fixparser-plugin-mcp 9.1.7-e016b83b → 9.1.7-e7f944da

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Files changed (16) hide show
  1. package/build/cjs/MCPLocal.js +835 -836
  2. package/build/cjs/MCPLocal.js.map +4 -4
  3. package/build/esm/MCPLocal.mjs +825 -836
  4. package/build/esm/MCPLocal.mjs.map +4 -4
  5. package/build-examples/cjs/example_mcp_local.js +12 -47
  6. package/build-examples/cjs/example_mcp_local.js.map +4 -4
  7. package/build-examples/esm/example_mcp_local.mjs +12 -47
  8. package/build-examples/esm/example_mcp_local.mjs.map +4 -4
  9. package/package.json +5 -4
  10. package/types/schemas/index.d.ts +15 -0
  11. package/types/schemas/schemas.d.ts +168 -0
  12. package/types/tools/index.d.ts +17 -0
  13. package/types/tools/marketData.d.ts +40 -0
  14. package/types/tools/order.d.ts +12 -0
  15. package/types/tools/parse.d.ts +5 -0
  16. package/types/tools/parseToJSON.d.ts +5 -0
package/build/esm/MCPLocal.mjs CHANGED
@@ -1,179 +1,785 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
- import { Field, Fields, Messages } from "fixparser";
4
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
5
5
  import { z } from "zod";
6
- var MCPLocal = class {
7
- parser;
8
- server = new Server(
9
- {
10
- name: "fixparser",
11
- version: "1.0.0"
12
- },
13
- {
14
- capabilities: {
15
- tools: {
16
- parse: {
17
- description: "Parses a FIX message and describes it in plain language",
18
- parameters: {
19
- type: "object",
20
- properties: {
21
- fixString: { type: "string" }
22
- },
23
- required: ["fixString"]
24
- }
6
+
7
+ // src/schemas/schemas.ts
8
+ var toolSchemas = {
9
+ parse: {
10
+ description: "Parses a FIX message and describes it in plain language",
11
+ schema: {
12
+ type: "object",
13
+ properties: {
14
+ fixString: { type: "string" }
15
+ },
16
+ required: ["fixString"]
17
+ }
18
+ },
19
+ parseToJSON: {
20
+ description: "Parses a FIX message into JSON",
21
+ schema: {
22
+ type: "object",
23
+ properties: {
24
+ fixString: { type: "string" }
25
+ },
26
+ required: ["fixString"]
27
+ }
28
+ },
29
+ verifyOrder: {
30
+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
31
+ schema: {
32
+ type: "object",
33
+ properties: {
34
+ clOrdID: { type: "string" },
35
+ handlInst: {
36
+ type: "string",
37
+ enum: ["1", "2", "3"],
38
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
39
+ },
40
+ quantity: { type: "string" },
41
+ price: { type: "string" },
42
+ ordType: {
43
+ type: "string",
44
+ enum: [
45
+ "1",
46
+ "2",
47
+ "3",
48
+ "4",
49
+ "5",
50
+ "6",
51
+ "7",
52
+ "8",
53
+ "9",
54
+ "A",
55
+ "B",
56
+ "C",
57
+ "D",
58
+ "E",
59
+ "F",
60
+ "G",
61
+ "H",
62
+ "I",
63
+ "J",
64
+ "K",
65
+ "L",
66
+ "M",
67
+ "P",
68
+ "Q",
69
+ "R",
70
+ "S"
71
+ ],
72
+ 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"
73
+ },
74
+ side: {
75
+ type: "string",
76
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
77
+ 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"
78
+ },
79
+ symbol: { type: "string" },
80
+ timeInForce: {
81
+ type: "string",
82
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
83
+ 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"
84
+ }
85
+ },
86
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
87
+ }
88
+ },
89
+ executeOrder: {
90
+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
91
+ schema: {
92
+ type: "object",
93
+ properties: {
94
+ clOrdID: { type: "string" },
95
+ handlInst: {
96
+ type: "string",
97
+ enum: ["1", "2", "3"],
98
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
99
+ },
100
+ quantity: { type: "string" },
101
+ price: { type: "string" },
102
+ ordType: {
103
+ type: "string",
104
+ enum: [
105
+ "1",
106
+ "2",
107
+ "3",
108
+ "4",
109
+ "5",
110
+ "6",
111
+ "7",
112
+ "8",
113
+ "9",
114
+ "A",
115
+ "B",
116
+ "C",
117
+ "D",
118
+ "E",
119
+ "F",
120
+ "G",
121
+ "H",
122
+ "I",
123
+ "J",
124
+ "K",
125
+ "L",
126
+ "M",
127
+ "P",
128
+ "Q",
129
+ "R",
130
+ "S"
131
+ ],
132
+ 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"
133
+ },
134
+ side: {
135
+ type: "string",
136
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
137
+ 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"
138
+ },
139
+ symbol: { type: "string" },
140
+ timeInForce: {
141
+ type: "string",
142
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
143
+ 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"
144
+ }
145
+ },
146
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
147
+ }
148
+ },
149
+ marketDataRequest: {
150
+ description: "Requests market data for specified symbols",
151
+ schema: {
152
+ type: "object",
153
+ properties: {
154
+ mdUpdateType: {
155
+ type: "string",
156
+ enum: ["0", "1"],
157
+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
158
+ },
159
+ symbols: { type: "array", items: { type: "string" } },
160
+ mdReqID: { type: "string" },
161
+ subscriptionRequestType: {
162
+ type: "string",
163
+ enum: ["0", "1", "2"],
164
+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
165
+ },
166
+ mdEntryTypes: {
167
+ type: "array",
168
+ items: {
169
+ type: "string",
170
+ enum: [
171
+ "0",
172
+ "1",
173
+ "2",
174
+ "3",
175
+ "4",
176
+ "5",
177
+ "6",
178
+ "7",
179
+ "8",
180
+ "9",
181
+ "A",
182
+ "B",
183
+ "C",
184
+ "D",
185
+ "E",
186
+ "F",
187
+ "G",
188
+ "H",
189
+ "I",
190
+ "J",
191
+ "K",
192
+ "L",
193
+ "M",
194
+ "N",
195
+ "O",
196
+ "P",
197
+ "Q",
198
+ "R",
199
+ "S",
200
+ "T",
201
+ "U",
202
+ "V",
203
+ "W",
