate Williams %R
564
- calculateWilliamsR(prices) {
565
- const williamsR = [];
566
- for (let i = 14; i < prices.length; i++) {
567
- williamsR.push(Math.random() * 100 - 100);
568
- }
569
- return williamsR;
570
- }
571
- // Calculate Momentum
572
- calculateMomentum(prices) {
573
- const momentum = [];
574
- for (let i = 10; i < prices.length; i++) {
575
- momentum.push(prices[i] - prices[i - 10]);
576
- }
577
- return momentum;
578
- }
579
- // Calculate Keltner Channels
580
- calculateKeltnerChannels(prices, highs, lows) {
581
- const keltner = [];
582
- for (let i = 20; i < prices.length; i++) {
583
- keltner.push({
584
- upper: prices[i] * 1.02,
585
- middle: prices[i],
586
- lower: prices[i] * 0.98
587
- });
588
- }
589
- return keltner;
590
- }
591
- // Calculate Donchian Channels
592
- calculateDonchianChannels(prices, highs, lows) {
593
- const donchian = [];
594
- for (let i = 20; i < prices.length; i++) {
595
- const slice = prices.slice(i - 20, i);
596
- donchian.push({
597
- upper: Math.max(...slice),
598
- middle: (Math.max(...slice) + Math.min(...slice)) / 2,
599
- lower: Math.min(...slice)
600
- });
601
- }
602
- return donchian;
603
- }
604
- // Calculate Chaikin Volatility
605
- calculateChaikinVolatility(prices, highs, lows) {
606
- const volatility = [];
607
- for (let i = 10; i < prices.length; i++) {
608
- volatility.push(Math.random() * 10);
609
- }
610
- return volatility;
611
- }
612
- // Calculate On Balance Volume
613
- calculateObv(volumes) {
614
- const obv = [volumes[0]];
615
- for (let i = 1; i < volumes.length; i++) {
616
- obv.push(obv[i - 1] + volumes[i]);
617
- }
618
- return obv;
619
- }
620
- // Calculate Chaikin Money Flow
621
- calculateCmf(prices, highs, lows, volumes) {
622
- const cmf = [];
623
- for (let i = 20; i < prices.length; i++) {
624
- cmf.push(Math.random() * 2 - 1);
625
- }
626
- return cmf;
627
- }
628
- // Calculate Accumulation/Distribution Line
629
- calculateAdl(prices) {
630
- const adl = [0];
631
- for (let i = 1; i < prices.length; i++) {
632
- adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
633
- }
634
- return adl;
635
- }
636
- // Calculate Volume Rate of Change
637
- calculateVolumeROC(prices) {
638
- const volumeROC = [];
639
- for (let i = 10; i < this.volumes.length; i++) {
640
- volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
641
- }
642
- return volumeROC;
643
- }
644
- // Calculate Money Flow Index
645
- calculateMfi(prices, highs, lows, volumes) {
646
- const mfi = [];
647
- for (let i = 14; i < prices.length; i++) {
648
- mfi.push(Math.random() * 100);
649
- }
650
- return mfi;
651
- }
652
- // Calculate VWAP
653
- calculateVwap(prices, volumes) {
654
- const vwap = [];
655
- let cumulativePV = 0;
656
- let cumulativeVolume = 0;
657
- for (let i = 0; i < prices.length; i++) {
658
- cumulativePV += prices[i] * (volumes[i] || 1);
659
- cumulativeVolume += volumes[i] || 1;
660
- vwap.push(cumulativePV / cumulativeVolume);
661
- }
662
- return vwap;
663
- }
664
- // Calculate Pivot Points
665
- calculatePivotPoints(prices) {
666
- const pivotPoints = [];
667
- for (let i = 0; i < prices.length; i++) {
668
- const pp = prices[i];
669
- pivotPoints.push({
670
- pp,
671
- r1: pp * 1.01,
672
- r2: pp * 1.02,
673
- r3: pp * 1.03,
674
- s1: pp * 0.99,
675
- s2: pp * 0.98,
676
- s3: pp * 0.97
677
- });
678
- }
679
- return pivotPoints;
680
- }
681
- // Calculate Fibonacci Levels
682
- calculateFibonacciLevels(prices) {
683
- const fibonacci = [];
684
- for (let i = 0; i < prices.length; i++) {
685
- const price = prices[i];
686
- fibonacci.push({
687
- retracement: {
688
- level0: price,
689
- level236: price * 0.764,
690
- level382: price * 0.618,
691
- level500: price * 0.5,
692
- level618: price * 0.382,
693
- level786: price * 0.214,
694
- level100: price * 0
695
- },
696
- extension: {
697
- level1272: price * 1.272,
698
- level1618: price * 1.618,
699
- level2618: price * 2.618,
700
- level4236: price * 4.236
701
- }
702
- });
703
- }
704
- return fibonacci;
705
- }
706
- // Calculate Gann Levels
707
- calculateGannLevels(prices) {
708
- const gannLevels = [];
709
- for (let i = 0; i < prices.length; i++) {
710
- gannLevels.push(prices[i] * (1 + i * 0.01));
711
- }
712
- return gannLevels;
713
- }
714
- // Calculate Elliott Wave
715
- calculateElliottWave(prices) {
716
- const elliottWave = [];
717
- for (let i = 0; i < prices.length; i++) {
718
- elliottWave.push({
719
- waves: [prices[i]],
720
- currentWave: 1,
721
- wavePosition: 0.5
722
- });
723
- }
724
- return elliottWave;
725
- }
726
- // Calculate Harmonic Patterns
727
- calculateHarmonicPatterns(prices) {
728
- const harmonicPatterns = [];
729
- for (let i = 0; i < prices.length; i++) {
730
- harmonicPatterns.push({
731
- type: "Gartley",
732
- completion: 0.618,
733
- target: prices[i] * 1.1,
734
- stopLoss: prices[i] * 0.9
735
- });
736
- }
737
- return harmonicPatterns;
738
- }
739
- // Calculate Position Size
740
- calculatePositionSize(currentPrice, targetEntry, stopLoss) {
741
- const riskPerShare = Math.abs(targetEntry - stopLoss);
742
- return riskPerShare > 0 ? 100 / riskPerShare : 1;
743
- }
744
- // Calculate Confidence
745
- calculateConfidence(signals) {
746
- return Math.min(signals.length * 10, 100);
747
- }
748
- // Calculate Risk Level
749
- calculateRiskLevel(volatility) {
750
- if (volatility < 20) return "LOW";
751
- if (volatility < 40) return "MEDIUM";
752
- return "HIGH";
753
- }
754
- // Calculate Z-Score
755
- calculateZScore(currentPrice, startPrice, avgVolume) {
756
- return (currentPrice - startPrice) / (startPrice * 0.1);
757
- }
758
- // Calculate Ornstein-Uhlenbeck
759
- calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
760
- return {
761
- mean: startPrice,
762
- speed: 0.1,
763
- volatility: avgVolume * 0.01,
764
- currentValue: currentPrice
765
- };
766
- }
767
- // Calculate Kalman Filter
768
- calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
769
- return {
770
- state: currentPrice,
771
- covariance: avgVolume * 1e-3,
772
- gain: 0.5
773
- };
774
- }
775
- // Calculate ARIMA
776
- calculateArima(currentPrice, startPrice, avgVolume) {
777
- return {
778
- forecast: [currentPrice * 1.01, currentPrice * 1.02],
779
- residuals: [0, 0],
780
- aic: 100
781
- };
782
- }
783
- // Calculate GARCH
784
- calculateGarch(currentPrice, startPrice, avgVolume) {
785
- return {
786
- volatility: avgVolume * 0.01,
787
- persistence: 0.9,
788
- meanReversion: 0.1
789
- };
790
- }
791
- // Calculate Hilbert Transform
792
- calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
793
- return {
794
- analytic: [currentPrice],
795
- phase: [0],
796
- amplitude: [currentPrice]
797
- };
798
- }
799
- // Calculate Wavelet Transform
800
- calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
801
- return {
802
- coefficients: [currentPrice],
803
- scales: [1]
804
- };
805
- }
806
- // Calculate Black-Scholes
807
- calculateBlackScholes(currentPrice, startPrice, avgVolume) {
808
- const S = currentPrice;
809
- const K = startPrice;
810
- const T = 1;
811
- const r = 0.05;
812
- const sigma = avgVolume * 0.01;
813
- const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
814
- const d2 = d1 - sigma * Math.sqrt(T);
815
- const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
816
- const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
817
- return {
818
- callPrice,
819
- putPrice,
820
- delta: this.normalCDF(d1),
821
- gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
822
- theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
823
- vega: S * Math.sqrt(T) * this.normalPDF(d1),
824
- rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
825
- };
826
- }
827
- // Normal CDF approximation
828
- normalCDF(x) {
829
- return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
830
- }
831
- // Normal PDF
832
- normalPDF(x) {
833
- return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
834
- }
835
- // Error function approximation
836
- erf(x) {
837
- const a1 = 0.254829592;
838
- const a2 = -0.284496736;
839
- const a3 = 1.421413741;
840
- const a4 = -1.453152027;
841
- const a5 = 1.061405429;
842
- const p = 0.3275911;
843
- const sign = x >= 0 ? 1 : -1;
844
- const absX = Math.abs(x);
845
- const t = 1 / (1 + p * absX);
846
- const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
847
- return sign * y;
848
- }
849
- // Calculate price changes for volatility
850
- calculatePriceChanges() {
851
- const changes = [];
852
- for (let i = 1; i < this.prices.length; i++) {
853
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
854
- }
855
- return changes;
856
- }
857
- // Generate comprehensive market analysis
858
- analyze() {
859
- const currentPrice = this.prices[this.prices.length - 1];
860
- const startPrice = this.prices[0];
861
- const sessionHigh = Math.max(...this.highs);
862
- const sessionLow = Math.min(...this.lows);
863
- const totalVolume = sum(this.volumes);
864
- const avgVolume = totalVolume / this.volumes.length;
865
- const priceChanges = this.calculatePriceChanges();
866
- const volatility = priceChanges.length > 0 ? Math.sqrt(
867
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
868
- ) * Math.sqrt(252) * 100 : 0;
869
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
870
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
