fixparser-plugin-mcp 9.1.7-e11287f5 → 9.1.7-e7f944da

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,7 +1,9 @@
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  "use strict";
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+ var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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+ var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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+ // If the importer is in node compatibility mode or this is not an ESM
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+ // file that has been converted to a CommonJS file using a Babel-
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+ // compatible transform (i.e. "__esModule" has not been set), then set
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+ // "default" to the CommonJS "module.exports" for node compatibility.
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+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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+ mod
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+ ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPLocal.ts
@@ -25,8 +35,10 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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- var import_fixparser = require("fixparser");
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+ var import_fixparser3 = require("fixparser");
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  var import_zod = require("zod");
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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",
@@ -226,12 +238,12 @@ var toolSchemas = {
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  "X",
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  "Y",
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  "Z"
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- ],
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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+ ]
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+ },
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+ 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", "mdEntryTypes"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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  }
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  },
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  getStockGraph: {
@@ -255,6 +267,534 @@ var toolSchemas = {
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  }
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  }
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  };
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+
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+ // src/tools/marketData.ts
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+ var import_fixparser = require("fixparser");
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+ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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+ return async (args) => {
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+ try {
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+ const response = new Promise((resolve) => {
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+ pendingRequests.set(args.mdReqID, resolve);
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+ });
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+ const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
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+ const messageFields = [
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+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
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+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
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+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
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+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
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+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
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+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
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+ ];
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+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
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+ args.symbols.forEach((symbol) => {
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+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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+ });
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+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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+ entryTypes.forEach((entryType) => {
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+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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+ });
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+ const mdr = parser.createMessage(...messageFields);
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+ if (!parser.connected) {
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: "Error: Not connected. Ignoring message.",
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+ uri: "marketDataRequest"
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+ }