204
+ "X",
205
+ "Y",
206
+ "Z"
207
+ ]
25
208
  },
26
- parseToJSON: {
27
- description: "Parses a FIX message into JSON",
28
- parameters: {
29
- type: "object",
30
- properties: {
31
- fixString: { type: "string" }
32
- },
33
- required: ["fixString"]
209
+ 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"
210
+ }
211
+ },
212
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
213
+ }
214
+ },
215
+ getStockGraph: {
216
+ description: "Generates a price chart for a given symbol",
217
+ schema: {
218
+ type: "object",
219
+ properties: {
220
+ symbol: { type: "string" }
221
+ },
222
+ required: ["symbol"]
223
+ }
224
+ },
225
+ getStockPriceHistory: {
226
+ description: "Returns price history for a given symbol",
227
+ schema: {
228
+ type: "object",
229
+ properties: {
230
+ symbol: { type: "string" }
231
+ },
232
+ required: ["symbol"]
233
+ }
234
+ }
235
+ };
236
+
237
+ // src/tools/marketData.ts
238
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
239
+ import QuickChart from "quickchart-js";
240
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
241
+ return async (args) => {
242
+ try {
243
+ const response = new Promise((resolve) => {
244
+ pendingRequests.set(args.mdReqID, resolve);
245
+ });
246
+ const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
247
+ const messageFields = [
248
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
249
+ new Field(Fields.SenderCompID, parser.sender),
250
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
251
+ new Field(Fields.TargetCompID, parser.target),
252
+ new Field(Fields.SendingTime, parser.getTimestamp()),
253
+ new Field(Fields.MDReqID, args.mdReqID),
254
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
255
+ new Field(Fields.MarketDepth, 0),
256
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
257
+ ];
258
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
259
+ args.symbols.forEach((symbol) => {
260
+ messageFields.push(new Field(Fields.Symbol, symbol));
261
+ });
262
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
263
+ entryTypes.forEach((entryType) => {
264
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
265
+ });
266
+ const mdr = parser.createMessage(...messageFields);
267
+ if (!parser.connected) {
268
+ return {
269
+ content: [
270
+ {
271
+ type: "text",
272
+ text: "Error: Not connected. Ignoring message.",
273
+ uri: "marketDataRequest"
34
274
  }
35
- },
36
- verifyOrder: {
37
- description: "Verifies order parameters before execution",
38
- parameters: {
39
- type: "object",
40
- properties: {
41
- clOrdID: { type: "string" },
42
- handlInst: { type: "string", enum: ["1", "2", "3"] },
43
- quantity: { type: "string" },
44
- price: { type: "string" },
45
- ordType: {
46
- type: "string",
47
- enum: [
48
- "1",
49
- "2",
50
- "3",
51
- "4",
52
- "5",
53
- "6",
54
- "7",
55
- "8",
56
- "9",
57
- "A",
58
- "B",
59
- "C",
60
- "D",
61
- "E",
62
- "F",
63
- "G",
64
- "H",
65
- "I",
66
- "J",
67
- "K",
68
- "L",
69
- "M",
70
- "P",
71
- "Q",
72
- "R",
73
- "S"
74
- ]
75
- },
76
- side: {
77
- type: "string",
78
- enum: [
79
- "1",
80
- "2",
81
- "3",
82
- "4",
83
- "5",
84
- "6",
85
- "7",
86
- "8",
87
- "9",
88
- "A",
89
- "B",
90
- "C",
91
- "D",
92
- "E",
93
- "F",
94
- "G",
95
- "H"
96
- ]
97
- },
98
- symbol: { type: "string" },
99
- timeInForce: {
100
- type: "string",
101
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
102
- }
103
- },
104
- required: [
105
- "clOrdID",
106
- "handlInst",
107
- "quantity",
108
- "price",
109
- "ordType",
110
- "side",
111
- "symbol",
112
- "timeInForce"
113
- ]
275
+ ],
276
+ isError: true
277
+ };
278
+ }
279
+ parser.send(mdr);
280
+ const fixData = await response;
281
+ return {
282
+ content: [
283
+ {
284
+ type: "text",
285
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
286
+ uri: "marketDataRequest"
287
+ }
288
+ ]
289
+ };
290
+ } catch (error) {
291
+ return {
292
+ content: [
293
+ {
294
+ type: "text",
295
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
296
+ uri: "marketDataRequest"
297
+ }
298
+ ],
299
+ isError: true
300
+ };
301
+ }
302
+ };
303
+ };
304
+ var createGetStockGraphHandler = (marketDataPrices) => {
305
+ return async (args) => {
306
+ try {
307
+ const symbol = args.symbol;
308
+ const priceHistory = marketDataPrices.get(symbol) || [];
309
+ if (priceHistory.length === 0) {
310
+ return {
311
+ content: [
312
+ {
313
+ type: "text",
314
+ text: `No price data available for ${symbol}`,
315
+ uri: "getStockGraph"
114
316
  }
115
- },
116
- executeOrder: {
117
- description: "Executes a verified order",
118
- parameters: {
119
- type: "object",
120
- properties: {
121
- clOrdID: { type: "string" },
122
- handlInst: { type: "string", enum: ["1", "2", "3"] },
123
- quantity: { type: "string" },
124
- price: { type: "string" },
125
- ordType: { type: "string" },
126
- side: { type: "string" },
127
- symbol: { type: "string" },
128
- timeInForce: { type: "string" }
129
- },
130
- required: [
131
- "clOrdID",
132
- "handlInst",
133
- "quantity",
134
- "price",
135
- "ordType",
136
- "side",
137
- "symbol",
138
- "timeInForce"
139
- ]
317
+ ]
318
+ };
319
+ }
320
+ const chart = new QuickChart();
321
+ chart.setWidth(300);
322
+ chart.setHeight(150);
323
+ chart.setBackgroundColor("transparent");
324
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
325
+ const bidData = priceHistory.map((point) => point.bid);
326
+ const offerData = priceHistory.map((point) => point.offer);
327