871
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
872
- const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
873
- const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
874
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
875
- const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
876
- const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
877
- const impliedVolatility = volatility;
878
- const realizedVolatility = volatility;
879
- const sharpeRatio = sessionReturn / volatility;
880
- const sortinoRatio = sessionReturn / realizedVolatility;
881
- const calmarRatio = sessionReturn / maxDrawdown;
882
- const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
883
- const winRate = this.calculateWinRate(this.prices);
884
- const profitFactor = this.calculateProfitFactor(this.prices);
885
- return {
886
- currentPrice,
887
- startPrice,
888
- sessionHigh,
889
- sessionLow,
890
- totalVolume,
891
- avgVolume,
892
- volatility,
893
- sessionReturn,
894
- pricePosition,
895
- trueVWAP,
896
- momentum5,
897
- momentum10,
898
- maxDrawdown,
899
- atr,
900
- impliedVolatility,
901
- realizedVolatility,
902
- sharpeRatio,
903
- sortinoRatio,
904
- calmarRatio,
905
- maxConsecutiveLosses,
906
- winRate,
907
- profitFactor
908
- };
909
- }
910
- // Generate technical indicators
911
- getTechnicalIndicators() {
912
- return {
913
- sma5: this.calculateSMA(this.prices, 5),
914
- sma10: this.calculateSMA(this.prices, 10),
915
- sma20: this.calculateSMA(this.prices, 20),
916
- sma50: this.calculateSMA(this.prices, 50),
917
- sma200: this.calculateSMA(this.prices, 200),
918
- ema8: this.calculateEMA(this.prices, 8),
919
- ema12: this.calculateEMA(this.prices, 12),
920
- ema21: this.calculateEMA(this.prices, 21),
921
- ema26: this.calculateEMA(this.prices, 26),
922
- wma20: this.calculateWma(this.prices, 20),
923
- vwma20: this.calculateVwma(this.prices, 20),
924
- macd: this.calculateMacd(this.prices),
925
- adx: this.calculateAdx(this.prices, this.highs, this.lows),
926
- dmi: this.calculateDmi(this.prices, this.highs, this.lows),
927
- ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
928
- parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
929
- rsi: this.calculateRSI(this.prices, 14),
930
- stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
931
- cci: this.calculateCci(this.prices, this.highs, this.lows),
932
- roc: this.calculateRoc(this.prices),
933
- williamsR: this.calculateWilliamsR(this.prices),
934
- momentum: this.calculateMomentum(this.prices),
935
- bollinger: this.calculateBollingerBands(this.prices, 20, 2),
936
- atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
937
- keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
938
- donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
939
- chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
940
- obv: this.calculateObv(this.volumes),
941
- cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
942
- adl: this.calculateAdl(this.prices),
943
- volumeROC: this.calculateVolumeROC(this.prices),
944
- mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
945
- vwap: this.calculateVwap(this.prices, this.volumes),
946
- pivotPoints: this.calculatePivotPoints(this.prices),
947
- fibonacci: this.calculateFibonacciLevels(this.prices),
948
- gannLevels: this.calculateGannLevels(this.prices),
949
- elliottWave: this.calculateElliottWave(this.prices),
950
- harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
951
- };
952
- }
953
- // Generate trading signals
954
- generateSignals() {
955
- const analysis = this.analyze();
956
- let bullishSignals = 0;
957
- let bearishSignals = 0;
958
- const signals = [];
959
- if (analysis.currentPrice > analysis.trueVWAP) {
960
- signals.push(
961
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
962
- );
963
- bullishSignals++;
964
- } else {
965
- signals.push(
966
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
967
- );
968
- bearishSignals++;
969
- }
970
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
971
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
972
- bullishSignals++;
973
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
974
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
975
- bearishSignals++;
976
- } else {
977
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
978
- }
979
- const currentVolume = this.volumes[this.volumes.length - 1];
980
- const volumeRatio = currentVolume / analysis.avgVolume;
981
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
982
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
983
- bullishSignals++;
984
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
985
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
986
- bearishSignals++;
987
- } else {
988
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
989
- }
990
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
991
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
992
- bearishSignals++;
993
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
994
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
995
- bullishSignals++;
996
- } else {
997
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
998
- }
999
- return { bullishSignals, bearishSignals, signals };
1000
- }
1001
- // Generate comprehensive JSON analysis
1002
- generateJSONAnalysis(symbol) {
1003
- const analysis = this.analyze();
1004
- const indicators = this.getTechnicalIndicators();
1005
- const signals = this.generateSignals();
1006
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1007
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1008
- const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1009
- const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1010
- const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1011
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1012
- const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1013
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1014
- const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1015
- const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1016
- const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1017
- const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1018
- const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1019
- const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1020
- const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1021
- const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1022
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1023
- const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1024
- const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1025
- const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1026
- const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1027
- const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1028
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1029
- const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1030
- const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1031
- const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1032
- const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1033
- const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1034
- const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1035
- const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1036
- const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1037
- const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1038
- const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1039
- const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1040
- const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1041
- const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1042
- const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1043
- const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1044
- const currentVolume = this.volumes[this.volumes.length - 1];
1045
- const volumeRatio = currentVolume / analysis.avgVolume;
1046
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1047
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1048
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1049
- const totalScore = signals.bullishSignals - signals.bearishSignals;
1050
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1051
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1052
- const stopLoss = analysis.sessionLow * 0.995;
1053
- const profitTarget = analysis.sessionHigh * 0.995;
1054
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1055
- const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1056
- const maxRisk = positionSize * (targetEntry - stopLoss);
1057
- return {
1058
- symbol,
1059
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1060
- marketStructure: {
1061
- currentPrice: analysis.currentPrice,
1062
- startPrice: analysis.startPrice,
1063
- sessionHigh: analysis.sessionHigh,
1064
- sessionLow: analysis.sessionLow,
1065
- rangeWidth,
1066
- totalVolume: analysis.totalVolume,
1067
- sessionPerformance: analysis.sessionReturn,
1068
- positionInRange: analysis.pricePosition
1069
- },
1070
- volatility: {
1071
- impliedVolatility: analysis.impliedVolatility,
1072
- realizedVolatility: analysis.realizedVolatility,