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+ ],
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+ isError: true
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+ };
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+ }
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+ parser.send(mdr);
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+ const fixData = await response;
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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+ uri: "marketDataRequest"
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+ }
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+ ]
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+ };
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+ } catch (error) {
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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+ uri: "marketDataRequest"
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+ }
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+ ],
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+ isError: true
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+ };
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+ }
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+ };
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+ };
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+ var createGetStockGraphHandler = (marketDataPrices) => {
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+ return async (args) => {
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+ try {
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+ const symbol = args.symbol;
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+ const priceHistory = marketDataPrices.get(symbol) || [];
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+ if (priceHistory.length === 0) {
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `No price data available for ${symbol}`,
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+ uri: "getStockGraph"
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+ }
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+ ]
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+ };
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+ }
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+ const chart = new import_quickchart_js.default();
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+ chart.setWidth(300);
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+ chart.setHeight(150);
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+ chart.setBackgroundColor("transparent");
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+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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+ const bidData = priceHistory.map((point) => point.bid);
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+ const offerData = priceHistory.map((point) => point.offer);
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+ const spreadData = priceHistory.map((point) => point.spread);
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+ const volumeData = priceHistory.map((point) => point.volume);
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+ const config = {
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+ type: "line",
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+ data: {
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+ labels,
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+ datasets: [
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+ {
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+ label: "Bid",
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+ data: bidData,
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+ borderColor: "#28a745",
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+ backgroundColor: "rgba(40, 167, 69, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Offer",
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+ data: offerData,
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+ borderColor: "#dc3545",
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+ backgroundColor: "rgba(220, 53, 69, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Spread",
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+ data: spreadData,
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+ borderColor: "#6c757d",
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+ backgroundColor: "rgba(108, 117, 125, 0.1)",
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+ fill: false,
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+ tension: 0.4
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+ },
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+ {
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+ label: "Volume",
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+ data: volumeData,
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+ borderColor: "#007bff",
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+ backgroundColor: "rgba(0, 123, 255, 0.1)",
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+ fill: true,
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+ tension: 0.4
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+ }
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+ ]
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+ },
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+ options: {
