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

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@@ -5,2288 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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  import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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  import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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  import { z } from "zod";
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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+ import {
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+ Field,
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+ Fields,
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+ HandlInst,
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+ MDEntryType,
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+ Messages,
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+ OrdType,
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+ SubscriptionRequestType,
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+ TimeInForce
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+ } from "fixparser";
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+ var transports = {};
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+ var MCPRemote = class {
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+ /**
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+ * Port number the server will listen on.
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+ * @private
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+ */
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+ port;
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  /**
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  * Optional logger instance for diagnostics and output.
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- * @protected
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+ * @private
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  */
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  logger;
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  /**
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  * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- marketDataRequest: {
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- description: "Requests market data for specified symbols",
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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- technicalAnalysis: {
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- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: {
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- type: "string",
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- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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- }
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- },
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- required: ["symbol"]
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- }
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- }
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- };
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-
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- // src/tools/analytics.ts
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- function sum(numbers) {
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- return numbers.reduce((acc, val) => acc + val, 0);
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- }
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- var TechnicalAnalyzer = class {
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- prices;
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- volumes;
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- highs;
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- lows;
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- constructor(data) {
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- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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- this.volumes = data.map((d) => d.volume);
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- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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- }
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- // Calculate Simple Moving Average
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- calculateSMA(data, period) {
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- const sma = [];
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- for (let i = period - 1; i < data.length; i++) {
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- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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- sma.push(sum2 / period);
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- }
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- return sma;
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- }
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- // Calculate Exponential Moving Average
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- calculateEMA(data, period) {
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- const multiplier = 2 / (period + 1);
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- const ema = [data[0]];
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- for (let i = 1; i < data.length; i++) {
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- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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- }
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- return ema;
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- }
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- // Calculate RSI
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- calculateRSI(data, period = 14) {
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- if (data.length < period + 1) return [];
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- const changes = [];
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- for (let i = 1; i < data.length; i++) {
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- changes.push(data[i] - data[i - 1]);
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- }
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- const gains = changes.map((change) => change > 0 ? change : 0);
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- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- const rsi = [];
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- for (let i = period; i < changes.length; i++) {
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- const rs = avgGain / avgLoss;
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- rsi.push(100 - 100 / (1 + rs));
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- avgGain = (avgGain * (period - 1) + gains[i]) / period;
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- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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- }
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- return rsi;
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- }
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- // Calculate Bollinger Bands
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- calculateBollingerBands(data, period = 20, stdDev = 2) {
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- if (data.length < period) return [];
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- const sma = this.calculateSMA(data, period);
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- const bands = [];
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- for (let i = 0; i < sma.length; i++) {
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- const dataSlice = data.slice(i, i + period);
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- const mean = sma[i];
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- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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- const standardDeviation = Math.sqrt(variance);
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- const upper = mean + standardDeviation * stdDev;
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- const lower = mean - standardDeviation * stdDev;
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- bands.push({
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- upper,
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- middle: mean,
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- lower,
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- bandwidth: (upper - lower) / mean * 100,
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- percentB: (data[i] - lower) / (upper - lower) * 100
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- });
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- }
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- return bands;
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- }
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- // Calculate maximum drawdown
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- calculateMaxDrawdown(prices) {
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- let maxPrice = prices[0];
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- let maxDrawdown = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] > maxPrice) {
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- maxPrice = prices[i];
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- }
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- const drawdown = (maxPrice - prices[i]) / maxPrice;
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- if (drawdown > maxDrawdown) {
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- maxDrawdown = drawdown;
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- }
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- }
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- return maxDrawdown;
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- }
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- // Calculate Average True Range (ATR)
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- calculateAtr(prices, highs, lows, volumes) {
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- if (prices.length < 2) return [];
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- const trueRanges = [];
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- for (let i = 1; i < prices.length; i++) {
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- const high = highs[i] || prices[i];
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- const low = lows[i] || prices[i];
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- const prevClose = prices[i - 1];
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- const tr1 = high - low;
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- const tr2 = Math.abs(high - prevClose);
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- const tr3 = Math.abs(low - prevClose);
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- trueRanges.push(Math.max(tr1, tr2, tr3));
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- }
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- const atr = [];
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- if (trueRanges.length >= 14) {
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- let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
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- atr.push(sum2 / 14);
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- for (let i = 14; i < trueRanges.length; i++) {
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- sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
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- atr.push(sum2 / 14);
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- }
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- }
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- return atr;
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- }
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- // Calculate maximum consecutive losses
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- calculateMaxConsecutiveLosses(prices) {
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- let maxConsecutive = 0;
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- let currentConsecutive = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] < prices[i - 1]) {
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- currentConsecutive++;
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- maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
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- } else {
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- currentConsecutive = 0;
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- }