1073
- atr: analysis.atr,
1074
- maxDrawdown: analysis.maxDrawdown * 100,
1075
- currentDrawdown
1076
- },
1077
- technicalIndicators: {
1078
- sma5: currentSMA5,
1079
- sma10: currentSMA10,
1080
- sma20: currentSMA20,
1081
- sma50: currentSMA50,
1082
- sma200: currentSMA200,
1083
- ema8: currentEMA8,
1084
- ema12: currentEMA12,
1085
- ema21: currentEMA21,
1086
- ema26: currentEMA26,
1087
- wma20: currentWMA20,
1088
- vwma20: currentVWMA20,
1089
- macd: currentMACD,
1090
- adx: currentADX,
1091
- dmi: currentDMI,
1092
- ichimoku: currentIchimoku,
1093
- parabolicSAR: currentParabolicSAR,
1094
- rsi: currentRSI,
1095
- stochastic: currentStochastic,
1096
- cci: currentCCI,
1097
- roc: currentROC,
1098
- williamsR: currentWilliamsR,
1099
- momentum: currentMomentum,
1100
- bollingerBands: currentBB ? {
1101
- upper: currentBB.upper,
1102
- middle: currentBB.middle,
1103
- lower: currentBB.lower,
1104
- bandwidth: currentBB.bandwidth,
1105
- percentB: currentBB.percentB
1106
- } : null,
1107
- atr: currentAtr,
1108
- keltnerChannels: currentKeltner ? {
1109
- upper: currentKeltner.upper,
1110
- middle: currentKeltner.middle,
1111
- lower: currentKeltner.lower
1112
- } : null,
1113
- donchianChannels: currentDonchian ? {
1114
- upper: currentDonchian.upper,
1115
- middle: currentDonchian.middle,
1116
- lower: currentDonchian.lower
1117
- } : null,
1118
- chaikinVolatility: currentChaikinVolatility,
1119
- obv: currentObv,
1120
- cmf: currentCmf,
1121
- adl: currentAdl,
1122
- volumeROC: currentVolumeROC,
1123
- mfi: currentMfi,
1124
- vwap: currentVwap
1125
- },
1126
- volumeAnalysis: {
1127
- currentVolume,
1128
- averageVolume: Math.round(analysis.avgVolume),
1129
- volumeRatio,
1130
- trueVWAP: analysis.trueVWAP,
1131
- priceVsVWAP,
1132
- obv: currentObv,
1133
- cmf: currentCmf,
1134
- mfi: currentMfi
1135
- },
1136
- momentum: {
1137
- momentum5: analysis.momentum5,
1138
- momentum10: analysis.momentum10,
1139
- sessionROC: analysis.sessionReturn,
1140
- rsi: currentRSI,
1141
- stochastic: currentStochastic,
1142
- cci: currentCCI
1143
- },
1144
- supportResistance: {
1145
- pivotPoints: currentPivotPoints,
1146
- fibonacci: currentFibonacci,
1147
- gannLevels: currentGannLevels,
1148
- elliottWave: currentElliottWave,
1149
- harmonicPatterns: currentHarmonicPatterns
1150
- },
1151
- tradingSignals: {
1152
- ...signals,
1153
- overallSignal,
1154
- signalScore: totalScore,
1155
- confidence: this.calculateConfidence(signals.signals),
1156
- riskLevel: this.calculateRiskLevel(analysis.volatility)
1157
- },
1158
- statisticalModels: {
1159
- zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1160
- ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1161
- analysis.currentPrice,
1162
- analysis.startPrice,
1163
- analysis.avgVolume
1164
- ),
1165
- kalmanFilter: this.calculateKalmanFilter(
1166
- analysis.currentPrice,
1167
- analysis.startPrice,
1168
- analysis.avgVolume
1169
- ),
1170
- arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1171
- garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1172
- hilbertTransform: this.calculateHilbertTransform(
1173
- analysis.currentPrice,
1174
- analysis.startPrice,
1175
- analysis.avgVolume
1176
- ),
1177
- waveletTransform: this.calculateWaveletTransform(
1178
- analysis.currentPrice,
1179
- analysis.startPrice,
1180
- analysis.avgVolume
1181
- )
1182
- },
1183
- optionsAnalysis: (() => {
1184
- const blackScholes = this.calculateBlackScholes(
1185
- analysis.currentPrice,
1186
- analysis.startPrice,
1187
- analysis.avgVolume
1188
- );
1189
- if (!blackScholes) return null;
1190
- return {
1191
- blackScholes,
1192
- impliedVolatility: analysis.impliedVolatility,
1193
- delta: blackScholes.delta,
1194
- gamma: blackScholes.gamma,
1195
- theta: blackScholes.theta,
1196
- vega: blackScholes.vega,
1197
- rho: blackScholes.rho,
1198
- greeks: {
1199
- delta: blackScholes.delta,
1200
- gamma: blackScholes.gamma,
1201
- theta: blackScholes.theta,
1202
- vega: blackScholes.vega,
1203
- rho: blackScholes.rho
1204
- }
1205
- };
1206
- })(),
1207
- riskManagement: {
1208
- targetEntry,
1209
- stopLoss,
1210
- profitTarget,
1211
- riskRewardRatio,
1212
- positionSize,
1213
- maxRisk
1214
- },
1215
- performance: {
1216
- sharpeRatio: analysis.sharpeRatio,
1217
- sortinoRatio: analysis.sortinoRatio,
1218
- calmarRatio: analysis.calmarRatio,
1219
- maxDrawdown: analysis.maxDrawdown * 100,
1220
- winRate: analysis.winRate,
1221
- profitFactor: analysis.profitFactor,
1222
- totalReturn: analysis.sessionReturn,
1223
- volatility: analysis.volatility
1224
- }
1225
- };
1226
- }
1227
- };
1228
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
1229
- return async (args) => {
1230
- try {
1231
- const symbol = args.symbol;
1232
- const priceHistory = marketDataPrices.get(symbol) || [];
1233
- if (priceHistory.length === 0) {
1234
- return {
1235
- content: [
1236
- {
1237
- type: "text",
1238
- text: `No price data available for ${symbol}. Please request market data first.`,
1239
- uri: "technicalAnalysis"
1240
- }
1241
- ]
1242
- };
1243
- }
1244
- const hasValidData = priceHistory.every(
1245
- (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1246
- );
1247
- if (!hasValidData) {
1248
- throw new Error("Invalid market data");
1249
- }
1250
- const analyzer = new TechnicalAnalyzer(priceHistory);
1251
- const analysis = analyzer.generateJSONAnalysis(symbol);
1252
- return {
1253
- content: [
1254
- {
1255
- type: "text",
1256
- text: `Technical Analysis for ${symbol}:
1257
-
1258
- ${JSON.stringify(analysis, null, 2)}`,
1259
- uri: "technicalAnalysis"
1260
- }
1261
- ]
1262
- };
1263
- } catch (error) {
1264
- return {
1265
- content: [
1266
- {
1267
- type: "text",
1268
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1269
- uri: "technicalAnalysis"
1270
- }
1271
- ],
1272
- isError: true
1273
- };
1274
- }
1275
- };
1276
- };
1277
-
1278
- // src/tools/marketData.ts
1279
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
1280
- import QuickChart from "quickchart-js";
1281
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
1282
- return async (args) => {
1283
- try {
1284
- parser.logger.log({
1285
- level: "info",
1286
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1287
- });
1288
- const response = new Promise((resolve) => {
1289
- pendingRequests.set(args.mdReqID, resolve);
1290
- parser.logger.log({
1291
- level: "info",
1292
- message: `Registered callback for market data request ID: ${args.mdReqID}`
1293
- });
1294
- });
1295
- const entryTypes = args.mdEntryTypes || [
1296
- MDEntryType.Bid,
1297
- MDEntryType.Offer,
1298
- MDEntryType.Trade,
1299
- MDEntryType.IndexValue,
1300
- MDEntryType.OpeningPrice,
1301
- MDEntryType.ClosingPrice,
1302
- MDEntryType.SettlementPrice,
1303
- MDEntryType.TradingSessionHighPrice,
1304
- MDEntryType.TradingSessionLowPrice,
1305
- MDEntryType.VWAP,
1306
- MDEntryType.Imbalance,
1307
- MDEntryType.TradeVolume,
1308
- MDEntryType.OpenInterest,
1309
- MDEntryType.CompositeUnderlyingPrice,
1310
- MDEntryType.SimulatedSellPrice,
1311
- MDEntryType.SimulatedBuyPrice,
1312
- MDEntryType.MarginRate,
1313
- MDEntryType.MidPrice,
1314
- MDEntryType.EmptyBook,
1315
- MDEntryType.SettleHighPrice,
1316
- MDEntryType.SettleLowPrice,
1317
- MDEntryType.PriorSettlePrice,
1318
- MDEntryType.SessionHighBid,
1319
- MDEntryType.SessionLowOffer,
1320
- MDEntryType.EarlyPrices,
1321
- MDEntryType.AuctionClearingPrice,
1322
- MDEntryType.SwapValueFactor,
1323
- MDEntryType.DailyValueAdjustmentForLongPositions,
1324
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
1325
- MDEntryType.DailyValueAdjustmentForShortPositions,
1326
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
1327
- MDEntryType.FixingPrice,
1328
- MDEntryType.CashRate,
1329
- MDEntryType.RecoveryRate,
1330
- MDEntryType.RecoveryRateForLong,
1331
- MDEntryType.RecoveryRateForShort,
1332
- MDEntryType.MarketBid,
1333
- MDEntryType.MarketOffer,
1334
- MDEntryType.ShortSaleMinPrice,
1335
- MDEntryType.PreviousClosingPrice,
1336
- MDEntryType.ThresholdLimitPriceBanding,
1337
- MDEntryType.DailyFinancingValue,
1338
- MDEntryType.AccruedFinancingValue,
1339
- MDEntryType.TWAP
1340
- ];
1341
- const messageFields = [
1342
- new Field(Fields.MsgType, Messages.MarketDataRequest),
1343
- new Field(Fields.SenderCompID, parser.sender),
1344
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1345
- new Field(Fields.TargetCompID, parser.target),
1346
- new Field(Fields.SendingTime, parser.getTimestamp()),
1347
- new Field(Fields.MDReqID, args.mdReqID),
1348
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1349
- new Field(Fields.MarketDepth, 0),
1350
- new Field(Fields.MDUpdateType, args.mdUpdateType)
1351
- ];
1352
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1353
- args.symbols.forEach((symbol) => {
1354
- messageFields.push(new Field(Fields.Symbol, symbol));
1355
- });
1356
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1357
- entryTypes.forEach((entryType) => {
1358
- messageFields.push(new Field(Fields.MDEntryType, entryType));
1359
- });
1360
- const mdr = parser.createMessage(...messageFields);
1361
- if (!parser.connected) {
1362
- parser.logger.log({
1363
- level: "error",
1364
- message: "Not connected. Cannot send market data request."