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+ responsive: true,
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+ plugins: {
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+ title: {
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+ display: true,
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+ text: `${symbol} Market Data`
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+ }
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+ },
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+ scales: {
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+ y: {
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+ beginAtZero: false
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+ }
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+ }
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+ }
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+ };
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+ chart.setConfig(config);
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+ const imageBuffer = await chart.toBinary();
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+ const base64 = Buffer.from(imageBuffer).toString("base64");
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+ return {
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+ content: [
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+ {
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+ type: "resource",
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+ resource: {
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+ uri: "resource://graph",
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+ mimeType: "image/png",
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+ blob: base64
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+ }
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+ }
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+ ]
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+ };
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+ } catch (error) {
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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+ uri: "getStockGraph"
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+ }
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+ ],
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+ isError: true
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+ };
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+ }
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+ };
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+ };
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+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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+ return async (args) => {
448
+ try {
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+ const symbol = args.symbol;
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+ const priceHistory = marketDataPrices.get(symbol) || [];
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+ if (priceHistory.length === 0) {
452
+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `No price data available for ${symbol}`,
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+ uri: "getStockPriceHistory"
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+ }
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+ ]
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+ };
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+ }
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+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: JSON.stringify(
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+ {
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+ symbol,
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+ count: priceHistory.length,
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+ data: priceHistory.map((point) => ({
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+ timestamp: new Date(point.timestamp).toISOString(),
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+ bid: point.bid,
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+ offer: point.offer,
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+ spread: point.spread,
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+ volume: point.volume
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+ }))
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+ },
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+ null,
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+ 2
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+ ),
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+ uri: "getStockPriceHistory"
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+ }
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+ ]
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+ };
485
+ } catch (error) {
486
+ return {
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+ content: [
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+ {
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+ type: "text",
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+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
491
+ uri: "getStockPriceHistory"
492
+ }
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+ ],
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+ isError: true
495
+ };
496
+ }
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+ };
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+ };