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- }
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- return maxConsecutive;
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- }
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- // Calculate win rate
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- calculateWinRate(prices) {
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- let wins = 0;
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- let total = 0;
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- for (let i = 1; i < prices.length; i++) {
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- if (prices[i] !== prices[i - 1]) {
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- total++;
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- if (prices[i] > prices[i - 1]) {
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- wins++;
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- }
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- }
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- }
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- return total > 0 ? wins / total : 0;
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- }
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- // Calculate profit factor
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- calculateProfitFactor(prices) {
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- let grossProfit = 0;
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- let grossLoss = 0;
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- for (let i = 1; i < prices.length; i++) {
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- const change = prices[i] - prices[i - 1];
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- if (change > 0) {
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- grossProfit += change;
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- } else {
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- grossLoss += Math.abs(change);
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- }
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- }
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- return grossLoss > 0 ? grossProfit / grossLoss : 0;
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- }
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- // Calculate Weighted Moving Average
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- calculateWma(data, period) {
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- const wma = [];
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- const weights = Array.from({ length: period }, (_, i) => i + 1);
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- const weightSum = weights.reduce((a, b) => a + b, 0);
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- for (let i = period - 1; i < data.length; i++) {
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- let weightedSum = 0;
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- for (let j = 0; j < period; j++) {
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- weightedSum += data[i - j] * weights[j];
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- }
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- wma.push(weightedSum / weightSum);
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- }
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- return wma;
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- }
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- // Calculate Volume Weighted Moving Average
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- calculateVwma(prices, period) {
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- const vwma = [];
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- for (let i = period - 1; i < prices.length; i++) {
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- let volumeSum = 0;
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- let priceVolumeSum = 0;
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- for (let j = 0; j < period; j++) {
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- const volume = this.volumes[i - j] || 1;
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- volumeSum += volume;
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- priceVolumeSum += prices[i - j] * volume;
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- }
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- vwma.push(priceVolumeSum / volumeSum);
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- }
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- return vwma;
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- }
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- // Calculate MACD
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- calculateMacd(prices) {
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- const ema12 = this.calculateEMA(prices, 12);
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- const ema26 = this.calculateEMA(prices, 26);
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- const macd = [];
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- for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
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- const macdLine = ema12[i] - ema26[i];
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- macd.push({
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- macd: macdLine,
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- signal: 0,
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- // Would need to calculate signal line
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- histogram: 0
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- // Would need to calculate histogram
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- });
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- }
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- return macd;
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- }
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- // Calculate ADX
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- calculateAdx(prices, highs, lows) {
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- const adx = [];
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- for (let i = 14; i < prices.length; i++) {
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- adx.push(Math.random() * 50 + 25);
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- }
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- return adx;
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- }
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- // Calculate DMI
506
- calculateDmi(prices, highs, lows) {
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- const dmi = [];
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- for (let i = 14; i < prices.length; i++) {
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- dmi.push({
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- plusDI: Math.random() * 50 + 25,
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- minusDI: Math.random() * 50 + 25,
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- adx: Math.random() * 50 + 25
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- });
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- }
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- return dmi;
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- }
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- // Calculate Ichimoku Cloud
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- calculateIchimoku(prices, highs, lows) {
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- const ichimoku = [];
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- for (let i = 26; i < prices.length; i++) {
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- ichimoku.push({
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- tenkan: prices[i],
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- kijun: prices[i],
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- senkouA: prices[i],
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- senkouB: prices[i],
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- chikou: prices[i]
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- });
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- }
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- return ichimoku;
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- }
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- // Calculate Parabolic SAR
532
- calculateParabolicSAR(prices, highs, lows) {
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- const sar = [];
534
- for (let i = 0; i < prices.length; i++) {
535
- sar.push(prices[i] * 0.98);
536
- }
537
- return sar;
538
- }
539
- // Calculate Stochastic
540
- calculateStochastic(prices, highs, lows) {
541
- const stochastic = [];
542
- for (let i = 14; i < prices.length; i++) {
543
- stochastic.push({
544
- k: Math.random() * 100,
545
- d: Math.random() * 100
546
- });
547
- }
548
- return stochastic;
549
- }
550
- // Calculate CCI
551
- calculateCci(prices, highs, lows) {
552
- const cci = [];
553
- for (let i = 20; i < prices.length; i++) {
554
- cci.push(Math.random() * 200 - 100);
555
- }
556
- return cci;
557
- }
558
- // Calculate Rate of Change
559
- calculateRoc(prices) {
560
- const roc = [];
561
- for (let i = 10; i < prices.length; i++) {
562
- roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
563
- }
564
- return roc;
565
- }
566
- // Calculate Williams %R
567
- calculateWilliamsR(prices) {
568
- const williamsR = [];
569
- for (let i = 14; i < prices.length; i++) {
570
- williamsR.push(Math.random() * 100 - 100);
571
- }
572
- return williamsR;
573
- }
574
- // Calculate Momentum
575
- calculateMomentum(prices) {
576
- const momentum = [];
577
- for (let i = 10; i < prices.length; i++) {
578
- momentum.push(prices[i] - prices[i - 10]);
579
- }
580
- return momentum;
581
- }
582
- // Calculate Keltner Channels
583
- calculateKeltnerChannels(prices, highs, lows) {
584
- const keltner = [];
585
- for (let i = 20; i < prices.length; i++) {
586
- keltner.push({
587
- upper: prices[i] * 1.02,
588
- middle: prices[i],
589
- lower: prices[i] * 0.98
590
- });
591
- }
592
- return keltner;
593
- }
594
- // Calculate Donchian Channels
595
- calculateDonchianChannels(prices, highs, lows) {
596
- const donchian = [];
597
- for (let i = 20; i < prices.length; i++) {
598
- const slice = prices.slice(i - 20, i);
599
- donchian.push({
600
- upper: Math.max(...slice),
601
- middle: (Math.max(...slice) + Math.min(...slice)) / 2,
602
- lower: Math.min(...slice)
603
- });
604
- }
605
- return donchian;
606
- }
607
- // Calculate Chaikin Volatility
608
- calculateChaikinVolatility(prices, highs, lows) {
609
- const volatility = [];
610
- for (let i = 10; i < prices.length; i++) {
611
- volatility.push(Math.random() * 10);
612
- }
613
- return volatility;
614
- }
615
- // Calculate On Balance Volume
616
- calculateObv(volumes) {
617
- const obv = [volumes[0]];
618
- for (let i = 1; i < volumes.length; i++) {
619
- obv.push(obv[i - 1] + volumes[i]);
620
- }
621
- return obv;
622
- }
623
- // Calculate Chaikin Money Flow
624
- calculateCmf(prices, highs, lows, volumes) {
625
- const cmf = [];
626
- for (let i = 20; i < prices.length; i++) {
627
- cmf.push(Math.random() * 2 - 1);
628
- }
629
- return cmf;
630
- }
631
- // Calculate Accumulation/Distribution Line
632
- calculateAdl(prices) {
633
- const adl = [0];
634
- for (let i = 1; i < prices.length; i++) {
635
- adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
636
- }
637
- return adl;
638
- }
639
- // Calculate Volume Rate of Change
640
- calculateVolumeROC(prices) {
641
- const volumeROC = [];
642
- for (let i = 10; i < this.volumes.length; i++) {
643
- volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
644
- }
645
- return volumeROC;
646
- }
647
- // Calculate Money Flow Index
648
- calculateMfi(prices, highs, lows, volumes) {
649
- const mfi = [];
650
- for (let i = 14; i < prices.length; i++) {
651
- mfi.push(Math.random() * 100);
652
- }
653
- return mfi;
654
- }
655
- // Calculate VWAP
656
- calculateVwap(prices, volumes) {
657
- const vwap = [];
658
- let cumulativePV = 0;
659
- let cumulativeVolume = 0;
660
- for (let i = 0; i < prices.length; i++) {
661
- cumulativePV += prices[i] * (volumes[i] || 1);
662
- cumulativeVolume += volumes[i] || 1;
663
- vwap.push(cumulativePV / cumulativeVolume);
664
- }
665
- return vwap;
666
- }
667
- // Calculate Pivot Points
668
- calculatePivotPoints(prices) {
669
- const pivotPoints = [];
670
- for (let i = 0; i < prices.length; i++) {
671
- const pp = prices[i];
672
- pivotPoints.push({
673
- pp,
674
- r1: pp * 1.01,
675
- r2: pp * 1.02,
676
- r3: pp * 1.03,
677
- s1: pp * 0.99,
678
- s2: pp * 0.98,
679
- s3: pp * 0.97
680
- });
681
- }
682
- return pivotPoints;
683
- }
684
- // Calculate Fibonacci Levels
685
- calculateFibonacciLevels(prices) {
686
- const fibonacci = [];
687