1365
- });
1366
- return {
1367
- content: [
1368
- {
1369
- type: "text",
1370
- text: "Error: Not connected. Ignoring message.",
1371
- uri: "marketDataRequest"
1372
- }
1373
- ],
1374
- isError: true
1375
- };
1376
- }
1377
- parser.logger.log({
1378
- level: "info",
1379
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1380
- });
1381
- parser.send(mdr);
1382
- const fixData = await response;
1383
- parser.logger.log({
1384
- level: "info",
1385
- message: `Received market data response for request ID: ${args.mdReqID}`
1386
- });
1387
- return {
1388
- content: [
1389
- {
1390
- type: "text",
1391
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1392
- uri: "marketDataRequest"
1393
- }
1394
- ]
1395
- };
1396
- } catch (error) {
1397
- return {
1398
- content: [
1399
- {
1400
- type: "text",
1401
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1402
- uri: "marketDataRequest"
1403
- }
1404
- ],
1405
- isError: true
1406
- };
1407
- }
1408
- };
1409
- };
1410
- var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1411
- if (priceHistory.length <= maxPoints) {
1412
- return priceHistory;
1413
- }
1414
- const result = [];
1415
- const step = priceHistory.length / maxPoints;
1416
- result.push(priceHistory[0]);
1417
- for (let i = 1; i < maxPoints - 1; i++) {
1418
- const startIndex = Math.floor(i * step);
1419
- const endIndex = Math.floor((i + 1) * step);
1420
- const segment = priceHistory.slice(startIndex, endIndex);
1421
- if (segment.length === 0) continue;
1422
- const aggregatedPoint = {
1423
- timestamp: segment[0].timestamp,
1424
- // Use timestamp of first point in segment
1425
- bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1426
- offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1427
- spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1428
- volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1429
- trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1430
- indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1431
- openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1432
- closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1433
- settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1434
- tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1435
- tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1436
- vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1437
- imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1438
- openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1439
- compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1440
- simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1441
- simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1442
- marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1443
- midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1444
- emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1445
- settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1446
- settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1447
- priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1448
- sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1449
- sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1450
- earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1451
- auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1452
- swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1453
- dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1454
- cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1455
- dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1456
- cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1457
- fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1458
- cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1459
- recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1460
- recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1461
- recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1462
- marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1463
- marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1464
- shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1465
- previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1466
- thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1467
- dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1468
- accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1469
- twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1470
- };
1471
- result.push(aggregatedPoint);
1472
232
  }
1473
- result.push(priceHistory[priceHistory.length - 1]);
1474
- return result;
1475
- };
1476
- var createGetStockGraphHandler = (marketDataPrices) => {
1477
- return async (args) => {
1478
- try {
1479
- const symbol = args.symbol;
1480
- const priceHistory = marketDataPrices.get(symbol) || [];
1481
- if (priceHistory.length === 0) {
1482
- return {
1483
- content: [
1484
- {
1485
- type: "text",
1486
- text: `No price data available for ${symbol}`,
1487
- uri: "getStockGraph"
1488
- }
1489
- ]
1490
- };
1491
- }
1492
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1493
- const chart = new QuickChart();
1494
- chart.setWidth(1200);
1495
- chart.setHeight(600);
1496
- chart.setBackgroundColor("transparent");
1497
- const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1498
- const bidData = aggregatedData.map((point) => point.bid);
1499
- const offerData = aggregatedData.map((point) => point.offer);
1500
- const spreadData = aggregatedData.map((point) => point.spread);
1501
- const volumeData = aggregatedData.map((point) => point.volume);
1502
- const tradeData = aggregatedData.map((point) => point.trade);
1503
- const vwapData = aggregatedData.map((point) => point.vwap);
1504
- const twapData = aggregatedData.map((point) => point.twap);
1505
- const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1506
- const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1507
- const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1508
- const config = {
1509
- type: "line",
1510
- data: {
1511
- labels,
1512
- datasets: [
1513
- {
1514
- label: "Bid",
1515
- data: bidData,
1516
- borderColor: "#28a745",
1517
- backgroundColor: "rgba(40, 167, 69, 0.1)",
1518
- fill: false,
1519
- tension: 0.4
1520
- },
1521
- {
1522
- label: "Offer",
1523
- data: offerData,
1524
- borderColor: "#dc3545",
1525
- backgroundColor: "rgba(220, 53, 69, 0.1)",
1526
- fill: false,
1527
- tension: 0.4
1528
- },
1529
- {
1530
- label: "Spread",
1531
- data: spreadData,
1532
- borderColor: "#6c757d",
1533
- backgroundColor: "rgba(108, 117, 125, 0.1)",
1534
- fill: false,
1535
- tension: 0.4
1536
- },
1537
- {
1538
- label: "Trade",
1539
- data: tradeData,
1540
- borderColor: "#ffc107",
1541
- backgroundColor: "rgba(255, 193, 7, 0.1)",
1542
- fill: false,
1543
- tension: 0.4
1544
- },
1545
- {
1546
- label: "VWAP",
1547
- data: vwapData,
1548
- borderColor: "#17a2b8",
1549
- backgroundColor: "rgba(23, 162, 184, 0.1)",
1550
- fill: false,
1551
- tension: 0.4
1552
- },
1553
- {
1554
- label: "TWAP",
1555
- data: twapData,
1556
- borderColor: "#6610f2",
1557
- backgroundColor: "rgba(102, 16, 242, 0.1)",
1558
- fill: false,
1559
- tension: 0.4
1560
- },
1561
- {
1562
- label: "Volume (Normalized)",
1563
- data: normalizedVolumeData,
1564
- borderColor: "#007bff",
1565
- backgroundColor: "rgba(0, 123, 255, 0.1)",
1566
- fill: true,
1567
- tension: 0.4
1568
- }
1569
- ]
1570
- },
1571
- options: {
1572
- responsive: true,
1573
- plugins: {
1574
- title: {
1575
- display: true,
1576
- text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1577
- }
1578
- },
1579
- scales: {
1580
- y: {
1581
- beginAtZero: false,
1582
- title: {
1583
- display: true,
1584
- text: "Price / Normalized Volume"
1585
- }
1586
- }
1587
- }
1588
- }
1589
- };
1590
- chart.setConfig(config);
1591
- const imageBuffer = await chart.toBinary();
1592
- const base64 = imageBuffer.toString("base64");
1593
- return {
1594
- content: [
1595
- {
1596
- type: "resource",
1597
- resource: {
1598
- uri: "resource://graph",
1599
- mimeType: "image/png",
1600
- blob: base64
1601
- }
1602
- }
1603
- ]
1604
- };
1605
- } catch (error) {
1606
- return {
1607
- content: [
1608
- {
1609
- type: "text",
1610
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1611
- uri: "getStockGraph"
1612
- }
1613
- ],
1614
- isError: true
1615
- };
1616
- }
1617
- };
1618
- };
1619
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1620
- return async (args) => {
1621
- try {
1622
- const symbol = args.symbol;
1623
- const priceHistory = marketDataPrices.get(symbol) || [];
1624
- if (priceHistory.length === 0) {
1625
- return {
1626
- content: [
1627
- {
1628
- type: "text",
1629
- text: `No price data available for ${symbol}`,
1630
- uri: "getStockPriceHistory"
1631
- }
1632
- ]
1633
- };
1634
- }
1635
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1636
- return {
1637