+ const spreadData = priceHistory.map((point) => point.spread);
328
+ const volumeData = priceHistory.map((point) => point.volume);
329
+ const config = {
330
+ type: "line",
331
+ data: {
332
+ labels,
333
+ datasets: [
334
+ {
335
+ label: "Bid",
336
+ data: bidData,
337
+ borderColor: "#28a745",
338
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
339
+ fill: false,
340
+ tension: 0.4
341
+ },
342
+ {
343
+ label: "Offer",
344
+ data: offerData,
345
+ borderColor: "#dc3545",
346
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
347
+ fill: false,
348
+ tension: 0.4
349
+ },
350
+ {
351
+ label: "Spread",
352
+ data: spreadData,
353
+ borderColor: "#6c757d",
354
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
355
+ fill: false,
356
+ tension: 0.4
357
+ },
358
+ {
359
+ label: "Volume",
360
+ data: volumeData,
361
+ borderColor: "#007bff",
362
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
363
+ fill: true,
364
+ tension: 0.4
140
365
  }
141
- },
142
- marketDataRequest: {
143
- description: "Requests market data for specified symbols",
144
- parameters: {
145
- type: "object",
146
- properties: {
147
- mdUpdateType: { type: "string", enum: ["0", "1"] },
148
- symbols: { type: "array", items: { type: "string" } },
149
- mdReqID: { type: "string" },
150
- subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
151
- mdEntryTypes: { type: "array", items: { type: "string" } }
152
- },
153
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
366
+ ]
367
+ },
368
+ options: {
369
+ responsive: true,
370
+ plugins: {
371
+ title: {
372
+ display: true,
373
+ text: `${symbol} Market Data`
154
374
  }
155
375
  },
156
- getStockGraph: {
157
- description: "Generates a price chart for a given symbol",
158
- parameters: {
159
- type: "object",
160
- properties: {
161
- symbol: { type: "string" }
162
- },
163
- required: ["symbol"]
376
+ scales: {
377
+ y: {
378
+ beginAtZero: false
164
379
  }
165
- },
166
- getStockPriceHistory: {
167
- description: "Returns price history for a given symbol",
168
- parameters: {
169
- type: "object",
170
- properties: {
171
- symbol: { type: "string" }
380
+ }
381
+ }
382
+ };
383
+ chart.setConfig(config);
384
+ const imageBuffer = await chart.toBinary();
385
+ const base64 = Buffer.from(imageBuffer).toString("base64");
386
+ return {
387
+ content: [
388
+ {
389
+ type: "resource",
390
+ resource: {
391
+ uri: "resource://graph",
392
+ mimeType: "image/png",
393
+ blob: base64
394
+ }
395
+ }
396
+ ]
397
+ };
398
+ } catch (error) {
399
+ return {
400
+ content: [
401
+ {
402
+ type: "text",
403
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
404
+ uri: "getStockGraph"
405
+ }
406
+ ],
407
+ isError: true
408
+ };
409
+ }
410
+ };
411
+ };
412
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
413
+ return async (args) => {
414
+ try {
415
+ const symbol = args.symbol;
416
+ const priceHistory = marketDataPrices.get(symbol) || [];
417
+ if (priceHistory.length === 0) {
418
+ return {
419
+ content: [
420
+ {
421
+ type: "text",
422
+ text: `No price data available for ${symbol}`,
423
+ uri: "getStockPriceHistory"
424
+ }
425
+ ]
426
+ };
427
+ }
428
+ return {
429
+ content: [
430
+ {
431
+ type: "text",
432
+ text: JSON.stringify(
433
+ {
434
+ symbol,
435
+ count: priceHistory.length,
436
+ data: priceHistory.map((point) => ({
437
+ timestamp: new Date(point.timestamp).toISOString(),
438
+ bid: point.bid,
439
+ offer: point.offer,
440
+ spread: point.spread,
441
+ volume: point.volume
442
+ }))
172
443
  },
173
- required: ["symbol"]
444
+ null,
445
+ 2
446
+ ),
447
+ uri: "getStockPriceHistory"
448
+ }
449
+ ]
450
+ };
451
+ } catch (error) {
452
+ return {
453
+ content: [
454
+ {
455
+ type: "text",
456
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
457
+ uri: "getStockPriceHistory"
458
+ }
459
+ ],
460
+ isError: true
461
+ };
462
+ }
463
+ };
464
+ };
465
+
466
+ // src/tools/order.ts
467
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
468
+ var ordTypeNames = {
469
+ "1": "Market",
470
+ "2": "Limit",
471
+ "3": "Stop",
472
+ "4": "StopLimit",
473
+ "5": "MarketOnClose",
474
+ "6": "WithOrWithout",
475
+ "7": "LimitOrBetter",
476
+ "8": "LimitWithOrWithout",
477
+ "9": "OnBasis",
478
+ A: "OnClose",
479
+ B: "LimitOnClose",
480
+ C: "ForexMarket",
481
+ D: "PreviouslyQuoted",
482
+ E: "PreviouslyIndicated",
483
+ F: "ForexLimit",
484
+ G: "ForexSwap",
485
+ H: "ForexPreviouslyQuoted",
486
+ I: "Funari",
487
+ J: "MarketIfTouched",
488
+ K: "MarketWithLeftOverAsLimit",
489
+ L: "PreviousFundValuationPoint",
490
+ M: "NextFundValuationPoint",
491
+ P: "Pegged",
492
+ Q: "CounterOrderSelection",
493
+ R: "StopOnBidOrOffer",
494
+ S: "StopLimitOnBidOrOffer"
495
+ };
496
+ var sideNames = {
497
+ "1": "Buy",
498
+ "2": "Sell",
499
+ "3": "BuyMinus",
500
+ "4": "SellPlus",
501
+ "5": "SellShort",
502
+ "6": "SellShortExempt",
503
+ "7": "Undisclosed",
504
+ "8": "Cross",
505
+ "9": "CrossShort",
506
+ A: "CrossShortExempt",
507
+ B: "AsDefined",
508
+ C: "Opposite",
509
+ D: "Subscribe",
510
+ E: "Redeem",
511
+ F: "Lend",
512
+ G: "Borrow",
513
+ H: "SellUndisclosed"
514
+ };
515
+ var timeInForceNames = {
516
+ "0": "Day",
517
+ "1": "GoodTillCancel",
518
+ "2": "AtTheOpening",
519
+ "3": "ImmediateOrCancel",
520
+ "4": "FillOrKill",
521
+ "5": "GoodTillCrossing",
522
+ "6": "GoodTillDate",
523
+ "7": "AtTheClose",
524
+ "8": "GoodThroughCrossing",
525
+ "9": "AtCrossing",
526
+ A: "GoodForTime",
527
+ B: "GoodForAuction",