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+
500
+ // src/tools/order.ts
501
+ var import_fixparser2 = require("fixparser");
502
+ var ordTypeNames = {
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+ "1": "Market",
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+ "2": "Limit",
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+ "3": "Stop",
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+ "4": "StopLimit",
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+ "5": "MarketOnClose",
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+ "6": "WithOrWithout",
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+ "7": "LimitOrBetter",
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+ "8": "LimitWithOrWithout",
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+ "9": "OnBasis",
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+ A: "OnClose",
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+ B: "LimitOnClose",
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+ C: "ForexMarket",
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+ D: "PreviouslyQuoted",
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+ E: "PreviouslyIndicated",
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+ F: "ForexLimit",
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+ G: "ForexSwap",
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+ H: "ForexPreviouslyQuoted",
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+ I: "Funari",
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+ J: "MarketIfTouched",
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+ K: "MarketWithLeftOverAsLimit",
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+ L: "PreviousFundValuationPoint",
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+ M: "NextFundValuationPoint",
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+ P: "Pegged",
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+ Q: "CounterOrderSelection",
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+ R: "StopOnBidOrOffer",
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+ S: "StopLimitOnBidOrOffer"
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+ };
530
+ var sideNames = {
531
+ "1": "Buy",
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+ "2": "Sell",
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+ "3": "BuyMinus",
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+ "4": "SellPlus",
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+ "5": "SellShort",
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+ "6": "SellShortExempt",
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+ "7": "Undisclosed",
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+ "8": "Cross",
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+ "9": "CrossShort",
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+ A: "CrossShortExempt",
541
+ B: "AsDefined",
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+ C: "Opposite",
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+ D: "Subscribe",
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+ E: "Redeem",
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+ F: "Lend",
546
+ G: "Borrow",
547
+ H: "SellUndisclosed"
548
+ };
549
+ var timeInForceNames = {
550
+ "0": "Day",
551
+ "1": "GoodTillCancel",
552
+ "2": "AtTheOpening",
553
+ "3": "ImmediateOrCancel",
554
+ "4": "FillOrKill",
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+ "5": "GoodTillCrossing",
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+ "6": "GoodTillDate",
557
+ "7": "AtTheClose",
558
+ "8": "GoodThroughCrossing",
559
+ "9": "AtCrossing",
560
+ A: "GoodForTime",
561
+ B: "GoodForAuction",
562
+ C: "GoodForMonth"
563
+ };
564
+ var handlInstNames = {
565
+ "1": "AutomatedExecutionNoIntervention",
566
+ "2": "AutomatedExecutionInterventionOK",
567
+ "3": "ManualOrder"
568
+ };
569
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
570
+ return async (args) => {
571
+ try {
572
+ verifiedOrders.set(args.clOrdID, {
573
+ clOrdID: args.clOrdID,
574
+ handlInst: args.handlInst,
575
+ quantity: Number.parseFloat(String(args.quantity)),
576
+ price: Number.parseFloat(String(args.price)),
577
+ ordType: args.ordType,
578
+ side: args.side,
579
+ symbol: args.symbol,
580
+ timeInForce: args.timeInForce
581
+ });
582
+ return {
583
+ content: [
584
+ {
585
+ type: "text",
586
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
587
+
588
+ Parameters verified:
589
+ - ClOrdID: ${args.clOrdID}
590
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
591
+ - Quantity: ${args.quantity}
592
+ - Price: ${args.price}
593
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
594
+ - Side: ${args.side} (${sideNames[args.side]})
595
+ - Symbol: ${args.symbol}
596
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
597
+
598
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
599
+ uri: "verifyOrder"
600
+ }
601
+ ]
602
+ };
603
+ } catch (error) {
604
+ return {
605
+ content: [
606
+ {
607
+ type: "text",
608
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
609
+ uri: "verifyOrder"
610
+ }
611
+ ],
612
+ isError: true
613
+ };
614
+ }
615
+ };
616
+ };
617
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
618
+ return async (args) => {
619
+ try {
620
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
621
+ if (!verifiedOrder) {
622
+ return {
623
+ content: [
624
+ {
625
+ type: "text",
626