- for (let i = 0; i < prices.length; i++) {
688
- const price = prices[i];
689
- fibonacci.push({
690
- retracement: {
691
- level0: price,
692
- level236: price * 0.764,
693
- level382: price * 0.618,
694
- level500: price * 0.5,
695
- level618: price * 0.382,
696
- level786: price * 0.214,
697
- level100: price * 0
698
- },
699
- extension: {
700
- level1272: price * 1.272,
701
- level1618: price * 1.618,
702
- level2618: price * 2.618,
703
- level4236: price * 4.236
704
- }
705
- });
706
- }
707
- return fibonacci;
708
- }
709
- // Calculate Gann Levels
710
- calculateGannLevels(prices) {
711
- const gannLevels = [];
712
- for (let i = 0; i < prices.length; i++) {
713
- gannLevels.push(prices[i] * (1 + i * 0.01));
714
- }
715
- return gannLevels;
716
- }
717
- // Calculate Elliott Wave
718
- calculateElliottWave(prices) {
719
- const elliottWave = [];
720
- for (let i = 0; i < prices.length; i++) {
721
- elliottWave.push({
722
- waves: [prices[i]],
723
- currentWave: 1,
724
- wavePosition: 0.5
725
- });
726
- }
727
- return elliottWave;
728
- }
729
- // Calculate Harmonic Patterns
730
- calculateHarmonicPatterns(prices) {
731
- const harmonicPatterns = [];
732
- for (let i = 0; i < prices.length; i++) {
733
- harmonicPatterns.push({
734
- type: "Gartley",
735
- completion: 0.618,
736
- target: prices[i] * 1.1,
737
- stopLoss: prices[i] * 0.9
738
- });
739
- }
740
- return harmonicPatterns;
741
- }
742
- // Calculate Position Size
743
- calculatePositionSize(currentPrice, targetEntry, stopLoss) {
744
- const riskPerShare = Math.abs(targetEntry - stopLoss);
745
- return riskPerShare > 0 ? 100 / riskPerShare : 1;
746
- }
747
- // Calculate Confidence
748
- calculateConfidence(signals) {
749
- return Math.min(signals.length * 10, 100);
750
- }
751
- // Calculate Risk Level
752
- calculateRiskLevel(volatility) {
753
- if (volatility < 20) return "LOW";
754
- if (volatility < 40) return "MEDIUM";
755
- return "HIGH";
756
- }
757
- // Calculate Z-Score
758
- calculateZScore(currentPrice, startPrice, avgVolume) {
759
- return (currentPrice - startPrice) / (startPrice * 0.1);
760
- }
761
- // Calculate Ornstein-Uhlenbeck
762
- calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
763
- return {
764
- mean: startPrice,
765
- speed: 0.1,
766
- volatility: avgVolume * 0.01,
767
- currentValue: currentPrice
768
- };
769
- }
770
- // Calculate Kalman Filter
771
- calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
772
- return {
773
- state: currentPrice,
774
- covariance: avgVolume * 1e-3,
775
- gain: 0.5
776
- };
777
- }
778
- // Calculate ARIMA
779
- calculateArima(currentPrice, startPrice, avgVolume) {
780
- return {
781
- forecast: [currentPrice * 1.01, currentPrice * 1.02],
782
- residuals: [0, 0],
783
- aic: 100
784
- };
785
- }
786
- // Calculate GARCH
787
- calculateGarch(currentPrice, startPrice, avgVolume) {
788
- return {
789
- volatility: avgVolume * 0.01,
790
- persistence: 0.9,
791
- meanReversion: 0.1
792
- };
793
- }
794
- // Calculate Hilbert Transform
795
- calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
796
- return {
797
- analytic: [currentPrice],
798
- phase: [0],
799
- amplitude: [currentPrice]
800
- };
801
- }
802
- // Calculate Wavelet Transform
803
- calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
804
- return {
805
- coefficients: [currentPrice],
806
- scales: [1]
807
- };
808
- }
809
- // Calculate Black-Scholes
810
- calculateBlackScholes(currentPrice, startPrice, avgVolume) {
811
- const S = currentPrice;
812
- const K = startPrice;
813
- const T = 1;
814
- const r = 0.05;
815
- const sigma = avgVolume * 0.01;
816
- const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
817
- const d2 = d1 - sigma * Math.sqrt(T);
818
- const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
819
- const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
820
- return {
821
- callPrice,
822
- putPrice,
823
- delta: this.normalCDF(d1),
824
- gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
825
- theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
826
- vega: S * Math.sqrt(T) * this.normalPDF(d1),
827
- rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
828
- };
829
- }
830
- // Normal CDF approximation
831
- normalCDF(x) {
832
- return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
833
- }
834
- // Normal PDF
835
- normalPDF(x) {
836
- return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
837
- }
838
- // Error function approximation
839
- erf(x) {
840
- const a1 = 0.254829592;
841
- const a2 = -0.284496736;
842
- const a3 = 1.421413741;
843
- const a4 = -1.453152027;
844
- const a5 = 1.061405429;
845
- const p = 0.3275911;
846
- const sign = x >= 0 ? 1 : -1;
847
- const absX = Math.abs(x);
848
- const t = 1 / (1 + p * absX);
849
- const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
850
- return sign * y;
851
- }
852
- // Calculate price changes for volatility
853
- calculatePriceChanges() {
854
- const changes = [];
855
- for (let i = 1; i < this.prices.length; i++) {
856
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
857
- }
858
- return changes;
859
- }
860
- // Generate comprehensive market analysis
861
- analyze() {
862
- const currentPrice = this.prices[this.prices.length - 1];
863
- const startPrice = this.prices[0];
864
- const sessionHigh = Math.max(...this.highs);
865
- const sessionLow = Math.min(...this.lows);
866
- const totalVolume = sum(this.volumes);
867
- const avgVolume = totalVolume / this.volumes.length;
868
- const priceChanges = this.calculatePriceChanges();
869
- const volatility = priceChanges.length > 0 ? Math.sqrt(
870
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
871
- ) * Math.sqrt(252) * 100 : 0;
872
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
873
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
874
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
875
- const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
876
- const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
877
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
878
- const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
879
- const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
880
- const impliedVolatility = volatility;
881
- const realizedVolatility = volatility;
882
- const sharpeRatio = sessionReturn / volatility;
883
- const sortinoRatio = sessionReturn / realizedVolatility;
884
- const calmarRatio = sessionReturn / maxDrawdown;
885
- const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
886
- const winRate = this.calculateWinRate(this.prices);
887
- const profitFactor = this.calculateProfitFactor(this.prices);
888
- return {
889
- currentPrice,
890
- startPrice,
891
- sessionHigh,
892
- sessionLow,
893
- totalVolume,
894
- avgVolume,
895
- volatility,
896
- sessionReturn,
897
- pricePosition,
898
- trueVWAP,
899
- momentum5,
900
- momentum10,
901
- maxDrawdown,
902
- atr,
903
- impliedVolatility,
904
- realizedVolatility,
905
- sharpeRatio,
906
- sortinoRatio,
907
- calmarRatio,
908
- maxConsecutiveLosses,
909
- winRate,
910
- profitFactor
911
- };
912
- }
913
- // Generate technical indicators
914
- getTechnicalIndicators() {
915
- return {
916
- sma5: this.calculateSMA(this.prices, 5),
917
- sma10: this.calculateSMA(this.prices, 10),
918
- sma20: this.calculateSMA(this.prices, 20),
919
- sma50: this.calculateSMA(this.prices, 50),
920
- sma200: this.calculateSMA(this.prices, 200),
921
- ema8: this.calculateEMA(this.prices, 8),
922
- ema12: this.calculateEMA(this.prices, 12),
923
- ema21: this.calculateEMA(this.prices, 21),
924
- ema26: this.calculateEMA(this.prices, 26),
925
- wma20: this.calculateWma(this.prices, 20),
926
- vwma20: this.calculateVwma(this.prices, 20),
927
- macd: this.calculateMacd(this.prices),
928
- adx: this.calculateAdx(this.prices, this.highs, this.lows),
929
- dmi: this.calculateDmi(this.prices, this.highs, this.lows),
930
- ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
931
- parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
932
- rsi: this.calculateRSI(this.prices, 14),
933
- stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
934
- cci: this.calculateCci(this.prices, this.highs, this.lows),
935
- roc: this.calculateRoc(this.prices),
936
- williamsR: this.calculateWilliamsR(this.prices),
937
- momentum: this.calculateMomentum(this.prices),
938
- bollinger: this.calculateBollingerBands(this.prices, 20, 2),
939
- atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
940
- keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
941
- donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
942
- chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
943
- obv: this.calculateObv(this.volumes),
944
- cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
945
- adl: this.calculateAdl(this.prices),
946
- volumeROC: this.calculateVolumeROC(this.prices),
947
- mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
948
- vwap: this.calculateVwap(this.prices, this.volumes),
949
- pivotPoints: this.calculatePivotPoints(this.prices),
950
- fibonacci: this.calculateFibonacciLevels(this.prices),
951
- gannLevels: this.calculateGannLevels(this.prices),
952
- elliottWave: this.calculateElliottWave(this.prices),
953
- harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
954
- };
955
- }
956
- // Generate trading signals
957
- generateSignals() {
958
- const analysis = this.analyze();
959
- let bullishSignals = 0;
960
- let bearishSignals = 0;
961
- const signals = [];
962
- if (analysis.currentPrice > analysis.trueVWAP) {
963
- signals.push(
964
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
965
- );
966
- bullishSignals++;
967
- } else {
968
- signals.push(
969
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
970
- );
971
- bearishSignals++;
972
- }
973
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
974
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
975
- bullishSignals++;
976
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
977
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
978
- bearishSignals++;
979
- } else {
980
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
981
- }
982
- const currentVolume = this.volumes[this.volumes.length - 1];
983
- const volumeRatio = currentVolume / analysis.avgVolume;
984
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
985
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
986
- bullishSignals++;
987
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
988
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
989
- bearishSignals++;
990
- } else {
991
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
992
- }
993
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
994
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
995
- bearishSignals++;
996
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
997
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
998
- bullishSignals++;
999
- } else {
1000
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
1001
- }
1002
- return { bullishSignals, bearishSignals, signals };
1003
- }
1004
- // Generate comprehensive JSON analysis
1005
- generateJSONAnalysis(symbol) {
1006
- const analysis = this.analyze();
1007
- const indicators = this.getTechnicalIndicators();
1008
- const signals = this.generateSignals();
1009
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1010
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1011
- const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1012
- const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1013
- const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1014
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1015
- const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1016
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1017
- const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1018
- const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1019
- const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1020
- const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1021
- const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1022
- const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1023
- const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1024
- const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1025
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1026
- const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1027
- const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1028
- const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1029
- const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1030
- const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1031
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1032
- const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1033
- const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1034
- const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1035
- const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1036
- const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1037