528
+ C: "GoodForMonth"
529
+ };
530
+ var handlInstNames = {
531
+ "1": "AutomatedExecutionNoIntervention",
532
+ "2": "AutomatedExecutionInterventionOK",
533
+ "3": "ManualOrder"
534
+ };
535
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
536
+ return async (args) => {
537
+ try {
538
+ verifiedOrders.set(args.clOrdID, {
539
+ clOrdID: args.clOrdID,
540
+ handlInst: args.handlInst,
541
+ quantity: Number.parseFloat(String(args.quantity)),
542
+ price: Number.parseFloat(String(args.price)),
543
+ ordType: args.ordType,
544
+ side: args.side,
545
+ symbol: args.symbol,
546
+ timeInForce: args.timeInForce
547
+ });
548
+ return {
549
+ content: [
550
+ {
551
+ type: "text",
552
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
553
+
554
+ Parameters verified:
555
+ - ClOrdID: ${args.clOrdID}
556
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
557
+ - Quantity: ${args.quantity}
558
+ - Price: ${args.price}
559
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
560
+ - Side: ${args.side} (${sideNames[args.side]})
561
+ - Symbol: ${args.symbol}
562
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
563
+
564
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
565
+ uri: "verifyOrder"
566
+ }
567
+ ]
568
+ };
569
+ } catch (error) {
570
+ return {
571
+ content: [
572
+ {
573
+ type: "text",
574
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
575
+ uri: "verifyOrder"
576
+ }
577
+ ],
578
+ isError: true
579
+ };
580
+ }
581
+ };
582
+ };
583
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
584
+ return async (args) => {
585
+ try {
586
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
587
+ if (!verifiedOrder) {
588
+ return {
589
+ content: [
590
+ {
591
+ type: "text",
592
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
593
+ uri: "executeOrder"
594
+ }
595
+ ],
596
+ isError: true
597
+ };
598
+ }
599
+ 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) {
600
+ return {
601
+ content: [
602
+ {
603
+ type: "text",
604
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
605
+ uri: "executeOrder"
606
+ }
607
+ ],
608
+ isError: true
609
+ };
610
+ }
611
+ const response = new Promise((resolve) => {
612
+ pendingRequests.set(args.clOrdID, resolve);
613
+ });
614
+ const order = parser.createMessage(
615
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
616
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
617
+ new Field2(Fields2.SenderCompID, parser.sender),
618
+ new Field2(Fields2.TargetCompID, parser.target),
619
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
620
+ new Field2(Fields2.ClOrdID, args.clOrdID),
621
+ new Field2(Fields2.Side, args.side),
622
+ new Field2(Fields2.Symbol, args.symbol),
623
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
624
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
625
+ new Field2(Fields2.OrdType, args.ordType),
626
+ new Field2(Fields2.HandlInst, args.handlInst),
627
+ new Field2(Fields2.TimeInForce, args.timeInForce),
628
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
629
+ );
630
+ if (!parser.connected) {
631
+ return {
632
+ content: [
633
+ {
634
+ type: "text",
635
+ text: "Error: Not connected. Ignoring message.",
636
+ uri: "executeOrder"
174
637
  }
638
+ ],
639
+ isError: true
640
+ };
641
+ }
642
+ parser.send(order);
643
+ const fixData = await response;
644
+ verifiedOrders.delete(args.clOrdID);
645
+ return {
646
+ content: [
647
+ {
648
+ type: "text",
649
+ 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())}`,
650
+ uri: "executeOrder"
175
651
  }
176
- }
652
+ ]
653
+ };
654
+ } catch (error) {
655
+ return {
656
+ content: [
657
+ {
658
+ type: "text",
659
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
660
+ uri: "executeOrder"
661
+ }
662
+ ],
663
+ isError: true
664
+ };
665
+ }
666
+ };
667
+ };
668
+
669
+ // src/tools/parse.ts
670
+ var createParseHandler = (parser) => {
671
+ return async (args) => {
672
+ try {
673
+ const parsedMessage = parser.parse(args.fixString);
674
+ if (!parsedMessage || parsedMessage.length === 0) {
675
+ return {
676
+ content: [
677
+ {
678
+ type: "text",
679
+ text: "Error: Failed to parse FIX string",
680
+ uri: "parse"
681
+ }
682
+ ],
683
+ isError: true
684
+ };
685
+ }
686
+ return {
687
+ content: [
688
+ {
689
+ type: "text",
690
+ text: `${parsedMessage[0].description}
691
+ ${parsedMessage[0].messageTypeDescription}`,
692
+ uri: "parse"
693
+ }
694
+ ]
695
+ };
696
+ } catch (error) {
697
+ return {
698
+ content: [
699
+ {
700
+ type: "text",
701
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
702
+ uri: "parse"
703
+ }
704
+ ],
705
+ isError: true
706
+ };
707
+ }
708
+ };
709
+ };
710
+
711
+ // src/tools/parseToJSON.ts
712
+ var createParseToJSONHandler = (parser) => {
713
+ return async (args) => {
714
+ try {
715
+ const parsedMessage = parser.parse(args.fixString);
716
+ if (!parsedMessage || parsedMessage.length === 0) {
717
+ return {
718
+ content: [
719
+ {
720
+ type: "text",
721
+ text: "Error: Failed to parse FIX string",
722
+ uri: "parseToJSON"
723
+ }
724
+ ],
725
+ isError: true
726
+ };
727
+ }
728
+ return {
729
+ content: [
730
+ {
731
+ type: "text",
732
+ text: `${parsedMessage[0].toFIXJSON()}`,
733
+ uri: "parseToJSON"
734
+ }
735
+ ]
736
+ };
737
+ } catch (error) {
738
+ return {
739
+ content: [
740
+ {
741
+ type: "text",
742
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
743
+ uri: "parseToJSON"
744
+ }
745
+ ],
746
+ isError: true
747
+ };
748
+ }
749