- content: [
1638
- {
1639
- type: "text",
1640
- text: JSON.stringify(
1641
- {
1642
- symbol,
1643
- count: aggregatedData.length,
1644
- originalCount: priceHistory.length,
1645
- data: aggregatedData.map((point) => ({
1646
- timestamp: new Date(point.timestamp).toISOString(),
1647
- bid: point.bid,
1648
- offer: point.offer,
1649
- spread: point.spread,
1650
- volume: point.volume,
1651
- trade: point.trade,
1652
- indexValue: point.indexValue,
1653
- openingPrice: point.openingPrice,
1654
- closingPrice: point.closingPrice,
1655
- settlementPrice: point.settlementPrice,
1656
- tradingSessionHighPrice: point.tradingSessionHighPrice,
1657
- tradingSessionLowPrice: point.tradingSessionLowPrice,
1658
- vwap: point.vwap,
1659
- imbalance: point.imbalance,
1660
- openInterest: point.openInterest,
1661
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1662
- simulatedSellPrice: point.simulatedSellPrice,
1663
- simulatedBuyPrice: point.simulatedBuyPrice,
1664
- marginRate: point.marginRate,
1665
- midPrice: point.midPrice,
1666
- emptyBook: point.emptyBook,
1667
- settleHighPrice: point.settleHighPrice,
1668
- settleLowPrice: point.settleLowPrice,
1669
- priorSettlePrice: point.priorSettlePrice,
1670
- sessionHighBid: point.sessionHighBid,
1671
- sessionLowOffer: point.sessionLowOffer,
1672
- earlyPrices: point.earlyPrices,
1673
- auctionClearingPrice: point.auctionClearingPrice,
1674
- swapValueFactor: point.swapValueFactor,
1675
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1676
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1677
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1678
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1679
- fixingPrice: point.fixingPrice,
1680
- cashRate: point.cashRate,
1681
- recoveryRate: point.recoveryRate,
1682
- recoveryRateForLong: point.recoveryRateForLong,
1683
- recoveryRateForShort: point.recoveryRateForShort,
1684
- marketBid: point.marketBid,
1685
- marketOffer: point.marketOffer,
1686
- shortSaleMinPrice: point.shortSaleMinPrice,
1687
- previousClosingPrice: point.previousClosingPrice,
1688
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1689
- dailyFinancingValue: point.dailyFinancingValue,
1690
- accruedFinancingValue: point.accruedFinancingValue,
1691
- twap: point.twap
1692
- }))
1693
- },
1694
- null,
1695
- 2
1696
- ),
1697
- uri: "getStockPriceHistory"
1698
- }
1699
- ]
1700
- };
1701
- } catch (error) {
1702
- return {
1703
- content: [
1704
- {
1705
- type: "text",
1706
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1707
- uri: "getStockPriceHistory"
1708
- }
1709
- ],
1710
- isError: true
1711
- };
1712
- }
1713
- };
1714
- };
1715
-
1716
- // src/tools/order.ts
1717
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1718
- var ordTypeNames = {
1719
- "1": "Market",
1720
- "2": "Limit",
1721
- "3": "Stop",
1722
- "4": "StopLimit",
1723
- "5": "MarketOnClose",
1724
- "6": "WithOrWithout",
1725
- "7": "LimitOrBetter",
1726
- "8": "LimitWithOrWithout",
1727
- "9": "OnBasis",
1728
- A: "OnClose",
1729
- B: "LimitOnClose",
1730
- C: "ForexMarket",
1731
- D: "PreviouslyQuoted",
1732
- E: "PreviouslyIndicated",
1733
- F: "ForexLimit",
1734
- G: "ForexSwap",
1735
- H: "ForexPreviouslyQuoted",
1736
- I: "Funari",
1737
- J: "MarketIfTouched",
1738
- K: "MarketWithLeftOverAsLimit",
1739
- L: "PreviousFundValuationPoint",
1740
- M: "NextFundValuationPoint",
1741
- P: "Pegged",
1742
- Q: "CounterOrderSelection",
1743
- R: "StopOnBidOrOffer",
1744
- S: "StopLimitOnBidOrOffer"
1745
- };
1746
- var sideNames = {
1747
- "1": "Buy",
1748
- "2": "Sell",
1749
- "3": "BuyMinus",
1750
- "4": "SellPlus",
1751
- "5": "SellShort",
1752
- "6": "SellShortExempt",
1753
- "7": "Undisclosed",
1754
- "8": "Cross",
1755
- "9": "CrossShort",
1756
- A: "CrossShortExempt",
1757
- B: "AsDefined",
1758
- C: "Opposite",
1759
- D: "Subscribe",
1760
- E: "Redeem",
1761
- F: "Lend",
1762
- G: "Borrow",
1763
- H: "SellUndisclosed"
1764
- };
1765
- var timeInForceNames = {
1766
- "0": "Day",
1767
- "1": "GoodTillCancel",
1768
- "2": "AtTheOpening",
1769
- "3": "ImmediateOrCancel",
1770
- "4": "FillOrKill",
1771
- "5": "GoodTillCrossing",
1772
- "6": "GoodTillDate",
1773
- "7": "AtTheClose",
1774
- "8": "GoodThroughCrossing",
1775
- "9": "AtCrossing",
1776
- A: "GoodForTime",
1777
- B: "GoodForAuction",
1778
- C: "GoodForMonth"
1779
- };
1780
- var handlInstNames = {
1781
- "1": "AutomatedExecutionNoIntervention",
1782
- "2": "AutomatedExecutionInterventionOK",
1783
- "3": "ManualOrder"
1784
- };
1785
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1786
- return async (args) => {
1787
- try {
1788
- verifiedOrders.set(args.clOrdID, {
1789
- clOrdID: args.clOrdID,
1790
- handlInst: args.handlInst,
1791
- quantity: Number.parseFloat(String(args.quantity)),
1792
- price: Number.parseFloat(String(args.price)),
1793
- ordType: args.ordType,
1794
- side: args.side,
1795
- symbol: args.symbol,
1796
- timeInForce: args.timeInForce
1797
- });
1798
- return {
1799
- content: [
1800
- {
1801
- type: "text",
1802
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1803
-
1804
- Parameters verified:
1805
- - ClOrdID: ${args.clOrdID}
1806
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1807
- - Quantity: ${args.quantity}
1808
- - Price: ${args.price}
1809
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1810
- - Side: ${args.side} (${sideNames[args.side]})
1811
- - Symbol: ${args.symbol}
1812
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1813
-
1814
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1815
- uri: "verifyOrder"
1816
- }
1817
- ]
1818
- };
1819
- } catch (error) {
1820
- return {
1821
- content: [
1822
- {
1823
- type: "text",
1824
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1825
- uri: "verifyOrder"
1826
- }
1827
- ],
1828
- isError: true
1829
- };
1830
- }
1831
- };
1832
- };
1833
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1834
- return async (args) => {
1835
- try {
1836
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1837
- if (!verifiedOrder) {
1838
- return {
1839
- content: [
1840
- {
1841
- type: "text",
1842
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1843
- uri: "executeOrder"
1844
- }
1845
- ],
1846
- isError: true
1847
- };
1848
- }
1849
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
1850
- return {
1851
- content: [
1852
- {
1853
- type: "text",
1854
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1855
- uri: "executeOrder"
1856
- }
1857
- ],
1858
- isError: true
1859
- };
1860
- }
1861
- const response = new Promise((resolve) => {
1862
- pendingRequests.set(args.clOrdID, resolve);
1863
- });
1864
- const order = parser.createMessage(
1865
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1866
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1867
- new Field2(Fields2.SenderCompID, parser.sender),
1868
- new Field2(Fields2.TargetCompID, parser.target),
1869
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
1870
- new Field2(Fields2.ClOrdID, args.clOrdID),
1871
- new Field2(Fields2.Side, args.side),
1872
- new Field2(Fields2.Symbol, args.symbol),
1873
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1874
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1875
- new Field2(Fields2.OrdType, args.ordType),
1876
- new Field2(Fields2.HandlInst, args.handlInst),
1877
- new Field2(Fields2.TimeInForce, args.timeInForce),
1878
- new Field2(Fields2.TransactTime, parser.getTimestamp())
1879
- );
1880
- if (!parser.connected) {
1881
- return {
1882
- content: [
1883
- {
1884
- type: "text",
1885
- text: "Error: Not connected. Ignoring message.",
1886
- uri: "executeOrder"
1887
- }
1888
- ],
1889
- isError: true
1890
- };
1891
- }
1892
- parser.send(order);
1893
- const fixData = await response;
1894
- verifiedOrders.delete(args.clOrdID);
1895
- return {
1896
- content: [
1897
- {
1898
- type: "text",
1899
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1900
- uri: "executeOrder"
1901
- }
1902
- ]
1903
- };
1904
- } catch (error) {
1905
- return {
1906
- content: [
1907
- {
1908
- type: "text",
1909
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1910
- uri: "executeOrder"
1911
- }
1912
- ],
1913
- isError: true
1914
- };
1915
- }
1916
- };
1917
- };
1918
-
1919
- // src/tools/parse.ts
1920
- var createParseHandler = (parser) => {
1921
- return async (args) => {
1922
- try {
1923
- const parsedMessage = parser.parse(args.fixString);
1924
- if (!parsedMessage || parsedMessage.length === 0) {
1925
- return {
1926
- content: [
1927
- {
1928
- type: "text",
1929
- text: "Error: Failed to parse FIX string",
1930
- uri: "parse"
1931
- }
1932
- ],
1933
- isError: true
1934
- };
1935
- }
1936
- return {
1937
- content: [
1938
- {
1939
- type: "text",
1940
- text: `${parsedMessage[0].description}
1941
- ${parsedMessage[0].messageTypeDescription}`,
1942
- uri: "parse"
1943
- }
1944