- const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1038
- const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1039
- const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1040
- const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1041
- const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1042
- const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1043
- const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1044
- const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1045
- const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1046
- const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1047
- const currentVolume = this.volumes[this.volumes.length - 1];
1048
- const volumeRatio = currentVolume / analysis.avgVolume;
1049
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1050
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1051
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1052
- const totalScore = signals.bullishSignals - signals.bearishSignals;
1053
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1054
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1055
- const stopLoss = analysis.sessionLow * 0.995;
1056
- const profitTarget = analysis.sessionHigh * 0.995;
1057
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1058
- const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1059
- const maxRisk = positionSize * (targetEntry - stopLoss);
1060
- return {
1061
- symbol,
1062
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1063
- marketStructure: {
1064
- currentPrice: analysis.currentPrice,
1065
- startPrice: analysis.startPrice,
1066
- sessionHigh: analysis.sessionHigh,
1067
- sessionLow: analysis.sessionLow,
1068
- rangeWidth,
1069
- totalVolume: analysis.totalVolume,
1070
- sessionPerformance: analysis.sessionReturn,
1071
- positionInRange: analysis.pricePosition
1072
- },
1073
- volatility: {
1074
- impliedVolatility: analysis.impliedVolatility,
1075
- realizedVolatility: analysis.realizedVolatility,
1076
- atr: analysis.atr,
1077
- maxDrawdown: analysis.maxDrawdown * 100,
1078
- currentDrawdown
1079
- },
1080
- technicalIndicators: {
1081
- sma5: currentSMA5,
1082
- sma10: currentSMA10,
1083
- sma20: currentSMA20,
1084
- sma50: currentSMA50,
1085
- sma200: currentSMA200,
1086
- ema8: currentEMA8,
1087
- ema12: currentEMA12,
1088
- ema21: currentEMA21,
1089
- ema26: currentEMA26,
1090
- wma20: currentWMA20,
1091
- vwma20: currentVWMA20,
1092
- macd: currentMACD,
1093
- adx: currentADX,
1094
- dmi: currentDMI,
1095
- ichimoku: currentIchimoku,
1096
- parabolicSAR: currentParabolicSAR,
1097
- rsi: currentRSI,
1098
- stochastic: currentStochastic,
1099
- cci: currentCCI,
1100
- roc: currentROC,
1101
- williamsR: currentWilliamsR,
1102
- momentum: currentMomentum,
1103
- bollingerBands: currentBB ? {
1104
- upper: currentBB.upper,
1105
- middle: currentBB.middle,
1106
- lower: currentBB.lower,
1107
- bandwidth: currentBB.bandwidth,
1108
- percentB: currentBB.percentB
1109
- } : null,
1110
- atr: currentAtr,
1111
- keltnerChannels: currentKeltner ? {
1112
- upper: currentKeltner.upper,
1113
- middle: currentKeltner.middle,
1114
- lower: currentKeltner.lower
1115
- } : null,
1116
- donchianChannels: currentDonchian ? {
1117
- upper: currentDonchian.upper,
1118
- middle: currentDonchian.middle,
1119
- lower: currentDonchian.lower
1120
- } : null,
1121
- chaikinVolatility: currentChaikinVolatility,
1122
- obv: currentObv,
1123
- cmf: currentCmf,
1124
- adl: currentAdl,
1125
- volumeROC: currentVolumeROC,
1126
- mfi: currentMfi,
1127
- vwap: currentVwap
1128
- },
1129
- volumeAnalysis: {
1130
- currentVolume,
1131
- averageVolume: Math.round(analysis.avgVolume),
1132
- volumeRatio,
1133
- trueVWAP: analysis.trueVWAP,
1134
- priceVsVWAP,
1135
- obv: currentObv,
1136
- cmf: currentCmf,
1137
- mfi: currentMfi
1138
- },
1139
- momentum: {
1140
- momentum5: analysis.momentum5,
1141
- momentum10: analysis.momentum10,
1142
- sessionROC: analysis.sessionReturn,
1143
- rsi: currentRSI,
1144
- stochastic: currentStochastic,
1145
- cci: currentCCI
1146
- },
1147
- supportResistance: {
1148
- pivotPoints: currentPivotPoints,
1149
- fibonacci: currentFibonacci,
1150
- gannLevels: currentGannLevels,
1151
- elliottWave: currentElliottWave,
1152
- harmonicPatterns: currentHarmonicPatterns
1153
- },
1154
- tradingSignals: {
1155
- ...signals,
1156
- overallSignal,
1157
- signalScore: totalScore,
1158
- confidence: this.calculateConfidence(signals.signals),
1159
- riskLevel: this.calculateRiskLevel(analysis.volatility)
1160
- },
1161
- statisticalModels: {
1162
- zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1163
- ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1164
- analysis.currentPrice,
1165
- analysis.startPrice,
1166
- analysis.avgVolume
1167
- ),
1168
- kalmanFilter: this.calculateKalmanFilter(
1169
- analysis.currentPrice,
1170
- analysis.startPrice,
1171
- analysis.avgVolume
1172
- ),
1173
- arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1174
- garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1175
- hilbertTransform: this.calculateHilbertTransform(
1176
- analysis.currentPrice,
1177
- analysis.startPrice,
1178
- analysis.avgVolume
1179
- ),
1180
- waveletTransform: this.calculateWaveletTransform(
1181
- analysis.currentPrice,
1182
- analysis.startPrice,
1183
- analysis.avgVolume
1184
- )
1185
- },
1186
- optionsAnalysis: (() => {
1187
- const blackScholes = this.calculateBlackScholes(
1188
- analysis.currentPrice,
1189
- analysis.startPrice,
1190
- analysis.avgVolume
1191
- );
1192
- if (!blackScholes) return null;
1193
- return {
1194
- blackScholes,
1195
- impliedVolatility: analysis.impliedVolatility,
1196
- delta: blackScholes.delta,
1197
- gamma: blackScholes.gamma,
1198
- theta: blackScholes.theta,
1199
- vega: blackScholes.vega,
1200
- rho: blackScholes.rho,
1201
- greeks: {
1202
- delta: blackScholes.delta,
1203
- gamma: blackScholes.gamma,
1204
- theta: blackScholes.theta,
1205
- vega: blackScholes.vega,
1206
- rho: blackScholes.rho
1207
- }
1208
- };
1209
- })(),
1210
- riskManagement: {
1211
- targetEntry,
1212
- stopLoss,
1213
- profitTarget,
1214
- riskRewardRatio,
1215
- positionSize,
1216
- maxRisk
1217
- },
1218
- performance: {
1219
- sharpeRatio: analysis.sharpeRatio,
1220
- sortinoRatio: analysis.sortinoRatio,
1221
- calmarRatio: analysis.calmarRatio,
1222
- maxDrawdown: analysis.maxDrawdown * 100,
1223
- winRate: analysis.winRate,
1224
- profitFactor: analysis.profitFactor,
1225
- totalReturn: analysis.sessionReturn,
1226
- volatility: analysis.volatility
1227
- }
1228
- };
1229
- }
1230
- };
1231
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
1232
- return async (args) => {
1233
- try {
1234
- const symbol = args.symbol;
1235
- const priceHistory = marketDataPrices.get(symbol) || [];
1236
- if (priceHistory.length === 0) {
1237
- return {
1238
- content: [
1239
- {
1240
- type: "text",
1241
- text: `No price data available for ${symbol}. Please request market data first.`,
1242
- uri: "technicalAnalysis"
1243
- }
1244
- ]
1245
- };
1246
- }
1247
- const hasValidData = priceHistory.every(
1248
- (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1249
- );
1250
- if (!hasValidData) {
1251
- throw new Error("Invalid market data");
1252
- }
1253
- const analyzer = new TechnicalAnalyzer(priceHistory);
1254
- const analysis = analyzer.generateJSONAnalysis(symbol);
1255
- return {
1256
- content: [
1257
- {
1258
- type: "text",
1259
- text: `Technical Analysis for ${symbol}:
1260
-
1261
- ${JSON.stringify(analysis, null, 2)}`,
1262
- uri: "technicalAnalysis"
1263
- }
1264
- ]
1265
- };
1266
- } catch (error) {
1267
- return {
1268
- content: [
1269
- {
1270
- type: "text",
1271
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1272
- uri: "technicalAnalysis"
1273
- }
1274
- ],
1275
- isError: true
1276
- };
1277
- }
1278
- };
1279
- };
1280
-
1281
- // src/tools/marketData.ts
1282
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
1283
- import QuickChart from "quickchart-js";
1284
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
1285
- return async (args) => {
1286
- try {
1287
- parser.logger.log({
1288
- level: "info",
1289
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1290
- });
1291
- const response = new Promise((resolve) => {
1292
- pendingRequests.set(args.mdReqID, resolve);
1293
- parser.logger.log({
1294
- level: "info",
1295
- message: `Registered callback for market data request ID: ${args.mdReqID}`
1296
- });
1297
- });
1298
- const entryTypes = args.mdEntryTypes || [
1299
- MDEntryType.Bid,
1300
- MDEntryType.Offer,
1301
- MDEntryType.Trade,
1302
- MDEntryType.IndexValue,
1303
- MDEntryType.OpeningPrice,
1304
- MDEntryType.ClosingPrice,
1305
- MDEntryType.SettlementPrice,
1306
- MDEntryType.TradingSessionHighPrice,
1307
- MDEntryType.TradingSessionLowPrice,
1308
- MDEntryType.VWAP,
1309
- MDEntryType.Imbalance,
1310
- MDEntryType.TradeVolume,
1311
- MDEntryType.OpenInterest,
1312
- MDEntryType.CompositeUnderlyingPrice,
1313
- MDEntryType.SimulatedSellPrice,
1314
- MDEntryType.SimulatedBuyPrice,
1315
- MDEntryType.MarginRate,
1316
- MDEntryType.MidPrice,
1317
- MDEntryType.EmptyBook,
1318
- MDEntryType.SettleHighPrice,
1319
- MDEntryType.SettleLowPrice,
1320
- MDEntryType.PriorSettlePrice,
1321
- MDEntryType.SessionHighBid,
1322
- MDEntryType.SessionLowOffer,
1323
- MDEntryType.EarlyPrices,
1324
- MDEntryType.AuctionClearingPrice,
1325
- MDEntryType.SwapValueFactor,
1326
- MDEntryType.DailyValueAdjustmentForLongPositions,
1327
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
1328
- MDEntryType.DailyValueAdjustmentForShortPositions,
1329
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
1330
- MDEntryType.FixingPrice,
1331
- MDEntryType.CashRate,
1332
- MDEntryType.RecoveryRate,
1333
- MDEntryType.RecoveryRateForLong,
1334
- MDEntryType.RecoveryRateForShort,
1335
- MDEntryType.MarketBid,
1336
- MDEntryType.MarketOffer,
1337
- MDEntryType.ShortSaleMinPrice,
1338
- MDEntryType.PreviousClosingPrice,
1339
- MDEntryType.ThresholdLimitPriceBanding,
1340
- MDEntryType.DailyFinancingValue,
1341
- MDEntryType.AccruedFinancingValue,
1342
- MDEntryType.TWAP
1343
- ];
1344
- const messageFields = [
1345
- new Field(Fields.MsgType, Messages.MarketDataRequest),
1346
- new Field(Fields.SenderCompID, parser.sender),
1347
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1348
- new Field(Fields.TargetCompID, parser.target),
1349
- new Field(Fields.SendingTime, parser.getTimestamp()),
1350
- new Field(Fields.MDReqID, args.mdReqID),
1351
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1352
- new Field(Fields.MarketDepth, 0),
1353
- new Field(Fields.MDUpdateType, args.mdUpdateType)
1354
- ];
1355
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1356
- args.symbols.forEach((symbol) => {
1357
- messageFields.push(new Field(Fields.Symbol, symbol));
1358
- });
1359
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1360
- entryTypes.forEach((entryType) => {
1361
- messageFields.push(new Field(Fields.MDEntryType, entryType));
1362
- });
1363
- const mdr = parser.createMessage(...messageFields);
1364
- if (!parser.connected) {
1365
- parser.logger.log({
1366
- level: "error",
1367
- message: "Not connected. Cannot send market data request."
1368
- });
1369
- return {
1370
- content: [
1371
- {
1372
- type: "text",
1373
- text: "Error: Not connected. Ignoring message.",
1374
- uri: "marketDataRequest"
1375
- }
1376
- ],
1377
- isError: true
1378
- };
1379
- }
1380
- parser.logger.log({
1381
- level: "info",
1382
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1383
- });
1384
- parser.send(mdr);
1385
- const fixData = await response;
1386
- parser.logger.log({
1387
- level: "info",
1388
- message: `Received market data response for request ID: ${args.mdReqID}`
1389
- });
1390
- return {
1391
- content: [
1392
- {
1393
- type: "text",
1394
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1395
- uri: "marketDataRequest"
1396
- }
1397
- ]
1398
- };
1399
- } catch (error) {
1400
- return {
1401
- content: [
1402
- {
1403
- type: "text",
1404
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1405
- uri: "marketDataRequest"
1406
- }
1407
- ],
1408
- isError: true
1409
- };
1410
- }
1411
- };
1412
- };
1413
- var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1414
- if (priceHistory.length <= maxPoints) {
1415
- return priceHistory;
1416
- }
1417
- const result = [];
1418
- const step = priceHistory.length / maxPoints;
1419
- result.push(priceHistory[0]);
1420
- for (let i = 1; i < maxPoints - 1; i++) {
1421
- const startIndex = Math.floor(i * step);
1422
- const endIndex = Math.floor((i + 1) * step);
1423
- const segment = priceHistory.slice(startIndex, endIndex);
1424
- if (segment.length === 0) continue;
1425
- const aggregatedPoint = {
1426
- timestamp: segment[0].timestamp,
1427
- // Use timestamp of first point in segment
1428
- bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1429
- offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1430
- spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1431
- volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1432
- trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1433
- indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1434
- openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1435
- closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1436
- settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1437
- tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1438
- tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1439
- vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1440
- imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1441
- openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1442
- compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1443
- simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1444
- simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1445
- marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1446
- midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1447
- emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1448
- settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1449
- settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1450
- priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1451
- sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1452
- sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1453
- earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1454
- auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1455
- swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1456
- dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1457
- cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1458
- dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1459
- cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1460
- fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1461
- cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1462
- recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1463
- recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1464
- recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1465
- marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1466
- marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1467
- shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1468
- previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1469
- thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1470
- dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1471
- accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1472
- twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1473
- };
1474
- result.push(aggregatedPoint);
1475
- }
1476
- result.push(priceHistory[priceHistory.length - 1]);
1477
- return result;
1478
- };
1479
- var createGetStockGraphHandler = (marketDataPrices) => {
1480
- return async (args) => {
1481
- try {
1482
- const symbol = args.symbol;
1483
- const priceHistory = marketDataPrices.get(symbol) || [];
1484
- if (priceHistory.length === 0) {
1485
- return {
1486
- content: [
1487
- {
1488
- type: "text",
1489
- text: `No price data available for ${symbol}`,
1490
- uri: "getStockGraph"
1491
- }
1492
- ]
1493
- };
1494
- }
1495
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1496
- const chart = new QuickChart();
1497
- chart.setWidth(1200);
1498
- chart.setHeight(600);
1499
- chart.setBackgroundColor("transparent");
1500
- const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1501
- const bidData = aggregatedData.map((point) => point.bid);
1502
- const offerData = aggregatedData.map((point) => point.offer);
1503
- const spreadData = aggregatedData.map((point) => point.spread);
1504
- const volumeData = aggregatedData.map((point) => point.volume);
1505
- const tradeData = aggregatedData.map((point) => point.trade);
1506
- const vwapData = aggregatedData.map((point) => point.vwap);
1507
- const twapData = aggregatedData.map((point) => point.twap);
1508
- const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1509
- const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1510
- const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1511
- const config = {
1512
- type: "line",
1513
- data: {
1514
- labels,
1515
- datasets: [
1516
- {
1517
- label: "Bid",
1518
- data: bidData,
1519
- borderColor: "#28a745",
1520
- backgroundColor: "rgba(40, 167, 69, 0.1)",
1521
- fill: false,
1522
- tension: 0.4
1523
- },
1524
- {
1525
- label: "Offer",
1526
- data: offerData,
1527
- borderColor: "#dc3545",
1528
- backgroundColor: "rgba(220, 53, 69, 0.1)",
1529
- fill: false,
1530
- tension: 0.4
1531
- },
1532
- {
1533
- label: "Spread",
1534
- data: spreadData,
1535
- borderColor: "#6c757d",
1536
- backgroundColor: "rgba(108, 117, 125, 0.1)",
1537
- fill: false,
1538
- tension: 0.4
1539
- },
1540
- {
1541
- label: "Trade",
1542
- data: tradeData,
1543
- borderColor: "#ffc107",
1544
- backgroundColor: "rgba(255, 193, 7, 0.1)",
1545
- fill: false,
1546
- tension: 0.4
1547
- },
1548
- {
1549
- label: "VWAP",
1550
- data: vwapData,
1551
- borderColor: "#17a2b8",
1552
- backgroundColor: "rgba(23, 162, 184, 0.1)",
1553
- fill: false,
1554
- tension: 0.4
1555
- },
1556
- {
1557
- label: "TWAP",
1558
- data: twapData,
1559
- borderColor: "#6610f2",
1560
- backgroundColor: "rgba(102, 16, 242, 0.1)",
1561
- fill: false,
1562
- tension: 0.4
1563
- },
1564
- {
1565
- label: "Volume (Normalized)",
1566
- data: normalizedVolumeData,
1567
- borderColor: "#007bff",
1568
- backgroundColor: "rgba(0, 123, 255, 0.1)",
1569
- fill: true,
1570
- tension: 0.4
1571
- }
1572
- ]
1573
- },
1574
- options: {
1575
- responsive: true,
1576
- plugins: {
1577
- title: {
1578
- display: true,
1579
- text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1580
- }
1581
- },
1582
- scales: {
1583
- y: {
1584
- beginAtZero: false,
1585
- title: {
1586
- display: true,
1587
- text: "Price / Normalized Volume"
1588
- }
1589
- }
1590
- }
1591
- }
1592
- };
1593
- chart.setConfig(config);
1594
- const imageBuffer = await chart.toBinary();
1595
- const base64 = imageBuffer.toString("base64");
1596
- return {
1597
- content: [
1598
- {
1599
- type: "resource",
1600
- resource: {
1601
- uri: "resource://graph",
1602
- mimeType: "image/png",
1603
- blob: base64
1604
- }
1605
- }
1606
- ]
1607
- };
1608
- } catch (error) {
1609
- return {
1610
- content: [
1611
- {
1612
- type: "text",
1613
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1614
- uri: "getStockGraph"
1615
- }
1616
- ],
1617
- isError: true
1618
- };
1619
- }
1620
- };
1621
- };
1622
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1623
- return async (args) => {
1624
- try {
1625
- const symbol = args.symbol;
1626
- const priceHistory = marketDataPrices.get(symbol) || [];
1627
- if (priceHistory.length === 0) {
1628
- return {
1629
- content: [
1630
- {
1631
- type: "text",
1632
- text: `No price data available for ${symbol}`,
1633
- uri: "getStockPriceHistory"
1634
- }
1635
- ]
1636
- };
1637
- }
1638
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1639
- return {
1640
- content: [
1641
- {
1642
- type: "text",
1643
- text: JSON.stringify(
1644
- {
1645
- symbol,
1646
- count: aggregatedData.length,
1647
- originalCount: priceHistory.length,
1648
- data: aggregatedData.map((point) => ({
1649
- timestamp: new Date(point.timestamp).toISOString(),
1650
- bid: point.bid,
1651
- offer: point.offer,
1652
- spread: point.spread,
1653
- volume: point.volume,
1654
- trade: point.trade,
1655
- indexValue: point.indexValue,
1656
- openingPrice: point.openingPrice,
1657
- closingPrice: point.closingPrice,
1658
- settlementPrice: point.settlementPrice,
1659
- tradingSessionHighPrice: point.tradingSessionHighPrice,
1660
- tradingSessionLowPrice: point.tradingSessionLowPrice,
1661
- vwap: point.vwap,
1662
- imbalance: point.imbalance,
1663
- openInterest: point.openInterest,
1664
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1665
- simulatedSellPrice: point.simulatedSellPrice,
1666
- simulatedBuyPrice: point.simulatedBuyPrice,
1667
- marginRate: point.marginRate,
1668
- midPrice: point.midPrice,
1669
- emptyBook: point.emptyBook,
1670
- settleHighPrice: point.settleHighPrice,
1671
- settleLowPrice: point.settleLowPrice,
1672
- priorSettlePrice: point.priorSettlePrice,
1673
- sessionHighBid: point.sessionHighBid,
1674
- sessionLowOffer: point.sessionLowOffer,
1675
- earlyPrices: point.earlyPrices,
1676
- auctionClearingPrice: point.auctionClearingPrice,
1677
- swapValueFactor: point.swapValueFactor,
1678
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1679
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1680
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1681
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1682
- fixingPrice: point.fixingPrice,
1683
- cashRate: point.cashRate,
1684
- recoveryRate: point.recoveryRate,
1685
- recoveryRateForLong: point.recoveryRateForLong,
1686
- recoveryRateForShort: point.recoveryRateForShort,
1687
- marketBid: point.marketBid,
1688
- marketOffer: point.marketOffer,
1689
- shortSaleMinPrice: point.shortSaleMinPrice,
1690
- previousClosingPrice: point.previousClosingPrice,
1691
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1692
- dailyFinancingValue: point.dailyFinancingValue,
1693
- accruedFinancingValue: point.accruedFinancingValue,
1694
- twap: point.twap
1695
- }))
1696
- },
1697
- null,
1698
- 2
1699
- ),
1700
- uri: "getStockPriceHistory"
1701
- }
1702
- ]
1703
- };
1704
- } catch (error) {
1705
- return {
1706
- content: [
1707
- {
1708
- type: "text",
1709
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1710
- uri: "getStockPriceHistory"
1711
- }
1712
- ],
1713
- isError: true
1714
- };
1715
- }
1716
- };
1717
- };
1718
-
1719
- // src/tools/order.ts
1720
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1721
- var ordTypeNames = {
1722
- "1": "Market",
1723
- "2": "Limit",
1724
- "3": "Stop",
1725
- "4": "StopLimit",
1726
- "5": "MarketOnClose",
1727
- "6": "WithOrWithout",
1728
- "7": "LimitOrBetter",
1729
- "8": "LimitWithOrWithout",
1730
- "9": "OnBasis",
1731
- A: "OnClose",
1732
- B: "LimitOnClose",
1733
- C: "ForexMarket",
1734
- D: "PreviouslyQuoted",
1735
- E: "PreviouslyIndicated",
1736
- F: "ForexLimit",
1737
- G: "ForexSwap",
1738
- H: "ForexPreviouslyQuoted",
1739
- I: "Funari",
1740
- J: "MarketIfTouched",
1741
- K: "MarketWithLeftOverAsLimit",
1742
- L: "PreviousFundValuationPoint",
1743
- M: "NextFundValuationPoint",
1744
- P: "Pegged",
1745
- Q: "CounterOrderSelection",
1746
- R: "StopOnBidOrOffer",
1747
- S: "StopLimitOnBidOrOffer"
1748
- };
1749
- var sideNames = {
1750
- "1": "Buy",
1751
- "2": "Sell",
1752
- "3": "BuyMinus",
1753
- "4": "SellPlus",
1754
- "5": "SellShort",
1755
- "6": "SellShortExempt",
1756
- "7": "Undisclosed",
1757
- "8": "Cross",
1758
- "9": "CrossShort",
1759
- A: "CrossShortExempt",
1760
- B: "AsDefined",
1761
- C: "Opposite",
1762
- D: "Subscribe",
1763
- E: "Redeem",
1764
- F: "Lend",
1765
- G: "Borrow",
1766
- H: "SellUndisclosed"
1767
- };
1768
- var timeInForceNames = {
1769
- "0": "Day",
1770
- "1": "GoodTillCancel",
1771
- "2": "AtTheOpening",
1772
- "3": "ImmediateOrCancel",
1773
- "4": "FillOrKill",
1774
- "5": "GoodTillCrossing",
1775
- "6": "GoodTillDate",
1776
- "7": "AtTheClose",
1777
- "8": "GoodThroughCrossing",
1778
- "9": "AtCrossing",
1779
- A: "GoodForTime",
1780
- B: "GoodForAuction",
1781
- C: "GoodForMonth"
1782
- };
1783
- var handlInstNames = {
1784
- "1": "AutomatedExecutionNoIntervention",
1785
- "2": "AutomatedExecutionInterventionOK",
1786
- "3": "ManualOrder"
1787
- };
1788
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1789
- return async (args) => {
1790
- try {
1791
- verifiedOrders.set(args.clOrdID, {
1792
- clOrdID: args.clOrdID,
1793
- handlInst: args.handlInst,
1794
- quantity: Number.parseFloat(String(args.quantity)),
1795
- price: Number.parseFloat(String(args.price)),
1796
- ordType: args.ordType,
1797
- side: args.side,
1798
- symbol: args.symbol,
1799
- timeInForce: args.timeInForce
1800
- });
1801
- return {
1802
- content: [
1803
- {
1804
- type: "text",
1805
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1806
-
1807
- Parameters verified:
1808
- - ClOrdID: ${args.clOrdID}
1809
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1810
- - Quantity: ${args.quantity}
1811
- - Price: ${args.price}
1812
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1813
- - Side: ${args.side} (${sideNames[args.side]})
1814
- - Symbol: ${args.symbol}
1815
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1816
-
1817
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1818
- uri: "verifyOrder"
1819
- }
1820
- ]
1821
- };
1822
- } catch (error) {
1823
- return {
1824
- content: [
1825
- {
1826
- type: "text",
1827
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1828
- uri: "verifyOrder"
1829
- }
1830
- ],
1831
- isError: true
1832
- };
1833
- }
1834
- };
1835
- };
1836
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1837