+ };
750
+ };
751
+
752
+ // src/tools/index.ts
753
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
754
+ parse: createParseHandler(parser),
755
+ parseToJSON: createParseToJSONHandler(parser),
756
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
757
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
758
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
759
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
760
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
761
+ });
762
+
763
+ // src/MCPLocal.ts
764
+ var MCPLocal = class {
765
+ parser;
766
+ server = new Server(
767
+ {
768
+ name: "fixparser",
769
+ version: "1.0.0"
770
+ },
771
+ {
772
+ capabilities: {
773
+ tools: Object.entries(toolSchemas).reduce(
774
+ (acc, [name, { description, schema }]) => {
775
+ acc[name] = {
776
+ description,
777
+ parameters: schema
778
+ };
779
+ return acc;
780
+ },
781
+ {}
782
+ )
177
783
  }
178
784
  }
179
785
  );
@@ -181,7 +787,6 @@ var MCPLocal = class {
181
787
  onReady = void 0;
182
788
  pendingRequests = /* @__PURE__ */ new Map();
183
789
  verifiedOrders = /* @__PURE__ */ new Map();
184
- // Store market data prices with timestamps
185
790
  marketDataPrices = /* @__PURE__ */ new Map();
186
791
  MAX_PRICE_HISTORY = 1e5;
187
792
  // Maximum number of price points to store per symbol
@@ -196,50 +801,63 @@ var MCPLocal = class {
196
801
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
197
802
  });
198
803
  const msgType = message.messageType;
199
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
804
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
200
805
  this.parser?.logger.log({
201
806
  level: "info",
202
807
  message: `MCP Server handling message type: ${msgType}`
203
808
  });
204
809
  let id;
205
- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
206
- const symbol = message.getField(Fields.Symbol);
207
- const price = message.getField(Fields.MDEntryPx);
208
- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
810
+ if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
811
+ const symbol = message.getField(Fields3.Symbol);
812
+ const entryType = message.getField(Fields3.MDEntryType);
813
+ const price = message.getField(Fields3.MDEntryPx);
814
+ const size = message.getField(Fields3.MDEntrySize);
815
+ const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
209
816
  if (symbol?.value && price?.value) {
210
817
  const symbolStr = String(symbol.value);
211
818
  const priceNum = Number(price.value);
819
+ const sizeNum = size?.value ? Number(size.value) : 0;
212
820
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
213
- priceHistory.push({
821
+ const lastEntry = priceHistory[priceHistory.length - 1] || {
822
+ timestamp: 0,
823
+ bid: 0,
824
+ offer: 0,
825
+ spread: 0,
826
+ volume: 0
827
+ };
828
+ const newEntry = {
214
829
  timestamp: Number(timestamp),
215
- price: priceNum
216
- });
830
+ bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
831
+ offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
832
+ spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
833
+ volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
834
+ };
835
+ priceHistory.push(newEntry);
217
836
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
218
837
  priceHistory.shift();
219
838
  }
220
839
  this.marketDataPrices.set(symbolStr, priceHistory);
221
840
  this.parser?.logger.log({
222
841
  level: "info",
223
- message: `MCP Server added ${symbol}: ${priceNum}`
842
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
224
843
  });
225
844
  this.server.notification({
226
845
  method: "priceUpdate",
227
846
  params: {
228
847
  symbol: symbolStr,
229
- price: priceNum,
230
- timestamp: Number(timestamp)
848
+ ...newEntry
231
849
  }
232
850
  });
233
851
  }
234
852
  }
235
- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
236
- const mdReqID = message.getField(Fields.MDReqID);
853
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
854
+ const mdReqID = message.getField(Fields3.MDReqID);
237
855
  if (mdReqID) id = String(mdReqID.value);
238
- } else if (msgType === Messages.ExecutionReport) {
239
- const clOrdID = message.getField(Fields.ClOrdID);
856
+ } else if (msgType === Messages3.ExecutionReport) {
857
+ const clOrdID = message.getField(Fields3.ClOrdID);
240
858
  if (clOrdID) id = String(clOrdID.value);
241
- } else if (msgType === Messages.Reject) {
242
- const refSeqNum = message.getField(Fields.RefSeqNum);
859
+ } else if (msgType === Messages3.Reject) {
860
+ const refSeqNum = message.getField(Fields3.RefSeqNum);
243
861
  if (refSeqNum) id = String(refSeqNum.value);
244
862
  }
245
863
  if (id) {
@@ -268,181 +886,11 @@ var MCPLocal = class {
268
886
  z.object({ method: z.literal("tools/list") }),
269
887
  async (request, extra) => {
270
888
  return {
271
- tools: [
272
- {
273
- name: "parse",
274
- description: "Parses a FIX message and describes it in plain language",
275
- inputSchema: {
276
- type: "object",
277
- properties: {
278
- fixString: { type: "string" }
279
- },
280
- required: ["fixString"]
281
- }
282
- },
283
- {
284
- name: "parseToJSON",
285
- description: "Parses a FIX message into JSON",
286
- inputSchema: {
287
- type: "object",
288
- properties: {
289
- fixString: { type: "string" }
290
- },
291
- required: ["fixString"]
292
- }
293
- },
294
- {
295
- name: "verifyOrder",
296
- description: "Verifies order parameters before execution",
297
- inputSchema: {
298
- type: "object",