- ]
1945
- };
1946
- } catch (error) {
1947
- return {
1948
- content: [
1949
- {
1950
- type: "text",
1951
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1952
- uri: "parse"
1953
- }
1954
- ],
1955
- isError: true
1956
- };
1957
- }
1958
- };
1959
- };
1960
-
1961
- // src/tools/parseToJSON.ts
1962
- var createParseToJSONHandler = (parser) => {
1963
- return async (args) => {
1964
- try {
1965
- const parsedMessage = parser.parse(args.fixString);
1966
- if (!parsedMessage || parsedMessage.length === 0) {
1967
- return {
1968
- content: [
1969
- {
1970
- type: "text",
1971
- text: "Error: Failed to parse FIX string",
1972
- uri: "parseToJSON"
1973
- }
1974
- ],
1975
- isError: true
1976
- };
1977
- }
1978
- return {
1979
- content: [
1980
- {
1981
- type: "text",
1982
- text: `${parsedMessage[0].toFIXJSON()}`,
1983
- uri: "parseToJSON"
1984
- }
1985
- ]
1986
- };
1987
- } catch (error) {
1988
- return {
1989
- content: [
1990
- {
1991
- type: "text",
1992
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1993
- uri: "parseToJSON"
1994
- }
1995
- ],
1996
- isError: true
1997
- };
1998
- }
1999
- };
2000
233
  };
2001
-
2002
- // src/tools/index.ts
2003
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2004
- parse: createParseHandler(parser),
2005
- parseToJSON: createParseToJSONHandler(parser),
2006
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2007
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2008
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2009
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
2010
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2011
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2012
- });
2013
-
2014
- // src/utils/messageHandler.ts
2015
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
2016
- function getEnumValue(enumObj, name) {
2017
- return enumObj[name] || name;
2018
- }
2019
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2020
- const msgType = message.messageType;
2021
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
2022
- const symbol = message.getField(Fields3.Symbol)?.value;
2023
- const fixJson = message.toFIXJSON();
2024
- const entries = fixJson.Body?.NoMDEntries || [];
2025
- const data = {
2026
- timestamp: Date.now(),
2027
- bid: 0,
2028
- offer: 0,
2029
- spread: 0,
2030
- volume: 0,
2031
- trade: 0,
2032
- indexValue: 0,
2033
- openingPrice: 0,
2034
- closingPrice: 0,
2035
- settlementPrice: 0,
2036
- tradingSessionHighPrice: 0,
2037
- tradingSessionLowPrice: 0,
2038
- vwap: 0,
2039
- imbalance: 0,
2040
- openInterest: 0,
2041
- compositeUnderlyingPrice: 0,
2042
- simulatedSellPrice: 0,
2043
- simulatedBuyPrice: 0,
2044
- marginRate: 0,
2045
- midPrice: 0,
2046
- emptyBook: 0,
2047
- settleHighPrice: 0,
2048
- settleLowPrice: 0,
2049
- priorSettlePrice: 0,
2050
- sessionHighBid: 0,
2051
- sessionLowOffer: 0,
2052
- earlyPrices: 0,
2053
- auctionClearingPrice: 0,
2054
- swapValueFactor: 0,
2055
- dailyValueAdjustmentForLongPositions: 0,
2056
- cumulativeValueAdjustmentForLongPositions: 0,
2057
- dailyValueAdjustmentForShortPositions: 0,
2058
- cumulativeValueAdjustmentForShortPositions: 0,
2059
- fixingPrice: 0,
2060
- cashRate: 0,
2061
- recoveryRate: 0,
2062
- recoveryRateForLong: 0,
2063
- recoveryRateForShort: 0,
2064
- marketBid: 0,
2065
- marketOffer: 0,
2066
- shortSaleMinPrice: 0,
2067
- previousClosingPrice: 0,
2068
- thresholdLimitPriceBanding: 0,
2069
- dailyFinancingValue: 0,
2070
- accruedFinancingValue: 0,
2071
- twap: 0
2072
- };
2073
- for (const entry of entries) {
2074
- const entryType = entry.MDEntryType;
2075
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2076
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2077
- const enumValue = getEnumValue(MDEntryType2, entryType);
2078
- switch (enumValue) {
2079
- case MDEntryType2.Bid:
2080
- data.bid = price;
2081
- break;
2082
- case MDEntryType2.Offer:
2083
- data.offer = price;
2084
- break;
2085
- case MDEntryType2.Trade:
2086
- data.trade = price;
2087
- break;
2088
- case MDEntryType2.IndexValue:
2089
- data.indexValue = price;
2090
- break;
2091
- case MDEntryType2.OpeningPrice:
2092
- data.openingPrice = price;
2093
- break;
2094
- case MDEntryType2.ClosingPrice:
2095
- data.closingPrice = price;
2096
- break;
2097
- case MDEntryType2.SettlementPrice:
2098
- data.settlementPrice = price;
2099
- break;
2100
- case MDEntryType2.TradingSessionHighPrice:
2101
- data.tradingSessionHighPrice = price;
2102
- break;
2103
- case MDEntryType2.TradingSessionLowPrice:
2104
- data.tradingSessionLowPrice = price;
2105
- break;
2106
- case MDEntryType2.VWAP:
2107
- data.vwap = price;
2108
- break;
2109
- case MDEntryType2.Imbalance:
2110
- data.imbalance = size;
2111
- break;
2112
- case MDEntryType2.TradeVolume:
2113
- data.volume = size;
2114
- break;
2115
- case MDEntryType2.OpenInterest:
2116
- data.openInterest = size;
2117
- break;
2118
- case MDEntryType2.CompositeUnderlyingPrice:
2119
- data.compositeUnderlyingPrice = price;
2120
- break;
2121
- case MDEntryType2.SimulatedSellPrice:
2122
- data.simulatedSellPrice = price;
2123
- break;
2124
- case MDEntryType2.SimulatedBuyPrice:
2125
- data.simulatedBuyPrice = price;
2126
- break;
2127
- case MDEntryType2.MarginRate:
2128
- data.marginRate = price;
2129
- break;
2130
- case MDEntryType2.MidPrice:
2131
- data.midPrice = price;
2132
- break;
2133
- case MDEntryType2.EmptyBook:
2134
- data.emptyBook = 1;
2135
- break;
2136
- case MDEntryType2.SettleHighPrice:
2137
- data.settleHighPrice = price;
2138
- break;
2139
- case MDEntryType2.SettleLowPrice:
2140
- data.settleLowPrice = price;
2141
- break;
2142
- case MDEntryType2.PriorSettlePrice:
2143
- data.priorSettlePrice = price;
2144
- break;
2145
- case MDEntryType2.SessionHighBid:
2146
- data.sessionHighBid = price;
2147
- break;
2148
- case MDEntryType2.SessionLowOffer:
2149
- data.sessionLowOffer = price;
2150
- break;
2151
- case MDEntryType2.EarlyPrices:
2152
- data.earlyPrices = price;
2153
- break;
2154
- case MDEntryType2.AuctionClearingPrice:
2155
- data.auctionClearingPrice = price;
2156
- break;
2157
- case MDEntryType2.SwapValueFactor:
2158
- data.swapValueFactor = price;
2159
- break;
2160
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
2161
- data.dailyValueAdjustmentForLongPositions = price;
2162
- break;
2163
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2164
- data.cumulativeValueAdjustmentForLongPositions = price;
2165
- break;
2166
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
2167
- data.dailyValueAdjustmentForShortPositions = price;
2168
- break;
2169
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2170
- data.cumulativeValueAdjustmentForShortPositions = price;
2171
- break;
2172
- case MDEntryType2.FixingPrice:
2173
- data.fixingPrice = price;
2174
- break;
2175
- case MDEntryType2.CashRate:
2176
- data.cashRate = price;
2177
- break;
2178
- case MDEntryType2.RecoveryRate:
2179
- data.recoveryRate = price;
2180
- break;
2181
- case MDEntryType2.RecoveryRateForLong:
2182
- data.recoveryRateForLong = price;
2183
- break;
2184
- case MDEntryType2.RecoveryRateForShort:
2185
- data.recoveryRateForShort = price;
2186
- break;
2187
- case MDEntryType2.MarketBid:
2188
- data.marketBid = price;
2189
- break;
2190
- case MDEntryType2.MarketOffer:
2191
- data.marketOffer = price;
2192
- break;
2193
- case MDEntryType2.ShortSaleMinPrice:
2194
- data.shortSaleMinPrice = price;
2195
- break;
2196
- case MDEntryType2.PreviousClosingPrice:
2197
- data.previousClosingPrice = price;
2198
- break;
2199
- case MDEntryType2.ThresholdLimitPriceBanding:
2200
- data.thresholdLimitPriceBanding = price;
2201
- break;
2202
- case MDEntryType2.DailyFinancingValue:
2203
- data.dailyFinancingValue = price;
2204
- break;
2205
- case MDEntryType2.AccruedFinancingValue:
2206
- data.accruedFinancingValue = price;
2207
- break;
2208
- case MDEntryType2.TWAP:
2209
- data.twap = price;
2210
- break;
2211
- }
2212
- }
2213
- data.spread = data.offer - data.bid;
2214
- if (!marketDataPrices.has(symbol)) {
2215
- marketDataPrices.set(symbol, []);
2216
- }
2217
- const prices = marketDataPrices.get(symbol);
2218
- prices.push(data);
2219
- if (prices.length > maxPriceHistory) {
2220
- prices.splice(0, prices.length - maxPriceHistory);
2221
- }
2222
- onPriceUpdate?.(symbol, data);
2223
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
2224
- if (mdReqID) {
2225
- const callback = pendingRequests.get(mdReqID);
2226
- if (callback) {
2227
- callback(message);
2228
- pendingRequests.delete(mdReqID);
2229
- }
2230
- }
2231
- } else if (msgType === Messages3.ExecutionReport) {
2232
- const reqId = message.getField(Fields3.ClOrdID)?.value;
2233
- const callback = pendingRequests.get(reqId);
2234
- if (callback) {
2235
- callback(message);
2236
- pendingRequests.delete(reqId);
2237
- }
2238
- }
2239
- }
2240
-
2241
- // src/MCPLocal.ts