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
627
+ uri: "executeOrder"
628
+ }
629
+ ],
630
+ isError: true
631
+ };
632
+ }
633
+ 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) {
634
+ return {
635
+ content: [
636
+ {
637
+ type: "text",
638
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
639
+ uri: "executeOrder"
640
+ }
641
+ ],
642
+ isError: true
643
+ };
644
+ }
645
+ const response = new Promise((resolve) => {
646
+ pendingRequests.set(args.clOrdID, resolve);
647
+ });
648
+ const order = parser.createMessage(
649
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
650
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
651
+ new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
652
+ new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
653
+ new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
654
+ new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
655
+ new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
656
+ new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
657
+ new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
658
+ new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
659
+ new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
660
+ new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
661
+ new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
662
+ new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
663
+ );
664
+ if (!parser.connected) {
665
+ return {
666
+ content: [
667
+ {
668
+ type: "text",
669
+ text: "Error: Not connected. Ignoring message.",
670
+ uri: "executeOrder"
671
+ }
672
+ ],
673
+ isError: true
674
+ };
675
+ }
676
+ parser.send(order);
677
+ const fixData = await response;
678
+ verifiedOrders.delete(args.clOrdID);
679
+ return {
680
+ content: [
681
+ {
682
+ type: "text",
683
+ text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
684
+ uri: "executeOrder"
685
+ }
686
+ ]
687
+ };
688
+ } catch (error) {
689
+ return {
690
+ content: [
691
+ {
692
+ type: "text",
693
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
694
+ uri: "executeOrder"
695
+ }
696
+ ],
697
+ isError: true
698
+ };
699
+ }
700
+ };
701
+ };
702
+
703
+ // src/tools/parse.ts
704
+ var createParseHandler = (parser) => {
705
+ return async (args) => {
706
+ try {
707
+ const parsedMessage = parser.parse(args.fixString);
708
+ if (!parsedMessage || parsedMessage.length === 0) {
709
+ return {
710
+ content: [
711
+ {
712
+ type: "text",
713
+ text: "Error: Failed to parse FIX string",
714
+ uri: "parse"
715
+ }
716
+ ],
717
+ isError: true
718
+ };
719
+ }
720
+ return {
721
+ content: [
722
+ {
723
+ type: "text",
724
+ text: `${parsedMessage[0].description}
725
+ ${parsedMessage[0].messageTypeDescription}`,
726
+ uri: "parse"
727
+ }
728
+ ]
729
+ };
730
+ } catch (error) {
731
+ return {
732
+ content: [
733
+ {
734
+ type: "text",
735
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
736
+ uri: "parse"
737
+ }
738
+ ],
739
+ isError: true
740
+ };
741
+ }
742
+ };
743
+ };
744
+
745
+ // src/tools/parseToJSON.ts
746
+ var createParseToJSONHandler = (parser) => {
747
+ return async (args) => {
748
+ try {
749
+ const parsedMessage = parser.parse(args.fixString);
750
+ if (!parsedMessage || parsedMessage.length === 0) {
751
+ return {
752
+ content: [
753
+ {
754
+ type: "text",
755
+ text: "Error: Failed to parse FIX string",
756
+ uri: "parseToJSON"
757
+ }
758
+ ],
759
+ isError: true
760
+ };
761
+ }
762
+ return {
763
+ content: [
764
+ {
765
+ type: "text",
766
+ text: `${parsedMessage[0].toFIXJSON()}`,
767
+ uri: "parseToJSON"
768
+ }
769
+ ]
770
+ };
771
+ } catch (error) {
772
+ return {
773
+ content: [
774
+ {
775
+ type: "text",
776
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
777
+ uri: "parseToJSON"
778
+ }
779
+ ],
780
+ isError: true
781
+ };
782
+ }
783
+ };
784
+ };
785
+
786
+ // src/tools/index.ts
787
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
788
+ parse: createParseHandler(parser),
789
+ parseToJSON: createParseToJSONHandler(parser),
790
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
791
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
792
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
793
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
794
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
795
+ });
796
+
797
+ // src/MCPLocal.ts
258
798
  var MCPLocal = class {
259
799
  parser;
260
800
  server = new import_server.Server(
@@ -281,7 +821,6 @@ var MCPLocal = class {
281
821
  onReady = void 0;
282
822
  pendingRequests = /* @__PURE__ */ new Map();
283
823
  verifiedOrders = /* @__PURE__ */ new Map();
284
- // Store market data prices with timestamps
285
824
  marketDataPrices = /* @__PURE__ */ new Map();
286
825
  MAX_PRICE_HISTORY = 1e5;
287
826
  // Maximum number of price points to store per symbol
@@ -296,50 +835,63 @@ var MCPLocal = class {
296
835
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
297
836
  });
298
837
  const msgType = message.messageType;
299
- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
838
+ if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
300
839
  this.parser?.logger.log({
301
840
  level: "info",
302
841
  message: `MCP Server handling message type: ${msgType}`
303
842
  });
304
843
  let id;
305
- if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
306
- const symbol = message.getField(import_fixparser.Fields.Symbol);
307