299
- properties: {
300
- clOrdID: { type: "string" },
301
- handlInst: { type: "string", enum: ["1", "2", "3"] },
302
- quantity: { type: "string" },
303
- price: { type: "string" },
304
- ordType: {
305
- type: "string",
306
- enum: [
307
- "1",
308
- "2",
309
- "3",
310
- "4",
311
- "5",
312
- "6",
313
- "7",
314
- "8",
315
- "9",
316
- "A",
317
- "B",
318
- "C",
319
- "D",
320
- "E",
321
- "F",
322
- "G",
323
- "H",
324
- "I",
325
- "J",
326
- "K",
327
- "L",
328
- "M",
329
- "P",
330
- "Q",
331
- "R",
332
- "S"
333
- ]
334
- },
335
- side: {
336
- type: "string",
337
- enum: [
338
- "1",
339
- "2",
340
- "3",
341
- "4",
342
- "5",
343
- "6",
344
- "7",
345
- "8",
346
- "9",
347
- "A",
348
- "B",
349
- "C",
350
- "D",
351
- "E",
352
- "F",
353
- "G",
354
- "H"
355
- ]
356
- },
357
- symbol: { type: "string" },
358
- timeInForce: {
359
- type: "string",
360
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
361
- }
362
- },
363
- required: [
364
- "clOrdID",
365
- "handlInst",
366
- "quantity",
367
- "price",
368
- "ordType",
369
- "side",
370
- "symbol",
371
- "timeInForce"
372
- ]
373
- }
374
- },
375
- {
376
- name: "executeOrder",
377
- description: "Executes a verified order",
378
- inputSchema: {
379
- type: "object",
380
- properties: {
381
- clOrdID: { type: "string" },
382
- handlInst: { type: "string", enum: ["1", "2", "3"] },
383
- quantity: { type: "string" },
384
- price: { type: "string" },
385
- ordType: { type: "string" },
386
- side: { type: "string" },
387
- symbol: { type: "string" },
388
- timeInForce: { type: "string" }
389
- },
390
- required: [
391
- "clOrdID",
392
- "handlInst",
393
- "quantity",
394
- "price",
395
- "ordType",
396
- "side",
397
- "symbol",
398
- "timeInForce"
399
- ]
400
- }
401
- },
402
- {
403
- name: "marketDataRequest",
404
- description: "Requests market data for specified symbols",
405
- inputSchema: {
406
- type: "object",
407
- properties: {
408
- mdUpdateType: { type: "string", enum: ["0", "1"] },
409
- symbols: { type: "array", items: { type: "string" } },
410
- mdReqID: { type: "string" },
411
- subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
412
- mdEntryTypes: { type: "array", items: { type: "string" } }
413
- },
414
- required: [
415
- "mdUpdateType",
416
- "symbols",
417
- "mdReqID",
418
- "subscriptionRequestType",
419
- "mdEntryTypes"
420
- ]
421
- }
422
- },
423
- {
424
- name: "getStockGraph",
425
- description: "Generates a price chart for a given symbol",
426
- inputSchema: {
427
- type: "object",
428
- properties: {
429
- symbol: { type: "string" }
430
- },
431
- required: ["symbol"]
432
- }
433
- },
434
- {
435
- name: "getStockPriceHistory",
436
- description: "Returns price history for a given symbol",
437
- inputSchema: {
438
- type: "object",
439
- properties: {
440
- symbol: { type: "string" }
441
- },
442
- required: ["symbol"]
443
- }
444
- }
445
- ]
889
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
890
+ name,
891
+ description,
892
+ inputSchema: schema
893
+ }))
446
894
  };
447
895
  }
448
896
  );
@@ -459,489 +907,30 @@ var MCPLocal = class {
459
907
  }),
460
908
  async (request, extra) => {
461
909
  const { name, arguments: args } = request.params;
462
- switch (name) {
463
- case "parse":
464
- try {
465
- const parsedMessage = this.parser?.parse(args.fixString);
466
- if (!parsedMessage || parsedMessage.length === 0) {
467
- return {
468
- contents: [
469
- {
470
- type: "text",
471
- text: "Error: Failed to parse FIX string",
472
- uri: "parse"
473
- }
474
- ],
475
- isError: true
476
- };
477
- }
478
- return {
479
- contents: [
480
- {
481
- type: "text",
482
- text: `${parsedMessage[0].description}
483
- ${parsedMessage[0].messageTypeDescription}`,
484
- uri: "parse"
485
- }
486
- ]
487
- };
488
- } catch (error) {
489
- return {
490
- contents: [
491
- {
492
- type: "text",
493
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
494
- uri: "parse"
495
- }
496
- ],
497
- isError: true
498
- };
499
- }
500
- case "parseToJSON":
501
- try {
502
- const parsedMessage = this.parser?.parse(args.fixString);
503
- if (!parsedMessage || parsedMessage.length === 0) {
504
- return {
505
- contents: [
506
- {
507
- type: "text",
508
- text: "Error: Failed to parse FIX string",
509
- uri: "parseToJSON"
510
- }
511
- ],
512
- isError: true
513
- };
910
+ const toolHandlers = createToolHandlers(
911
+ this.parser,
912
+ this.verifiedOrders,
913
+ this.pendingRequests,
914
+ this.marketDataPrices
915
+ );
916
+ const handler = toolHandlers[name];
917
+ if (!handler) {
918
+ return {
919
+ content: [
920
+ {
921
+ type: "text",
922
+ text: `Tool not found: ${name}`,
923
+ uri: name
514
924
  }
515
- return {
516
- contents: [
517
- {
518
- type: "text",
519
- text: `${parsedMessage[0].toFIXJSON()}`,
520
- uri: "parseToJSON"
521
- }
522
- ]
523
- };
524
- } catch (error) {
525
- return {
526
- contents: [
527
- {
528
- type: "text",
529
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
530
- uri: "parseToJSON"
531
- }
532
- ],
533
- isError: true
534
- };
535
- }
536
- case "verifyOrder":
537
- try {
538
- this.verifiedOrders.set(args.clOrdID, {
539
- clOrdID: args.clOrdID,
540
- handlInst: args.handlInst,
541
- quantity: Number.parseFloat(args.quantity),
542
- price: Number.parseFloat(args.price),
543
- ordType: args.ordType,
544
- side: args.side,
545
- symbol: args.symbol,
546
- timeInForce: args.timeInForce
547
- });
548
- const ordTypeNames = {
549
- "1": "Market",
550
- "2": "Limit",