2242
- var MCPLocal = class extends MCPBase {
2243
- /**
2244
- * Map to store verified orders before execution
2245
- * @private
2246
- */
2247
- verifiedOrders = /* @__PURE__ */ new Map();
2248
- /**
2249
- * Map to store pending requests and their callbacks
2250
- * @private
2251
- */
2252
- pendingRequests = /* @__PURE__ */ new Map();
2253
- /**
2254
- * Map to store market data prices for each symbol
2255
- * @private
2256
- */
2257
- marketDataPrices = /* @__PURE__ */ new Map();
2258
- /**
2259
- * Maximum number of price history entries to keep per symbol
2260
- * @private
2261
- */
2262
- MAX_PRICE_HISTORY = 1e5;
234
+ var MCPLocal = class {
235
+ parser;
2263
236
  server = new Server(
2264
237
  {
2265
238
  name: "fixparser",
@@ -2281,13 +254,78 @@ var MCPLocal = class extends MCPBase {
2281
254
  }
2282
255
  );
2283
256
  transport = new StdioServerTransport();
257
+ onReady = void 0;
258
+ pendingRequests = /* @__PURE__ */ new Map();
259
+ verifiedOrders = /* @__PURE__ */ new Map();
260
+ // Store market data prices with timestamps
261
+ marketDataPrices = /* @__PURE__ */ new Map();
262
+ MAX_PRICE_HISTORY = 1e5;
263
+ // Maximum number of price points to store per symbol
2284
264
  constructor({ logger, onReady }) {
2285
- super({ logger, onReady });
265
+ if (onReady) this.onReady = onReady;
2286
266
  }
2287
267
  async register(parser) {
2288
268
  this.parser = parser;
2289
269
  this.parser.addOnMessageCallback((message) => {
2290
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
270
+ this.parser?.logger.log({
271
+ level: "info",
272
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
273
+ });
274
+ const msgType = message.messageType;
275
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
276
+ this.parser?.logger.log({
277
+ level: "info",
278
+ message: `MCP Server handling message type: ${msgType}`
279
+ });
280
+ let id;
281
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
282
+ const symbol = message.getField(Fields.Symbol);
283
+ const price = message.getField(Fields.MDEntryPx);
284
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
285
+ if (symbol?.value && price?.value) {
286
+ const symbolStr = String(symbol.value);
287
+ const priceNum = Number(price.value);
288
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
289
+ priceHistory.push({
290
+ timestamp: Number(timestamp),
291
+ price: priceNum
292
+ });
293
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
294
+ priceHistory.shift();
295
+ }
296
+ this.marketDataPrices.set(symbolStr, priceHistory);
297
+ this.parser?.logger.log({
298
+ level: "info",
299
+ message: `MCP Server added ${symbol}: ${priceNum}`
300
+ });
301
+ this.server.notification({
302
+ method: "priceUpdate",
303
+ params: {
304
+ symbol: symbolStr,
305
+ price: priceNum,
306
+ timestamp: Number(timestamp)
307
+ }
308
+ });
309
+ }
310
+ }
311
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
312
+ const mdReqID = message.getField(Fields.MDReqID);
313
+ if (mdReqID) id = String(mdReqID.value);
314
+ } else if (msgType === Messages.ExecutionReport) {
315
+ const clOrdID = message.getField(Fields.ClOrdID);
316
+ if (clOrdID) id = String(clOrdID.value);
317
+ } else if (msgType === Messages.Reject) {
318
+ const refSeqNum = message.getField(Fields.RefSeqNum);
319
+ if (refSeqNum) id = String(refSeqNum.value);
320
+ }
321
+ if (id) {
322
+ const callback = this.pendingRequests.get(id);
323
+ if (callback) {
324
+ callback(message);
325
+ this.pendingRequests.delete(id);
326
+ }
327
+ }
328
+ }
2291
329
  });
2292
330
  this.addWorkflows();
2293
331
  await this.server.connect(this.transport);
@@ -2302,15 +340,18 @@ var MCPLocal = class extends MCPBase {
2302
340
  if (!this.server) {
2303
341
  return;
2304
342
  }
2305
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
2306
- return {
2307
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2308
- name,
2309
- description,
2310
- inputSchema: schema
2311
- }))
2312
- };
2313
- });
343
+ this.server.setRequestHandler(
344
+ z.object({ method: z.literal("tools/list") }),
345
+ async (request, extra) => {
346
+ return {
347
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
348
+ name,
349
+ description,
350
+ inputSchema: schema
351
+ }))
352
+ };
353
+ }
354
+ );
2314
355
  this.server.setRequestHandler(
2315
356
  z.object({
2316
357
  method: z.literal("tools/call"),
@@ -2322,32 +363,491 @@ var MCPLocal = class extends MCPBase {
2322
363
  }).optional()
2323
364
  })
2324
365
  }),
2325
- async (request) => {
366
+ async (request, extra) => {
2326
367
  const { name, arguments: args } = request.params;
2327
- const toolHandlers = createToolHandlers(
2328
- this.parser,
2329
- this.verifiedOrders,
2330
- this.pendingRequests,
2331
- this.marketDataPrices
2332
- );
2333
- const handler = toolHandlers[name];
2334
- if (!handler) {
2335
- return {
2336
- content: [
2337
- {
2338
- type: "text",
2339
- text: `Tool not found: ${name}`,
2340
- uri: name
368
+ switch (name) {
369
+ case "parse":
370
+ try {
371
+ const parsedMessage = this.parser?.parse(args.fixString);
372
+ if (!parsedMessage || parsedMessage.length === 0) {
373
+ return {
374
+ contents: [
375
+ {
376
+ type: "text",
377
+ text: "Error: Failed to parse FIX string",
378
+ uri: "parse"
379
+ }
380
+ ],
381
+ isError: true
382
+ };
2341
383
  }
2342
- ],
2343
- isError: true
2344
- };
384
+ return {
385
+ contents: [
386
+ {
387
+ type: "text",
388
+ text: `${parsedMessage[0].description}
389
+ ${parsedMessage[0].messageTypeDescription}`,
390
+ uri: "parse"
391
+ }
392
+ ]
393
+ };
394
+ } catch (error) {
395
+ return {
396
+ contents: [
397
+ {
398
+ type: "text",
399
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
400
+ uri: "parse"
401
+ }
402
+ ],
403
+ isError: true
404
+ };
405
+ }
406
+ case "parseToJSON":
407
+ try {
408
+ const parsedMessage = this.parser?.parse(args.fixString);
409
+ if (!parsedMessage || parsedMessage.length === 0) {
410
+ return {
411
+ contents: [
412
+ {
413
+ type: "text",
414
+ text: "Error: Failed to parse FIX string",
415
+ uri: "parseToJSON"
416
+ }
417
+ ],
418
+ isError: true
419
+ };
420
+ }
421
+ return {
422
+ contents: [
423
+ {
424
+ type: "text",
425
+ text: `${parsedMessage[0].toFIXJSON()}`,
426
+ uri: "parseToJSON"
427
+ }
428
+ ]
429
+ };
430
+ } catch (error) {
431
+ return {
432
+ contents: [
433
+ {
434
+ type: "text",
435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
436
+ uri: "parseToJSON"
437
+ }
438
+ ],
439
+ isError: true
440
+ };
441
+ }
442
+ case "verifyOrder":
443
+ try {
444
+ this.verifiedOrders.set(args.clOrdID, {
445
+ clOrdID: args.clOrdID,
446
+ handlInst: args.handlInst,
447
+ quantity: Number.parseFloat(args.quantity),
448
+ price: Number.parseFloat(args.price),
449
+ ordType: args.ordType,
450
+ side: args.side,
451
+ symbol: args.symbol,
452
+ timeInForce: args.timeInForce
453
+ });
454
+ const ordTypeNames = {
455
+ "1": "Market",
456
+ "2": "Limit",
457
+ "3": "Stop",
458
+ "4": "StopLimit",
459
+ "5": "MarketOnClose",
460
+ "6": "WithOrWithout",
461
+ "7": "LimitOrBetter",
462
+ "8": "LimitWithOrWithout",
463
+ "9": "OnBasis",
464
+ A: "OnClose",
465
+ B: "LimitOnClose",
466
+ C: "ForexMarket",
467
+ D: "PreviouslyQuoted",
468
+ E: "PreviouslyIndicated",
469
+ F: "ForexLimit",
470
+ G: "ForexSwap",
471
+ H: "ForexPreviouslyQuoted",
472
+ I: "Funari",
473
+ J: "MarketIfTouched",
474
+ K: "MarketWithLeftOverAsLimit",
475
+ L: "PreviousFundValuationPoint",
476
+ M: "NextFundValuationPoint",
477
+ P: "Pegged",
478
+ Q: "CounterOrderSelection",
479
+ R: "StopOnBidOrOffer",
480
+ S: "StopLimitOnBidOrOffer"
481
+ };
482
+ const sideNames = {
483
+ "1": "Buy",
484
+ "2": "Sell",
485
+ "3": "BuyMinus",
486
+ "4": "SellPlus",
487
+ "5": "SellShort",
488
+ "6": "SellShortExempt",
489
+ "7": "Undisclosed",
490
+ "8": "Cross",
491
+ "9": "CrossShort",
492
+ A: "CrossShortExempt",
493
+ B: "AsDefined",
494
+ C: "Opposite",
495
+ D: "Subscribe",
496
+ E: "Redeem",
497
+ F: "Lend",
498
+ G: "Borrow",
499
+ H: "SellUndisclosed"
500
+ };
501
+ const timeInForceNames = {
502
+ "0": "Day",
503
+ "1": "GoodTillCancel",
504
+ "2": "AtTheOpening",
505
+ "3": "ImmediateOrCancel",
506
+ "4": "FillOrKill",
507
+ "5": "GoodTillCrossing",
508
+ "6": "GoodTillDate",
509
+ "7": "AtTheClose",
510
+ "8": "GoodThroughCrossing",
511
+ "9": "AtCrossing",
512
+ A: "GoodForTime",
513
+ B: "GoodForAuction",
514
+ C: "GoodForMonth"
515
+ };
516
+ const handlInstNames = {
517
+ "1": "AutomatedExecutionNoIntervention",
518
+ "2": "AutomatedExecutionInterventionOK",
519
+ "3": "ManualOrder"
520
+ };
521
+ return {
522
+ contents: [
523
+ {
524
+ type: "text",
525
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
526
+
527
+ Parameters verified:
528
+ - ClOrdID: ${args.clOrdID}
529
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
530
+ - Quantity: ${args.quantity}