- return async (args) => {
1838
- try {
1839
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1840
- if (!verifiedOrder) {
1841
- return {
1842
- content: [
1843
- {
1844
- type: "text",
1845
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1846
- uri: "executeOrder"
1847
- }
1848
- ],
1849
- isError: true
1850
- };
1851
- }
1852
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
1853
- return {
1854
- content: [
1855
- {
1856
- type: "text",
1857
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1858
- uri: "executeOrder"
1859
- }
1860
- ],
1861
- isError: true
1862
- };
1863
- }
1864
- const response = new Promise((resolve) => {
1865
- pendingRequests.set(args.clOrdID, resolve);
1866
- });
1867
- const order = parser.createMessage(
1868
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1869
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1870
- new Field2(Fields2.SenderCompID, parser.sender),
1871
- new Field2(Fields2.TargetCompID, parser.target),
1872
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
1873
- new Field2(Fields2.ClOrdID, args.clOrdID),
1874
- new Field2(Fields2.Side, args.side),
1875
- new Field2(Fields2.Symbol, args.symbol),
1876
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1877
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1878
- new Field2(Fields2.OrdType, args.ordType),
1879
- new Field2(Fields2.HandlInst, args.handlInst),
1880
- new Field2(Fields2.TimeInForce, args.timeInForce),
1881
- new Field2(Fields2.TransactTime, parser.getTimestamp())
1882
- );
1883
- if (!parser.connected) {
1884
- return {
1885
- content: [
1886
- {
1887
- type: "text",
1888
- text: "Error: Not connected. Ignoring message.",
1889
- uri: "executeOrder"
1890
- }
1891
- ],
1892
- isError: true
1893
- };
1894
- }
1895
- parser.send(order);
1896
- const fixData = await response;
1897
- verifiedOrders.delete(args.clOrdID);
1898
- return {
1899
- content: [
1900
- {
1901
- type: "text",
1902
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1903
- uri: "executeOrder"
1904
- }
1905
- ]
1906
- };
1907
- } catch (error) {
1908
- return {
1909
- content: [
1910
- {
1911
- type: "text",
1912
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1913
- uri: "executeOrder"
1914
- }
1915
- ],
1916
- isError: true
1917
- };
1918
- }
1919
- };
1920
- };
1921
-
1922
- // src/tools/parse.ts
1923
- var createParseHandler = (parser) => {
1924
- return async (args) => {
1925
- try {
1926
- const parsedMessage = parser.parse(args.fixString);
1927
- if (!parsedMessage || parsedMessage.length === 0) {
1928
- return {
1929
- content: [
1930
- {
1931
- type: "text",
1932
- text: "Error: Failed to parse FIX string",
1933
- uri: "parse"
1934
- }
1935
- ],
1936
- isError: true
1937
- };
1938
- }
1939
- return {
1940
- content: [
1941
- {
1942
- type: "text",
1943
- text: `${parsedMessage[0].description}
1944
- ${parsedMessage[0].messageTypeDescription}`,
1945
- uri: "parse"
1946
- }
1947
- ]
1948
- };
1949
- } catch (error) {
1950
- return {
1951
- content: [
1952
- {
1953
- type: "text",
1954
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1955
- uri: "parse"
1956
- }
1957
- ],
1958
- isError: true
1959
- };
1960
- }
1961
- };
1962
- };
1963
-
1964
- // src/tools/parseToJSON.ts
1965
- var createParseToJSONHandler = (parser) => {
1966
- return async (args) => {
1967
- try {
1968
- const parsedMessage = parser.parse(args.fixString);
1969
- if (!parsedMessage || parsedMessage.length === 0) {
1970
- return {
1971
- content: [
1972
- {
1973
- type: "text",
1974
- text: "Error: Failed to parse FIX string",
1975
- uri: "parseToJSON"
1976
- }
1977
- ],
1978
- isError: true
1979
- };
1980
- }
1981
- return {
1982
- content: [
1983
- {
1984
- type: "text",
1985
- text: `${parsedMessage[0].toFIXJSON()}`,
1986
- uri: "parseToJSON"
1987
- }
1988
- ]
1989
- };
1990
- } catch (error) {
1991
- return {
1992
- content: [
1993
- {
1994
- type: "text",
1995
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1996
- uri: "parseToJSON"
1997
- }
1998
- ],
1999
- isError: true
2000
- };
2001
- }
2002
- };
2003
- };
2004
-
2005
- // src/tools/index.ts
2006
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2007
- parse: createParseHandler(parser),
2008
- parseToJSON: createParseToJSONHandler(parser),
2009
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2010
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2011
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2012
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
2013
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2014
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2015
- });
2016
-
2017
- // src/utils/messageHandler.ts
2018
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
2019
- function getEnumValue(enumObj, name) {
2020
- return enumObj[name] || name;
2021
- }
2022
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2023
- const msgType = message.messageType;
2024
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
2025
- const symbol = message.getField(Fields3.Symbol)?.value;
2026
- const fixJson = message.toFIXJSON();
2027
- const entries = fixJson.Body?.NoMDEntries || [];
2028
- const data = {
2029
- timestamp: Date.now(),
2030
- bid: 0,
2031
- offer: 0,
2032
- spread: 0,
2033
- volume: 0,
2034
- trade: 0,
2035
- indexValue: 0,
2036
- openingPrice: 0,
2037
- closingPrice: 0,
2038
- settlementPrice: 0,
2039
- tradingSessionHighPrice: 0,
2040
- tradingSessionLowPrice: 0,
2041
- vwap: 0,
2042
- imbalance: 0,
2043
- openInterest: 0,
2044
- compositeUnderlyingPrice: 0,
2045
- simulatedSellPrice: 0,
2046
- simulatedBuyPrice: 0,
2047
- marginRate: 0,
2048
- midPrice: 0,
2049
- emptyBook: 0,
2050
- settleHighPrice: 0,
2051
- settleLowPrice: 0,
2052
- priorSettlePrice: 0,
2053
- sessionHighBid: 0,
2054
- sessionLowOffer: 0,
2055
- earlyPrices: 0,
2056
- auctionClearingPrice: 0,
2057
- swapValueFactor: 0,
2058
- dailyValueAdjustmentForLongPositions: 0,
2059
- cumulativeValueAdjustmentForLongPositions: 0,
2060
- dailyValueAdjustmentForShortPositions: 0,
2061
- cumulativeValueAdjustmentForShortPositions: 0,
2062
- fixingPrice: 0,
2063
- cashRate: 0,
2064
- recoveryRate: 0,
2065
- recoveryRateForLong: 0,
2066
- recoveryRateForShort: 0,
2067
- marketBid: 0,
2068
- marketOffer: 0,
2069
- shortSaleMinPrice: 0,
2070
- previousClosingPrice: 0,
2071
- thresholdLimitPriceBanding: 0,
2072
- dailyFinancingValue: 0,
2073
- accruedFinancingValue: 0,
2074
- twap: 0
2075
- };
2076
- for (const entry of entries) {
2077
- const entryType = entry.MDEntryType;
2078
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2079
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2080
- const enumValue = getEnumValue(MDEntryType2, entryType);
2081
- switch (enumValue) {
2082
- case MDEntryType2.Bid:
2083
- data.bid = price;
2084
- break;
2085
- case MDEntryType2.Offer:
2086
- data.offer = price;
2087
- break;
2088
- case MDEntryType2.Trade:
2089
- data.trade = price;
2090
- break;
2091
- case MDEntryType2.IndexValue:
2092
- data.indexValue = price;
2093
- break;
2094
- case MDEntryType2.OpeningPrice:
2095
- data.openingPrice = price;
2096
- break;
2097
- case MDEntryType2.ClosingPrice:
2098
- data.closingPrice = price;
2099
- break;
2100
- case MDEntryType2.SettlementPrice:
2101
- data.settlementPrice = price;
2102
- break;
2103
- case MDEntryType2.TradingSessionHighPrice:
2104
- data.tradingSessionHighPrice = price;
2105
- break;
2106
- case MDEntryType2.TradingSessionLowPrice:
2107
- data.tradingSessionLowPrice = price;
2108
- break;
2109
- case MDEntryType2.VWAP:
2110
- data.vwap = price;
2111
- break;
2112
- case MDEntryType2.Imbalance:
2113
- data.imbalance = size;
2114
- break;
2115
- case MDEntryType2.TradeVolume:
2116
- data.volume = size;
2117
- break;
2118
- case MDEntryType2.OpenInterest:
2119
- data.openInterest = size;
2120
- break;
2121
- case MDEntryType2.CompositeUnderlyingPrice:
2122
- data.compositeUnderlyingPrice = price;
2123
- break;
2124
- case MDEntryType2.SimulatedSellPrice:
2125
- data.simulatedSellPrice = price;
2126
- break;
2127
- case MDEntryType2.SimulatedBuyPrice:
2128
- data.simulatedBuyPrice = price;
2129
- break;
2130
- case MDEntryType2.MarginRate:
2131
- data.marginRate = price;
2132
- break;
2133
- case MDEntryType2.MidPrice:
2134
- data.midPrice = price;
2135
- break;
2136
- case MDEntryType2.EmptyBook:
2137
- data.emptyBook = 1;
2138
- break;
2139
- case MDEntryType2.SettleHighPrice:
2140
- data.settleHighPrice = price;
2141
- break;
2142
- case MDEntryType2.SettleLowPrice:
2143
- data.settleLowPrice = price;
2144
- break;
2145
- case MDEntryType2.PriorSettlePrice:
2146
- data.priorSettlePrice = price;
2147
- break;
2148
- case MDEntryType2.SessionHighBid:
2149
- data.sessionHighBid = price;
2150
- break;
2151
- case MDEntryType2.SessionLowOffer:
2152
- data.sessionLowOffer = price;
2153
- break;
2154
- case MDEntryType2.EarlyPrices:
2155
- data.earlyPrices = price;
2156
- break;
2157
- case MDEntryType2.AuctionClearingPrice:
2158
- data.auctionClearingPrice = price;
2159
- break;
2160
- case MDEntryType2.SwapValueFactor:
2161
- data.swapValueFactor = price;
2162
- break;
2163
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
2164
- data.dailyValueAdjustmentForLongPositions = price;
2165
- break;
2166
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2167
- data.cumulativeValueAdjustmentForLongPositions = price;
2168
- break;
2169
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
2170
- data.dailyValueAdjustmentForShortPositions = price;
2171
- break;
2172
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2173
- data.cumulativeValueAdjustmentForShortPositions = price;
2174
- break;
2175
- case MDEntryType2.FixingPrice:
2176
- data.fixingPrice = price;
2177
- break;
2178
- case MDEntryType2.CashRate:
2179
- data.cashRate = price;
2180
- break;
2181
- case MDEntryType2.RecoveryRate:
2182
- data.recoveryRate = price;
2183
- break;
2184
- case MDEntryType2.RecoveryRateForLong:
2185
- data.recoveryRateForLong = price;
2186
- break;
2187
- case MDEntryType2.RecoveryRateForShort:
2188
- data.recoveryRateForShort = price;
2189
- break;
2190
- case MDEntryType2.MarketBid:
2191
- data.marketBid = price;
2192
- break;
2193
- case MDEntryType2.MarketOffer:
2194
- data.marketOffer = price;
2195
- break;
2196
- case MDEntryType2.ShortSaleMinPrice:
2197
- data.shortSaleMinPrice = price;
2198
- break;
2199
- case MDEntryType2.PreviousClosingPrice:
2200
- data.previousClosingPrice = price;
2201
- break;
2202
- case MDEntryType2.ThresholdLimitPriceBanding:
2203
- data.thresholdLimitPriceBanding = price;
2204
- break;
2205
- case MDEntryType2.DailyFinancingValue:
2206
- data.dailyFinancingValue = price;
2207
- break;
2208
- case MDEntryType2.AccruedFinancingValue:
2209
- data.accruedFinancingValue = price;
2210
- break;
2211
- case MDEntryType2.TWAP:
2212
- data.twap = price;
2213
- break;
2214
- }
2215
- }
2216
- data.spread = data.offer - data.bid;
2217
- if (!marketDataPrices.has(symbol)) {
2218
- marketDataPrices.set(symbol, []);
2219
- }
2220
- const prices = marketDataPrices.get(symbol);
2221
- prices.push(data);
2222
- if (prices.length > maxPriceHistory) {
2223
- prices.splice(0, prices.length - maxPriceHistory);
2224
- }
2225
- onPriceUpdate?.(symbol, data);
2226
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
2227
- if (mdReqID) {
2228
- const callback = pendingRequests.get(mdReqID);
2229
- if (callback) {
2230
- callback(message);
2231
- pendingRequests.delete(mdReqID);
2232
- }
2233
- }
2234
- } else if (msgType === Messages3.ExecutionReport) {
2235
- const reqId = message.getField(Fields3.ClOrdID)?.value;
2236
- const callback = pendingRequests.get(reqId);
2237
- if (callback) {
2238
- callback(message);
2239
- pendingRequests.delete(reqId);
2240
- }
2241
- }
2242
- }
2243
-
2244
- // src/MCPRemote.ts
2245
- var transports = {};
2246
- function jsonSchemaToZod(schema) {
2247
- if (schema.type === "object") {
2248
- const shape = {};
2249
- for (const [key, prop] of Object.entries(schema.properties || {})) {
2250
- const propSchema = prop;
2251
- if (propSchema.type === "string") {
2252
- if (propSchema.enum) {
2253
- shape[key] = z.enum(propSchema.enum);
2254
- } else {
2255
- shape[key] = z.string();
2256
- }
2257
- } else if (propSchema.type === "number") {
2258
- shape[key] = z.number();
2259
- } else if (propSchema.type === "boolean") {
2260
- shape[key] = z.boolean();
2261
- } else if (propSchema.type === "array") {
2262
- if (propSchema.items.type === "string") {
2263
- shape[key] = z.array(z.string());
2264
- } else if (propSchema.items.type === "number") {
2265
- shape[key] = z.array(z.number());
2266
- } else if (propSchema.items.type === "boolean") {
2267
- shape[key] = z.array(z.boolean());
2268
- } else {
2269
- shape[key] = z.array(z.any());
2270
- }
2271
- } else {
2272
- shape[key] = z.any();
2273
- }
2274
- }
2275
- return shape;
2276
- }
2277
- return {};
2278
- }
2279
- var MCPRemote = class extends MCPBase {
2280
- /**
2281
- * Port number the server will listen on.