- const price = message.getField(import_fixparser.Fields.MDEntryPx);
308
- const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
844
+ if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
845
+ const symbol = message.getField(import_fixparser3.Fields.Symbol);
846
+ const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
847
+ const price = message.getField(import_fixparser3.Fields.MDEntryPx);
848
+ const size = message.getField(import_fixparser3.Fields.MDEntrySize);
849
+ const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
309
850
  if (symbol?.value && price?.value) {
310
851
  const symbolStr = String(symbol.value);
311
852
  const priceNum = Number(price.value);
853
+ const sizeNum = size?.value ? Number(size.value) : 0;
312
854
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
313
- priceHistory.push({
855
+ const lastEntry = priceHistory[priceHistory.length - 1] || {
856
+ timestamp: 0,
857
+ bid: 0,
858
+ offer: 0,
859
+ spread: 0,
860
+ volume: 0
861
+ };
862
+ const newEntry = {
314
863
  timestamp: Number(timestamp),
315
- price: priceNum
316
- });
864
+ bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
865
+ offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
866
+ spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
867
+ volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
868
+ };
869
+ priceHistory.push(newEntry);
317
870
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
318
871
  priceHistory.shift();
319
872
  }
320
873
  this.marketDataPrices.set(symbolStr, priceHistory);
321
874
  this.parser?.logger.log({
322
875
  level: "info",
323
- message: `MCP Server added ${symbol}: ${priceNum}`
876
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
324
877
  });
325
878
  this.server.notification({
326
879
  method: "priceUpdate",
327
880
  params: {
328
881
  symbol: symbolStr,
329
- price: priceNum,
330
- timestamp: Number(timestamp)
882
+ ...newEntry
331
883
  }
332
884
  });
333
885
  }
334
886
  }
335
- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
336
- const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
887
+ if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
888
+ const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
337
889
  if (mdReqID) id = String(mdReqID.value);
338
- } else if (msgType === import_fixparser.Messages.ExecutionReport) {
339
- const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
890
+ } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
891
+ const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
340
892
  if (clOrdID) id = String(clOrdID.value);
341
- } else if (msgType === import_fixparser.Messages.Reject) {
342
- const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
893
+ } else if (msgType === import_fixparser3.Messages.Reject) {
894
+ const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
343
895
  if (refSeqNum) id = String(refSeqNum.value);
344
896
  }
345
897
  if (id) {
@@ -389,489 +941,30 @@ var MCPLocal = class {
389
941
  }),
390
942
  async (request, extra) => {
391
943
  const { name, arguments: args } = request.params;
392
- switch (name) {
393
- case "parse":
394
- try {
395
- const parsedMessage = this.parser?.parse(args.fixString);
396
- if (!parsedMessage || parsedMessage.length === 0) {
397
- return {
398
- contents: [
399
- {
400
- type: "text",
401
- text: "Error: Failed to parse FIX string",
402
- uri: "parse"
403
- }
404
- ],
405
- isError: true
406
- };
944
+ const toolHandlers = createToolHandlers(
945
+ this.parser,
946
+ this.verifiedOrders,
947
+ this.pendingRequests,
948
+ this.marketDataPrices
949
+ );
950
+ const handler = toolHandlers[name];
951
+ if (!handler) {
952
+ return {
953
+ content: [
954
+ {
955
+ type: "text",
956
+ text: `Tool not found: ${name}`,
957
+ uri: name
407
958
  }
408
- return {
409
- contents: [
410
- {
411
- type: "text",
412
- text: `${parsedMessage[0].description}
413
- ${parsedMessage[0].messageTypeDescription}`,
414
- uri: "parse"
415
- }
416
- ]
417
- };
418
- } catch (error) {
419
- return {
420
- contents: [
421
- {
422
- type: "text",
423
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
424
- uri: "parse"
425
- }
426
- ],
427
- isError: true
428
- };
429
- }
430
- case "parseToJSON":
431
- try {
432
- const parsedMessage = this.parser?.parse(args.fixString);
433
- if (!parsedMessage || parsedMessage.length === 0) {
434
- return {
435
- contents: [
436
- {
437
- type: "text",
438
- text: "Error: Failed to parse FIX string",
439
- uri: "parseToJSON"
440
- }
441
- ],
442
- isError: true
443
- };
444
- }
445
- return {
446
- contents: [
447
- {
448
- type: "text",
449
- text: `${parsedMessage[0].toFIXJSON()}`,
450
- uri: "parseToJSON"
451
- }
452
- ]
453
- };
454
- } catch (error) {
455
- return {
456
- contents: [
457
- {
458
- type: "text",
459
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
460
- uri: "parseToJSON"
461
- }
462
- ],
463
- isError: true
464
- };
465
- }
466
- case "verifyOrder":
467
- try {
468
- this.verifiedOrders.set(args.clOrdID, {
469
- clOrdID: args.clOrdID,
470
- handlInst: args.handlInst,
471
- quantity: Number.parseFloat(args.quantity),
472
- price: Number.parseFloat(args.price),
473
- ordType: args.ordType,
474
- side: args.side,
475
- symbol: args.symbol,
476
- timeInForce: args.timeInForce
477
- });
478
- const ordTypeNames = {
479
- "1": "Market",
480
- "2": "Limit",
481
- "3": "Stop",
482
- "4": "StopLimit",
483
- "5": "MarketOnClose",
484
- "6": "WithOrWithout",
485