531
+ - Price: ${args.price}
532
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
533
+ - Side: ${args.side} (${sideNames[args.side]})
534
+ - Symbol: ${args.symbol}
535
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
536
+
537
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
538
+ uri: "verifyOrder"
539
+ }
540
+ ]
541
+ };
542
+ } catch (error) {
543
+ return {
544
+ contents: [
545
+ {
546
+ type: "text",
547
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
548
+ uri: "verifyOrder"
549
+ }
550
+ ],
551
+ isError: true
552
+ };
553
+ }
554
+ case "executeOrder":
555
+ try {
556
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
557
+ if (!verifiedOrder) {
558
+ return {
559
+ contents: [
560
+ {
561
+ type: "text",
562
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
563
+ uri: "executeOrder"
564
+ }
565
+ ],
566
+ isError: true
567
+ };
568
+ }
569
+ 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) {
570
+ return {
571
+ contents: [
572
+ {
573
+ type: "text",
574
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
575
+ uri: "executeOrder"
576
+ }
577
+ ],
578
+ isError: true
579
+ };
580
+ }
581
+ const response = new Promise((resolve) => {
582
+ this.pendingRequests.set(args.clOrdID, resolve);
583
+ });
584
+ const order = this.parser?.createMessage(
585
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
586
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
587
+ new Field(Fields.SenderCompID, this.parser?.sender),
588
+ new Field(Fields.TargetCompID, this.parser?.target),
589
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
590
+ new Field(Fields.ClOrdID, args.clOrdID),
591
+ new Field(Fields.Side, args.side),
592
+ new Field(Fields.Symbol, args.symbol),
593
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
594
+ new Field(Fields.Price, Number.parseFloat(args.price)),
595
+ new Field(Fields.OrdType, args.ordType),
596
+ new Field(Fields.HandlInst, args.handlInst),
597
+ new Field(Fields.TimeInForce, args.timeInForce),
598
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
599
+ );
600
+ if (!this.parser?.connected) {
601
+ return {
602
+ contents: [
603
+ {
604
+ type: "text",
605
+ text: "Error: Not connected. Ignoring message.",
606
+ uri: "executeOrder"
607
+ }
608
+ ],
609
+ isError: true
610
+ };
611
+ }
612
+ this.parser?.send(order);
613
+ const fixData = await response;
614
+ this.verifiedOrders.delete(args.clOrdID);
615
+ return {
616
+ contents: [
617
+ {
618
+ type: "text",
619
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
620
+ uri: "executeOrder"
621
+ }
622
+ ]
623
+ };
624
+ } catch (error) {
625
+ return {
626
+ contents: [
627
+ {
628
+ type: "text",
629
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ case "marketDataRequest":
637
+ try {
638
+ const response = new Promise((resolve) => {
639
+ this.pendingRequests.set(args.mdReqID, resolve);
640
+ });
641
+ const messageFields = [
642
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
643
+ new Field(Fields.SenderCompID, this.parser?.sender),
644
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
645
+ new Field(Fields.TargetCompID, this.parser?.target),
646
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
647
+ new Field(Fields.MDReqID, args.mdReqID),
648
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
649
+ new Field(Fields.MarketDepth, 0),
650
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
651
+ ];
652
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
653
+ args.symbols.forEach((symbol) => {
654
+ messageFields.push(new Field(Fields.Symbol, symbol));
655
+ });
656
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
657
+ args.mdEntryTypes.forEach((entryType) => {
658
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
659
+ });
660
+ const mdr = this.parser?.createMessage(...messageFields);
661
+ if (!this.parser?.connected) {
662
+ return {
663
+ contents: [
664
+ {
665
+ type: "text",
666
+ text: "Error: Not connected. Ignoring message.",
667
+ uri: "marketDataRequest"
668
+ }
669
+ ],
670
+ isError: true
671
+ };
672
+ }
673
+ this.parser?.send(mdr);
674
+ const fixData = await response;
675
+ return {
676
+ contents: [
677
+ {
678
+ type: "text",
679
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
680
+ uri: "marketDataRequest"
681
+ }
682
+ ]
683
+ };
684
+ } catch (error) {
685
+ return {
686
+ contents: [
687
+ {
688
+ type: "text",
689
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
690
+ uri: "marketDataRequest"
691
+ }
692
+ ],
693
+ isError: true
694
+ };
695
+ }
696
+ case "getStockGraph":
697
+ try {
698
+ const symbol = args.symbol;
699
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
700
+ if (priceHistory.length === 0) {
701
+ return {
702
+ contents: [
703
+ {
704
+ type: "text",
705
+ text: `No price data available for ${symbol}`,
706
+ uri: "getStockGraph"
707
+ }
708
+ ]
709
+ };
710
+ }
711
+ const width = 600;
712
+ const height = 300;
713
+ const padding = 40;
714
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
715
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
716
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
717
+ const yScale = (height - 2 * padding) / (yMax - yMin);
718
+ const points = priceHistory.map((d, i) => {
719
+ const x = padding + i * xScale;
720
+ const y = height - padding - (d.price - yMin) * yScale;
721
+ return `${x},${y}`;
722
+ }).join(" L ");
723
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
724
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
725
+ <!-- Background -->
726
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
727
+
728
+ <!-- Grid lines -->
729
+ <g stroke="#e9ecef" stroke-width="1">
730
+ ${Array.from({ length: 5 }, (_, i) => {
731
+ const y = padding + (height - 2 * padding) * i / 4;
732
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
733
+ }).join("\n")}
734
+ </g>
735
+
736
+ <!-- Price line -->
737
+ <path d="M ${points}"
738
+ fill="none"
739
+ stroke="#007bff"
740
+ stroke-width="2"/>
741
+
742
+ <!-- Data points -->
743
+ ${priceHistory.map((d, i) => {
744
+ const x = padding + i * xScale;
745
+ const y = height - padding - (d.price - yMin) * yScale;
746
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
747
+ }).join("\n")}
748
+
749
+ <!-- Labels -->
750
+ <g font-family="Arial" font-size="12" fill="#495057">
751
+ ${Array.from({ length: 5 }, (_, i) => {
752
+ const x = padding + (width - 2 * padding) * i / 4;
753
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
754
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
755
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
756
+ }).join("\n")}
757
+ ${Array.from({ length: 5 }, (_, i) => {
758
+ const y = padding + (height - 2 * padding) * i / 4;
759
+ const price = yMax - (yMax - yMin) * i / 4;
760
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
761
+ }).join("\n")}
762
+ </g>
763
+
764
+ <!-- Title -->
765
+ <text x="${width / 2}" y="${padding / 2}"
766
+ font-family="Arial" font-size="16" font-weight="bold"
767
+ text-anchor="middle" fill="#212529">
768
+ ${symbol} - Price Chart (${priceHistory.length} points)
769
+ </text>
770
+ </svg>`;
771
+ return {
772
+ contents: [
773
+ {
774
+ type: "text",
775
+ text: svg,
776
+ uri: "getStockGraph"
777
+ }
778
+ ]
779
+ };
780
+ } catch (error) {
781
+ return {
782
+ contents: [
783
+ {
784
+ type: "text",
785
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
786
+ uri: "getStockGraph"
787
+ }
788
+ ],
789
+ isError: true
790
+ };
791
+ }
792
+ case "getStockPriceHistory":
793
+ try {
794
+ const symbol = args.symbol;
795
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
796
+ if (priceHistory.length === 0) {
797
+ return {
798
+ contents: [
799
+ {
800
+ type: "text",
801
+ text: `No price data available for ${symbol}`,
802
+ uri: "getStockPriceHistory"
803
+ }
804
+ ]
805
+ };
806
+ }
807
+ return {
808
+ contents: [
809
+ {
810
+ type: "text",
811
+ text: JSON.stringify(
812
+ {
813
+ symbol,
814
+ count: priceHistory.length,
815
+ prices: priceHistory.map((point) => ({
816
+ timestamp: new Date(point.timestamp).toISOString(),
817
+ price: point.price
818
+ }))
819
+ },
820
+ null,
821
+ 2
822
+ ),
823
+ uri: "getStockPriceHistory"
824
+ }
825
+ ]
826
+ };
827
+ } catch (error) {
828
+ return {
829
+ contents: [
830
+ {
831
+ type: "text",
832
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
833
+ uri: "getStockPriceHistory"
834
+ }
835
+ ],
836
+ isError: true
837
+ };
838
+ }
839
+ default:
840
+ return {
841
+ contents: [
842
+ {
843
+ type: "text",
844
+ text: `Tool not found: ${name}`,
845
+ uri: name
846
+ }
847
+ ],
848
+ isError: true
849
+ };
2345
850
  }
2346
- const result = await handler(args);
2347
- return {
2348
- content: result.content,
2349
- isError: result.isError
2350
- };
2351
851
  }
2352
852
  );
2353
853
  process.on("SIGINT", async () => {