2282
32
  * @private
2283
33
  */
2284
- port;
34
+ parser;
2285
35
  /**
2286
36
  * Node.js HTTP server instance created internally.
2287
37
  * @private
2288
38
  */
2289
- httpServer;
39
+ server;
2290
40
  /**
2291
41
  * MCP server instance handling MCP protocol logic.
2292
42
  * @private
@@ -2296,61 +46,89 @@ var MCPRemote = class extends MCPBase {
2296
46
  * Optional name of the plugin/server instance.
2297
47
  * @private
2298
48
  */
2299
- serverName;
49
+ name;
2300
50
  /**
2301
51
  * Optional version string of the plugin/server.
2302
52
  * @private
2303
53
  */
2304
- serverVersion;
54
+ version;
2305
55
  /**
2306
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
2307
57
  * @private
2308
58
  */
2309
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
2310
60
  /**
2311
- * Map to store pending requests and their callbacks
61
+ * A map of pending market data requests, keyed by MDReqID.
62
+ * Each entry contains a resolver function that is called when the corresponding
63
+ * FIX Message is received.
2312
64
  * @private
65
+ * @type {Map<string, (data: Message) => void>}
2313
66
  */
2314
67
  pendingRequests = /* @__PURE__ */ new Map();
2315
- /**
2316
- * Map to store market data prices for each symbol
2317
- * @private
2318
- */
2319
- marketDataPrices = /* @__PURE__ */ new Map();
2320
- /**
2321
- * Maximum number of price history entries to keep per symbol
2322
- * @private
2323
- */
2324
- MAX_PRICE_HISTORY = 1e5;
2325
68
  constructor({ port, logger, onReady }) {
2326
- super({ logger, onReady });
2327
69
  this.port = port;
70
+ if (logger) this.logger = logger;
71
+ if (onReady) this.onReady = onReady;
2328
72
  }
2329
73
  async register(parser) {
2330
74
  this.parser = parser;
75
+ this.parser.addOnMessageCallback((message) => {
76
+ this.logger?.log({
77
+ level: "info",
78
+ message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
79
+ });
80
+ const msgType = message.messageType;
81
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
82
+ const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
83
+ if (idField) {
84
+ const id = idField.value;
85
+ if (typeof id === "string" || typeof id === "number") {
86
+ const callback = this.pendingRequests.get(String(id));
87
+ if (callback) {
88
+ callback(message);
89
+ this.pendingRequests.delete(String(id));
90
+ }
91
+ }
92
+ }
93
+ }
94
+ });
2331
95
  this.logger = parser.logger;
2332
96
  this.logger?.log({
2333
97
  level: "info",
2334
98
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
2335
99
  });
2336
- this.parser.addOnMessageCallback((message) => {
2337
- if (this.parser) {
2338
- handleMessage(
2339
- message,
2340
- this.parser,
2341
- this.pendingRequests,
2342
- this.marketDataPrices,
2343
- this.MAX_PRICE_HISTORY
2344
- );
2345
- }
2346
- });
2347
- this.httpServer = createServer(async (req, res) => {
100
+ this.server = createServer(async (req, res) => {
2348
101
  if (!req.url || !req.method) {
2349
102
  res.writeHead(400);
2350
103
  res.end("Bad Request");
2351
104
  return;
2352
105
  }
2353
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${req.headers.host}`);
107
+ if (url.pathname === "/.well-known/oauth-authorization-server") {
108
+ const config = {
109
+ issuer: "https://accounts.google.com",
110
+ authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
111
+ token_endpoint: "https://oauth2.googleapis.com/token",
112
+ jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
113
+ response_types_supported: [
114
+ "code",
115
+ "token",
116
+ "id_token",
117
+ "code token",
118
+ "code id_token",
119
+ "token id_token",
120
+ "code token id_token"
121
+ ],
122
+ subject_types_supported: ["public"],
123
+ id_token_signing_alg_values_supported: ["RS256"],
124
+ scopes_supported: ["openid", "email", "profile"],
125
+ token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
126
+ };
127
+ res.writeHead(200, { "Content-Type": "application/json" });
128
+ res.end(JSON.stringify(config));
129
+ return;
130
+ }
131
+ if (url.pathname === "/") {
2354
132
  const sessionId = req.headers["mcp-session-id"];
2355
133
  if (req.method === "POST") {
2356
134
  const bodyChunks = [];
@@ -2383,10 +161,10 @@ var MCPRemote = class extends MCPBase {
2383
161
  }
2384
162
  };
2385
163
  this.mcpServer = new McpServer({
2386
- name: this.serverName || "FIXParser",
2387
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
2388
166
  });
2389
- this.setupTools();
167
+ this.addWorkflows();
2390
168
  await this.mcpServer.connect(transport);
2391
169
  } else {
2392
170
  res.writeHead(400, { "Content-Type": "application/json" });
@@ -2402,15 +180,7 @@ var MCPRemote = class extends MCPBase {
2402
180
  );
2403
181
  return;
2404
182
  }
2405
- try {
2406
- await transport.handleRequest(req, res, parsed);
2407
- } catch (error) {
2408
- this.logger?.log({
2409
- level: "error",
2410
- message: `Error handling request: ${error}`
2411
- });
2412
- throw error;
2413
- }
183
+ await transport.handleRequest(req, res, parsed);
2414
184
  });
2415
185
  } else if (req.method === "GET" || req.method === "DELETE") {
2416
186
  if (!sessionId || !transports[sessionId]) {
@@ -2419,29 +189,17 @@ var MCPRemote = class extends MCPBase {
2419
189
  return;
2420
190
  }
2421
191
  const transport = transports[sessionId];
2422
- try {
2423
- await transport.handleRequest(req, res);
2424
- } catch (error) {
2425
- this.logger?.log({
2426
- level: "error",
2427
- message: `Error handling ${req.method} request: ${error}`
2428
- });
2429
- throw error;
2430
- }
192
+ await transport.handleRequest(req, res);
2431
193
  } else {
2432
- this.logger?.log({
2433
- level: "error",
2434
- message: `Method not allowed: ${req.method}`
2435
- });
2436
194
  res.writeHead(405);
2437
195
  res.end("Method Not Allowed");
2438
196
  }
2439
- } else {
2440
- res.writeHead(404);
2441
- res.end("Not Found");
197
+ return;
2442
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
2443
201
  });
2444
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
2445
203
  this.logger?.log({
2446
204
  level: "info",
2447
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -2451,55 +209,381 @@ var MCPRemote = class extends MCPBase {
2451
209
  this.onReady();
2452
210
  }
2453
211
  }
2454
- setupTools() {
212
+ addWorkflows() {
2455
213
  if (!this.parser) {
2456
214
  this.logger?.log({
2457
215
  level: "error",
2458
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
216
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
2459
217
  });
2460
218
  return;
2461
219
  }
2462
220
  if (!this.mcpServer) {
2463
221
  this.logger?.log({
2464
222
  level: "error",
2465
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
223
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
2466
224
  });
2467
225
  return;
2468
226
  }
2469
- const toolHandlers = createToolHandlers(
2470
- this.parser,
2471
- this.verifiedOrders,
2472
- this.pendingRequests,
2473
- this.marketDataPrices
227
+ this.mcpServer.tool(
228
+ "parse",
229
+ "Parses a FIX message and describes it in plain language",
230
+ { fixString: z.string() },
231
+ async ({ fixString }) => {
232
+ const parsedMessage = this.parser?.parse(fixString);
233
+ if (!parsedMessage || parsedMessage.length === 0) {
234
+ this.logger?.log({
235
+ level: "error",
236
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
237
+ });
238
+ return {
239
+ isError: true,
240
+ content: [
241
+ {
242
+ type: "text",
243
+ text: "Error: Failed to parse FIX string"
244
+ }
245
+ ]
246
+ };
247
+ }
248
+ return {
249
+ content: [
250
+ {
251
+ type: "text",
252
+ text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
253
+ }
254
+ ]
255
+ };
256
+ }
2474
257
  );
2475
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
2476
- this.mcpServer?.registerTool(
2477
- name,
2478
- {
2479
- description,
2480
- inputSchema: jsonSchemaToZod(schema)
2481
- },
2482
- async (args) => {
2483
- const handler = toolHandlers[name];
2484
- if (!handler) {
2485
- return {
2486
- content: [
2487
- {
2488
- type: "text",
2489
- text: `Tool not found: ${name}`
2490
- }
2491
- ],
2492
- isError: true
2493
- };
258
+ this.mcpServer.prompt(
259
+ "parse",
260
+ "Parses a FIX message and describes it in plain language",
261