- "7": "LimitOrBetter",
486
- "8": "LimitWithOrWithout",
487
- "9": "OnBasis",
488
- A: "OnClose",
489
- B: "LimitOnClose",
490
- C: "ForexMarket",
491
- D: "PreviouslyQuoted",
492
- E: "PreviouslyIndicated",
493
- F: "ForexLimit",
494
- G: "ForexSwap",
495
- H: "ForexPreviouslyQuoted",
496
- I: "Funari",
497
- J: "MarketIfTouched",
498
- K: "MarketWithLeftOverAsLimit",
499
- L: "PreviousFundValuationPoint",
500
- M: "NextFundValuationPoint",
501
- P: "Pegged",
502
- Q: "CounterOrderSelection",
503
- R: "StopOnBidOrOffer",
504
- S: "StopLimitOnBidOrOffer"
505
- };
506
- const sideNames = {
507
- "1": "Buy",
508
- "2": "Sell",
509
- "3": "BuyMinus",
510
- "4": "SellPlus",
511
- "5": "SellShort",
512
- "6": "SellShortExempt",
513
- "7": "Undisclosed",
514
- "8": "Cross",
515
- "9": "CrossShort",
516
- A: "CrossShortExempt",
517
- B: "AsDefined",
518
- C: "Opposite",
519
- D: "Subscribe",
520
- E: "Redeem",
521
- F: "Lend",
522
- G: "Borrow",
523
- H: "SellUndisclosed"
524
- };
525
- const timeInForceNames = {
526
- "0": "Day",
527
- "1": "GoodTillCancel",
528
- "2": "AtTheOpening",
529
- "3": "ImmediateOrCancel",
530
- "4": "FillOrKill",
531
- "5": "GoodTillCrossing",
532
- "6": "GoodTillDate",
533
- "7": "AtTheClose",
534
- "8": "GoodThroughCrossing",
535
- "9": "AtCrossing",
536
- A: "GoodForTime",
537
- B: "GoodForAuction",
538
- C: "GoodForMonth"
539
- };
540
- const handlInstNames = {
541
- "1": "AutomatedExecutionNoIntervention",
542
- "2": "AutomatedExecutionInterventionOK",
543
- "3": "ManualOrder"
544
- };
545
- return {
546
- contents: [
547
- {
548
- type: "text",
549
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
550
-
551
- Parameters verified:
552
- - ClOrdID: ${args.clOrdID}
553
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
554
- - Quantity: ${args.quantity}
555
- - Price: ${args.price}
556
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
557
- - Side: ${args.side} (${sideNames[args.side]})
558
- - Symbol: ${args.symbol}
559
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
560
-
561
- To execute this order, call the executeOrder tool with these exact same parameters.`,
562
- uri: "verifyOrder"
563
- }
564
- ]
565
- };
566
- } catch (error) {
567
- return {
568
- contents: [
569
- {
570
- type: "text",
571
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
572
- uri: "verifyOrder"
573
- }
574
- ],
575
- isError: true
576
- };
577
- }
578
- case "executeOrder":
579
- try {
580
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
581
- if (!verifiedOrder) {
582
- return {
583
- contents: [
584
- {
585
- type: "text",
586
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
587
- uri: "executeOrder"
588
- }
589
- ],
590
- isError: true
591
- };
592
- }
593
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
594
- return {
595
- contents: [
596
- {
597
- type: "text",
598
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
599
- uri: "executeOrder"
600
- }
601
- ],
602
- isError: true
603
- };
604
- }
605
- const response = new Promise((resolve) => {
606
- this.pendingRequests.set(args.clOrdID, resolve);
607
- });
608
- const order = this.parser?.createMessage(
609
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
610
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
611
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
612
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
613
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
614
- new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
615
- new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
616
- new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
617
- new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
618
- new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
619
- new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
620
- new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
621
- new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
622
- new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
623
- );
624
- if (!this.parser?.connected) {
625
- return {
626
- contents: [
627
- {
628
- type: "text",
629
- text: "Error: Not connected. Ignoring message.",
630
- uri: "executeOrder"
631
- }
632
- ],
633
- isError: true
634
- };
635
- }
636
- this.parser?.send(order);
637
- const fixData = await response;
638
- this.verifiedOrders.delete(args.clOrdID);
639
- return {
640
- contents: [
641
- {
642
- type: "text",
643
- text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
644
- uri: "executeOrder"
645
- }
646
- ]
647
- };
648
- } catch (error) {
649
- return {
650
- contents: [
651
- {
652
- type: "text",
653
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
654
- uri: "executeOrder"
655
- }
656
- ],
657
- isError: true
658
- };
659
- }
660
- case "marketDataRequest":
661
- try {
662
- const response = new Promise((resolve) => {
663
- this.pendingRequests.set(args.mdReqID, resolve);
664
- });
665
- const messageFields = [
666
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
667
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
668
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
669
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
670
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
671
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
672
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
674
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
675
- ];
676
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