551
- "3": "Stop",
552
- "4": "StopLimit",
553
- "5": "MarketOnClose",
554
- "6": "WithOrWithout",
555
- "7": "LimitOrBetter",
556
- "8": "LimitWithOrWithout",
557
- "9": "OnBasis",
558
- A: "OnClose",
559
- B: "LimitOnClose",
560
- C: "ForexMarket",
561
- D: "PreviouslyQuoted",
562
- E: "PreviouslyIndicated",
563
- F: "ForexLimit",
564
- G: "ForexSwap",
565
- H: "ForexPreviouslyQuoted",
566
- I: "Funari",
567
- J: "MarketIfTouched",
568
- K: "MarketWithLeftOverAsLimit",
569
- L: "PreviousFundValuationPoint",
570
- M: "NextFundValuationPoint",
571
- P: "Pegged",
572
- Q: "CounterOrderSelection",
573
- R: "StopOnBidOrOffer",
574
- S: "StopLimitOnBidOrOffer"
575
- };
576
- const sideNames = {
577
- "1": "Buy",
578
- "2": "Sell",
579
- "3": "BuyMinus",
580
- "4": "SellPlus",
581
- "5": "SellShort",
582
- "6": "SellShortExempt",
583
- "7": "Undisclosed",
584
- "8": "Cross",
585
- "9": "CrossShort",
586
- A: "CrossShortExempt",
587
- B: "AsDefined",
588
- C: "Opposite",
589
- D: "Subscribe",
590
- E: "Redeem",
591
- F: "Lend",
592
- G: "Borrow",
593
- H: "SellUndisclosed"
594
- };
595
- const timeInForceNames = {
596
- "0": "Day",
597
- "1": "GoodTillCancel",
598
- "2": "AtTheOpening",
599
- "3": "ImmediateOrCancel",
600
- "4": "FillOrKill",
601
- "5": "GoodTillCrossing",
602
- "6": "GoodTillDate",
603
- "7": "AtTheClose",
604
- "8": "GoodThroughCrossing",
605
- "9": "AtCrossing",
606
- A: "GoodForTime",
607
- B: "GoodForAuction",
608
- C: "GoodForMonth"
609
- };
610
- const handlInstNames = {
611
- "1": "AutomatedExecutionNoIntervention",
612
- "2": "AutomatedExecutionInterventionOK",
613
- "3": "ManualOrder"
614
- };
615
- return {
616
- contents: [
617
- {
618
- type: "text",
619
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
620
-
621
- Parameters verified:
622
- - ClOrdID: ${args.clOrdID}
623
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
624
- - Quantity: ${args.quantity}
625
- - Price: ${args.price}
626
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
627
- - Side: ${args.side} (${sideNames[args.side]})
628
- - Symbol: ${args.symbol}
629
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
630
-
631
- To execute this order, call the executeOrder tool with these exact same parameters.`,
632
- uri: "verifyOrder"
633
- }
634
- ]
635
- };
636
- } catch (error) {
637
- return {
638
- contents: [
639
- {
640
- type: "text",
641
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
642
- uri: "verifyOrder"
643
- }
644
- ],
645
- isError: true
646
- };
647
- }
648
- case "executeOrder":
649
- try {
650
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
651
- if (!verifiedOrder) {
652
- return {
653
- contents: [
654
- {
655
- type: "text",
656
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
657
- uri: "executeOrder"
658
- }
659
- ],
660
- isError: true
661
- };
662
- }
663
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
664
- return {
665
- contents: [
666
- {
667
- type: "text",
668
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
669
- uri: "executeOrder"
670
- }
671
- ],
672
- isError: true
673
- };
674
- }
675
- const response = new Promise((resolve) => {
676
- this.pendingRequests.set(args.clOrdID, resolve);
677
- });
678
- const order = this.parser?.createMessage(
679
- new Field(Fields.MsgType, Messages.NewOrderSingle),
680
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
681
- new Field(Fields.SenderCompID, this.parser?.sender),
682
- new Field(Fields.TargetCompID, this.parser?.target),
683
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
684
- new Field(Fields.ClOrdID, args.clOrdID),
685
- new Field(Fields.Side, args.side),
686
- new Field(Fields.Symbol, args.symbol),
687
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
688
- new Field(Fields.Price, Number.parseFloat(args.price)),
689
- new Field(Fields.OrdType, args.ordType),
690
- new Field(Fields.HandlInst, args.handlInst),
691
- new Field(Fields.TimeInForce, args.timeInForce),
692
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
693
- );
694
- if (!this.parser?.connected) {
695
- return {
696
- contents: [
697
- {
698
- type: "text",
699
- text: "Error: Not connected. Ignoring message.",
700
- uri: "executeOrder"
701
- }
702
- ],
703
- isError: true
704
- };
705
- }
706
- this.parser?.send(order);
707
- const fixData = await response;
708
- this.verifiedOrders.delete(args.clOrdID);
709
- return {
710
- contents: [
711
- {
712
- type: "text",
713
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
714
- uri: "executeOrder"
715
- }
716
- ]
717
- };
718
- } catch (error) {
719
- return {
720
- contents: [
721
- {
722
- type: "text",
723
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
724
- uri: "executeOrder"
725
- }
726
- ],
727
- isError: true
728
- };
729
- }
730
- case "marketDataRequest":
731
- try {
732
- const response = new Promise((resolve) => {
733
- this.pendingRequests.set(args.mdReqID, resolve);
734
- });
735
- const messageFields = [
736
- new Field(Fields.MsgType, Messages.MarketDataRequest),
737
- new Field(Fields.SenderCompID, this.parser?.sender),
738
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
739
- new Field(Fields.TargetCompID, this.parser?.target),
740
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
741
- new Field(Fields.MDReqID, args.mdReqID),
742
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
743
- new Field(Fields.MarketDepth, 0),
744
- new Field(Fields.MDUpdateType, args.mdUpdateType)
745
- ];
746