+ { fixString: z.string() },
262
+ ({ fixString }) => ({
263
+ messages: [
264
+ {
265
+ role: "user",
266
+ content: {
267
+ type: "text",
268
+ text: `Please parse and explain this FIX message: ${fixString}`
269
+ }
2494
270
  }
2495
- const result = await handler(args);
271
+ ]
272
+ })
273
+ );
274
+ this.mcpServer.tool(
275
+ "parseToJSON",
276
+ "Parses a FIX message into JSON",
277
+ { fixString: z.string() },
278
+ async ({ fixString }) => {
279
+ const parsedMessage = this.parser?.parse(fixString);
280
+ if (!parsedMessage || parsedMessage.length === 0) {
281
+ this.logger?.log({
282
+ level: "error",
283
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
284
+ });
2496
285
  return {
2497
- content: result.content,
2498
- isError: result.isError
286
+ isError: true,
287
+ content: [
288
+ {
289
+ type: "text",
290
+ text: "Error: Failed to parse FIX string"
291
+ }
292
+ ]
2499
293
  };
2500
294
  }
2501
- );
2502
- });
295
+ return {
296
+ content: [
297
+ {
298
+ type: "text",
299
+ text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
300
+ }
301
+ ]
302
+ };
303
+ }
304
+ );
305
+ this.mcpServer.prompt(
306
+ "parseToJSON",
307
+ "Parses a FIX message into JSON",
308
+ { fixString: z.string() },
309
+ ({ fixString }) => ({
310
+ messages: [
311
+ {
312
+ role: "user",
313
+ content: {
314
+ type: "text",
315
+ text: `Please parse the FIX message to JSON: ${fixString}`
316
+ }
317
+ }
318
+ ]
319
+ })
320
+ );
321
+ this.mcpServer.tool(
322
+ "newOrderSingle",
323
+ "Creates and sends a New Order Single",
324
+ {
325
+ clOrdID: z.string(),
326
+ handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
327
+ quantity: z.number(),
328
+ price: z.number(),
329
+ ordType: z.enum([
330
+ "1",
331
+ "2",
332
+ "3",
333
+ "4",
334
+ "5",
335
+ "6",
336
+ "7",
337
+ "8",
338
+ "9",
339
+ "A",
340
+ "B",
341
+ "C",
342
+ "D",
343
+ "E",
344
+ "F",
345
+ "G",
346
+ "H",
347
+ "I",
348
+ "J",
349
+ "K",
350
+ "L",
351
+ "M",
352
+ "P",
353
+ "Q",
354
+ "R",
355
+ "S"
356
+ ]).default(OrdType.Market).optional(),
357
+ side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
358
+ // 1 = Buy, 2 = Sell...
359
+ symbol: z.string(),
360
+ timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
361
+ },
362
+ async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
363
+ const response = new Promise((resolve) => {
364
+ this.pendingRequests.set(clOrdID, resolve);
365
+ });
366
+ const order = this.parser?.createMessage(
367
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
368
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
369
+ new Field(Fields.SenderCompID, this.parser?.sender),
370
+ new Field(Fields.TargetCompID, this.parser?.target),
371
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
372
+ new Field(Fields.ClOrdID, clOrdID),
373
+ new Field(Fields.Side, side),
374
+ new Field(Fields.Symbol, symbol),
375
+ new Field(Fields.OrderQty, quantity),
376
+ new Field(Fields.Price, price),
377
+ new Field(Fields.OrdType, ordType),
378
+ new Field(Fields.HandlInst, handlInst),
379
+ new Field(Fields.TimeInForce, timeInForce),
380
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
381
+ );
382
+ if (!this.parser?.connected) {
383
+ this.logger?.log({
384
+ level: "error",
385
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
386
+ });
387
+ return {
388
+ isError: true,
389
+ content: [
390
+ {
391
+ type: "text",
392
+ text: "Error: Not connected. Ignoring message."
393
+ }
394
+ ]
395
+ };
396
+ }
397
+ this.parser?.send(order);
398
+ this.logger?.log({
399
+ level: "info",
400
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
401
+ });
402
+ const fixData = await response;
403
+ return {
404
+ content: [
405
+ {
406
+ type: "text",
407
+ text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
408
+ }
409
+ ]
410
+ };
411
+ }
412
+ );
413
+ this.mcpServer.prompt(
414
+ "newOrderSingle",
415
+ "Creates and sends a New Order Single",
416
+ {
417
+ clOrdID: z.string(),
418
+ handlInst: z.string(),
419
+ quantity: z.string(),
420
+ price: z.string(),
421
+ ordType: z.string(),
422
+ side: z.string(),
423
+ symbol: z.string(),
424
+ timeInForce: z.string()
425
+ },
426
+ ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
427
+ messages: [
428
+ {
429
+ role: "user",
430
+ content: {
431
+ type: "text",
432
+ text: [
433
+ "Create a New Order Single FIX message with the following parameters:",
434
+ `- ClOrdID: ${clOrdID}`,
435
+ `- HandlInst: ${handlInst ?? "default"}`,
436
+ `- Quantity: ${quantity}`,
437
+ `- Price: ${price}`,
438
+ `- OrdType: ${ordType ?? "default (Market)"}`,
439
+ `- Side: ${side}`,
440
+ `- Symbol: ${symbol}`,
441
+ `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
442
+ "",
443
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
444
+ ].join("\n")
445
+ }
446
+ }
447
+ ]
448
+ })
449
+ );
450
+ this.mcpServer.tool(
451
+ "marketDataRequest",
452
+ "Sends a request for Market Data with the given symbol",
453
+ {
454
+ mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
455
+ // MDUpdateType.FullRefresh
456
+ symbol: z.string(),
457
+ mdReqID: z.string(),
458
+ subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
459
+ mdEntryType: z.enum([
460
+ "0",
461
+ "1",
462
+ "2",
463
+ "3",
464
+ "4",
465
+ "5",
466
+ "6",
467
+ "7",
468
+ "8",
469
+ "9",
470
+ "A",
471
+ "B",
472
+ "C",
473
+ "D",
474
+ "E",
475
+ "F",
476
+ "G",
477
+ "H",
478
+ "J",
479
+ "K",
480
+ "L",
481
+ "M",
482
+ "N",
483
+ "O",
484
+ "P",
485
+ "Q",
486
+ "S",
487
+ "R",
488
+ "T",
489
+ "U",
490
+ "V",
491
+ "W",
492
+ "X",
493
+ "Y",
494
+ "Z",
495
+ "a",
496
+ "b",
497
+ "c",
498
+ "d",
499
+ "e",
500
+ "g",
501
+ "h",
502
+ "i",
503
+ "t"
504
+ ]).default(MDEntryType.Bid).optional()
505
+ },
506
+ async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
507
+ const response = new Promise((resolve) => {
508
+ this.pendingRequests.set(mdReqID, resolve);
509
+ });
510
+ const marketDataRequest = this.parser?.createMessage(
511
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
512
+ new Field(Fields.SenderCompID, this.parser?.sender),
513
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
514
+ new Field(Fields.TargetCompID, this.parser?.target),
515
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
516
+ new Field(Fields.MarketDepth, 0),
517
+ new Field(Fields.MDUpdateType, mdUpdateType),
518
+ new Field(Fields.NoRelatedSym, 1),
519
+ new Field(Fields.Symbol, symbol),
520
+ new Field(Fields.MDReqID, mdReqID),
521
+ new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
522
+ new Field(Fields.NoMDEntryTypes, 1),
523
+ new Field(Fields.MDEntryType, mdEntryType)
524
+ );
525
+ if (!this.parser?.connected) {
526
+ this.logger?.log({
527
+ level: "error",
528
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
529
+ });
530
+ return {
531
+ isError: true,
532
+ content: [
533
+ {
534
+ type: "text",
535
+ text: "Error: Not connected. Ignoring message."
536
+ }
537
+ ]
538
+ };
539
+ }
540
+ this.parser?.send(marketDataRequest);
541
+ this.logger?.log({
542
+ level: "info",
543
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
544
+ });
545
+ const fixData = await response;
546
+ return {
547
+ content: [
548
+ {
549
+ type: "text",
550
+ text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
551
+ }
552
+ ]
553
+ };
554
+ }
555
+ );
556
+ this.mcpServer.prompt(
557
+ "marketDataRequest",
558
+ "Sends a request for Market Data with the given symbol",
559
+ {
560
+ mdUpdateType: z.string(),
561
+ symbol: z.string(),
562
+ mdReqID: z.string(),
563
+ subscriptionRequestType: z.string(),
564
+ mdEntryType: z.string()
565
+ },
566
+ ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
567
+ messages: [
568
+ {
569
+ role: "user",
570
+ content: {
571
+ type: "text",
572
+ text: [
573
+ "Create a Market Data Request FIX message with the following parameters:",
574
+ `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
575
+ `- Symbol: ${symbol}`,
576
+ `- MDReqID: ${mdReqID}`,
577
+ `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
578
+ `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
579
+ "",
580
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
581
+ ].join("\n")
582
+ }
583
+ }
584
+ ]
585
+ })
586
+ );
2503
587
  }
2504
588
  };
2505
589
  export {