677
- args.symbols.forEach((symbol) => {
678
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
679
- });
680
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
681
- args.mdEntryTypes.forEach((entryType) => {
682
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
683
- });
684
- const mdr = this.parser?.createMessage(...messageFields);
685
- if (!this.parser?.connected) {
686
- return {
687
- contents: [
688
- {
689
- type: "text",
690
- text: "Error: Not connected. Ignoring message.",
691
- uri: "marketDataRequest"
692
- }
693
- ],
694
- isError: true
695
- };
696
- }
697
- this.parser?.send(mdr);
698
- const fixData = await response;
699
- return {
700
- contents: [
701
- {
702
- type: "text",
703
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
704
- uri: "marketDataRequest"
705
- }
706
- ]
707
- };
708
- } catch (error) {
709
- return {
710
- contents: [
711
- {
712
- type: "text",
713
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
714
- uri: "marketDataRequest"
715
- }
716
- ],
717
- isError: true
718
- };
719
- }
720
- case "getStockGraph":
721
- try {
722
- const symbol = args.symbol;
723
- const priceHistory = this.marketDataPrices.get(symbol) || [];
724
- if (priceHistory.length === 0) {
725
- return {
726
- contents: [
727
- {
728
- type: "text",
729
- text: `No price data available for ${symbol}`,
730
- uri: "getStockGraph"
731
- }
732
- ]
733
- };
734
- }
735
- const width = 600;
736
- const height = 300;
737
- const padding = 40;
738
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
739
- const yMin = Math.min(...priceHistory.map((d) => d.price));
740
- const yMax = Math.max(...priceHistory.map((d) => d.price));
741
- const yScale = (height - 2 * padding) / (yMax - yMin);
742
- const points = priceHistory.map((d, i) => {
743
- const x = padding + i * xScale;
744
- const y = height - padding - (d.price - yMin) * yScale;
745
- return `${x},${y}`;
746
- }).join(" L ");
747
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
748
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
749
- <!-- Background -->
750
- <rect width="100%" height="100%" fill="#f8f9fa"/>
751
-
752
- <!-- Grid lines -->
753
- <g stroke="#e9ecef" stroke-width="1">
754
- ${Array.from({ length: 5 }, (_, i) => {
755
- const y = padding + (height - 2 * padding) * i / 4;
756
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
757
- }).join("\n")}
758
- </g>
759
-
760
- <!-- Price line -->
761
- <path d="M ${points}"
762
- fill="none"
763
- stroke="#007bff"
764
- stroke-width="2"/>
765
-
766
- <!-- Data points -->
767
- ${priceHistory.map((d, i) => {
768
- const x = padding + i * xScale;
769
- const y = height - padding - (d.price - yMin) * yScale;
770
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
771
- }).join("\n")}
772
-
773
- <!-- Labels -->
774
- <g font-family="Arial" font-size="12" fill="#495057">
775
- ${Array.from({ length: 5 }, (_, i) => {
776
- const x = padding + (width - 2 * padding) * i / 4;
777
- const index = Math.floor((priceHistory.length - 1) * i / 4);
778
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
779
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
780
- }).join("\n")}
781
- ${Array.from({ length: 5 }, (_, i) => {
782
- const y = padding + (height - 2 * padding) * i / 4;
783
- const price = yMax - (yMax - yMin) * i / 4;
784
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
785
- }).join("\n")}
786
- </g>
787
-
788
- <!-- Title -->
789
- <text x="${width / 2}" y="${padding / 2}"
790
- font-family="Arial" font-size="16" font-weight="bold"
791
- text-anchor="middle" fill="#212529">
792
- ${symbol} - Price Chart (${priceHistory.length} points)
793
- </text>
794
- </svg>`;
795
- return {
796
- contents: [
797
- {
798
- type: "text",
799
- text: svg,
800
- uri: "getStockGraph"
801
- }
802
- ]
803
- };
804
- } catch (error) {
805
- return {
806
- contents: [
807
- {
808
- type: "text",
809
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
810
- uri: "getStockGraph"
811
- }
812
- ],
813
- isError: true
814
- };
815
- }
816
- case "getStockPriceHistory":
817
- try {
818
- const symbol = args.symbol;
819
- const priceHistory = this.marketDataPrices.get(symbol) || [];
820
- if (priceHistory.length === 0) {
821
- return {
822
- contents: [
823
- {
824
- type: "text",
825
- text: `No price data available for ${symbol}`,
826
- uri: "getStockPriceHistory"
827
- }
828
- ]
829
- };
830
- }
831
- return {
832
- contents: [
833
- {
834
- type: "text",
835
- text: JSON.stringify(
836
- {
837
- symbol,
838
- count: priceHistory.length,
839
- prices: priceHistory.map((point) => ({
840
- timestamp: new Date(point.timestamp).toISOString(),
841
- price: point.price
842
- }))
843
- },
844
- null,
845
- 2
846
- ),
847
- uri: "getStockPriceHistory"
848
- }
849
- ]
850
- };
851
- } catch (error) {
852
- return {
853
- contents: [
854
- {
855
- type: "text",
856
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
857
- uri: "getStockPriceHistory"
858
- }
859
- ],
860
- isError: true
861
- };
862
- }
863
- default:
864
- return {
865
- contents: [
866
- {
867
- type: "text",
868
- text: `Tool not found: ${name}`,
869
- uri: name
870
- }
871
- ],
872
- isError: true
873
- };
959
+ ],
960
+ isError: true
961
+ };
874
962
  }
963
+ const result = await handler(args);
964
+ return {
965
+ content: result.content,
966
+ isError: result.isError
967
+ };
875
968
  }
876
969
  );
877
970
  process.on("SIGINT", async () => {