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
747
- args.symbols.forEach((symbol) => {
748
- messageFields.push(new Field(Fields.Symbol, symbol));
749
- });
750
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
751
- args.mdEntryTypes.forEach((entryType) => {
752
- messageFields.push(new Field(Fields.MDEntryType, entryType));
753
- });
754
- const mdr = this.parser?.createMessage(...messageFields);
755
- if (!this.parser?.connected) {
756
- return {
757
- contents: [
758
- {
759
- type: "text",
760
- text: "Error: Not connected. Ignoring message.",
761
- uri: "marketDataRequest"
762
- }
763
- ],
764
- isError: true
765
- };
766
- }
767
- this.parser?.send(mdr);
768
- const fixData = await response;
769
- return {
770
- contents: [
771
- {
772
- type: "text",
773
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
774
- uri: "marketDataRequest"
775
- }
776
- ]
777
- };
778
- } catch (error) {
779
- return {
780
- contents: [
781
- {
782
- type: "text",
783
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
784
- uri: "marketDataRequest"
785
- }
786
- ],
787
- isError: true
788
- };
789
- }
790
- case "getStockGraph":
791
- try {
792
- const symbol = args.symbol;
793
- const priceHistory = this.marketDataPrices.get(symbol) || [];
794
- if (priceHistory.length === 0) {
795
- return {
796
- contents: [
797
- {
798
- type: "text",
799
- text: `No price data available for ${symbol}`,
800
- uri: "getStockGraph"
801
- }
802
- ]
803
- };
804
- }
805
- const width = 600;
806
- const height = 300;
807
- const padding = 40;
808
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
809
- const yMin = Math.min(...priceHistory.map((d) => d.price));
810
- const yMax = Math.max(...priceHistory.map((d) => d.price));
811
- const yScale = (height - 2 * padding) / (yMax - yMin);
812
- const points = priceHistory.map((d, i) => {
813
- const x = padding + i * xScale;
814
- const y = height - padding - (d.price - yMin) * yScale;
815
- return `${x},${y}`;
816
- }).join(" L ");
817
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
818
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
819
- <!-- Background -->
820
- <rect width="100%" height="100%" fill="#f8f9fa"/>
821
-
822
- <!-- Grid lines -->
823
- <g stroke="#e9ecef" stroke-width="1">
824
- ${Array.from({ length: 5 }, (_, i) => {
825
- const y = padding + (height - 2 * padding) * i / 4;
826
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
827
- }).join("\n")}
828
- </g>
829
-
830
- <!-- Price line -->
831
- <path d="M ${points}"
832
- fill="none"
833
- stroke="#007bff"
834
- stroke-width="2"/>
835
-
836
- <!-- Data points -->
837
- ${priceHistory.map((d, i) => {
838
- const x = padding + i * xScale;
839
- const y = height - padding - (d.price - yMin) * yScale;
840
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
841
- }).join("\n")}
842
-
843
- <!-- Labels -->
844
- <g font-family="Arial" font-size="12" fill="#495057">
845
- ${Array.from({ length: 5 }, (_, i) => {
846
- const x = padding + (width - 2 * padding) * i / 4;
847
- const index = Math.floor((priceHistory.length - 1) * i / 4);
848
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
849
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
850
- }).join("\n")}
851
- ${Array.from({ length: 5 }, (_, i) => {
852
- const y = padding + (height - 2 * padding) * i / 4;
853
- const price = yMax - (yMax - yMin) * i / 4;
854
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
855
- }).join("\n")}
856
- </g>
857
-
858
- <!-- Title -->
859
- <text x="${width / 2}" y="${padding / 2}"
860
- font-family="Arial" font-size="16" font-weight="bold"
861
- text-anchor="middle" fill="#212529">
862
- ${symbol} - Price Chart (${priceHistory.length} points)
863
- </text>
864
- </svg>`;
865
- return {
866
- contents: [
867
- {
868
- type: "text",
869
- text: svg,
870
- uri: "getStockGraph"
871
- }
872
- ]
873
- };
874
- } catch (error) {
875
- return {
876
- contents: [
877
- {
878
- type: "text",
879
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
880
- uri: "getStockGraph"
881
- }
882
- ],
883
- isError: true
884
- };
885
- }
886
- case "getStockPriceHistory":
887
- try {
888
- const symbol = args.symbol;
889
- const priceHistory = this.marketDataPrices.get(symbol) || [];
890
- if (priceHistory.length === 0) {
891
- return {
892
- contents: [
893
- {
894
- type: "text",
895
- text: `No price data available for ${symbol}`,
896
- uri: "getStockPriceHistory"
897
- }
898
- ]
899
- };
900
- }
901
- return {
902
- contents: [
903
- {
904
- type: "text",
905
- text: JSON.stringify(
906
- {
907
- symbol,
908
- count: priceHistory.length,
909
- prices: priceHistory.map((point) => ({
910
- timestamp: new Date(point.timestamp).toISOString(),
911
- price: point.price
912
- }))
913
- },
914
- null,
915
- 2
916
- ),
917
- uri: "getStockPriceHistory"
918
- }
919
- ]
920
- };
921
- } catch (error) {
922
- return {
923
- contents: [
924
- {
925
- type: "text",
926
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
927
- uri: "getStockPriceHistory"
928
- }
929
- ],
930
- isError: true
931
- };
932
- }
933
- default:
934
- return {
935
- contents: [
936
- {
937
- type: "text",
938
- text: `Tool not found: ${name}`,
939
- uri: name
940
- }
941
- ],
942
- isError: true
943
- };
925
+ ],
926
+ isError: true
927
+ };
944
928
  }
929
+ const result = await handler(args);
930
+ return {
931
+ content: result.content,
932
+ isError: result.isError
933
+ };
945
934
  }
946
935
  );
947
936
  process.on("SIGINT", async () => {