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.
@@ -1,8 +1,10 @@
1
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  // src/MCPLocal.ts
2
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import { Field, Fields, Messages } from "fixparser";
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+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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  import { z } from "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",
@@ -202,12 +204,12 @@ 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: {
@@ -231,6 +233,534 @@ 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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+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
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+ import QuickChart from "quickchart-js";
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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 || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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+ const messageFields = [
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+ new Field(Fields.MsgType, Messages.MarketDataRequest),
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+ new Field(Fields.SenderCompID, parser.sender),
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+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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+ new Field(Fields.TargetCompID, parser.target),
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+ new Field(Fields.SendingTime, parser.getTimestamp()),
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+ new Field(Fields.MDReqID, args.mdReqID),
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+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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+ new Field(Fields.MarketDepth, 0),
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+ new Field(Fields.MDUpdateType, args.mdUpdateType)
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+ ];
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+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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+ args.symbols.forEach((symbol) => {
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+ messageFields.push(new Field(Fields.Symbol, symbol));
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+ });
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+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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+ entryTypes.forEach((entryType) => {
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+ messageFields.push(new Field(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 QuickChart();
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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) => {
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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: "getStockPriceHistory"
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+ }
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+ ]
426
+ };
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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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+ };
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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 get stock price history"}`,
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+ uri: "getStockPriceHistory"
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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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+
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+ // src/tools/order.ts
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+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
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+ 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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+ };
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+ var sideNames = {
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+ "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",
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+ 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",
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+ G: "Borrow",
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+ H: "SellUndisclosed"
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+ };
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+ var timeInForceNames = {
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+ "0": "Day",
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+ "1": "GoodTillCancel",
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+ "2": "AtTheOpening",
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+ "3": "ImmediateOrCancel",
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+ "4": "FillOrKill",
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+ "5": "GoodTillCrossing",
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+ "6": "GoodTillDate",
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+ "7": "AtTheClose",
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+ "8": "GoodThroughCrossing",
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+ "9": "AtCrossing",
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+ A: "GoodForTime",
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+ B: "GoodForAuction",
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+ 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"
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"
651
+ }
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
234
764
  var MCPLocal = class {
235
765
  parser;
236
766
  server = new Server(
@@ -257,7 +787,6 @@ var MCPLocal = class {
257
787
  onReady = void 0;
258
788
  pendingRequests = /* @__PURE__ */ new Map();
259
789
  verifiedOrders = /* @__PURE__ */ new Map();
260
- // Store market data prices with timestamps
261
790
  marketDataPrices = /* @__PURE__ */ new Map();
262
791
  MAX_PRICE_HISTORY = 1e5;
263
792
  // Maximum number of price points to store per symbol
@@ -272,50 +801,63 @@ var MCPLocal = class {
272
801
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
273
802
  });
274
803
  const msgType = message.messageType;
275
- 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) {
276
805
  this.parser?.logger.log({
277
806
  level: "info",
278
807
  message: `MCP Server handling message type: ${msgType}`
279
808
  });
280
809
  let id;
281
- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
282
- const symbol = message.getField(Fields.Symbol);
283
- const price = message.getField(Fields.MDEntryPx);
284
- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
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();
285
816
  if (symbol?.value && price?.value) {
286
817
  const symbolStr = String(symbol.value);
287
818
  const priceNum = Number(price.value);
819
+ const sizeNum = size?.value ? Number(size.value) : 0;
288
820
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
289
- 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 = {
290
829
  timestamp: Number(timestamp),
291
- price: priceNum
292
- });
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);
293
836
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
294
837
  priceHistory.shift();
295
838
  }
296
839
  this.marketDataPrices.set(symbolStr, priceHistory);
297
840
  this.parser?.logger.log({
298
841
  level: "info",
299
- message: `MCP Server added ${symbol}: ${priceNum}`
842
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
300
843
  });
301
844
  this.server.notification({
302
845
  method: "priceUpdate",
303
846
  params: {
304
847
  symbol: symbolStr,
305
- price: priceNum,
306
- timestamp: Number(timestamp)
848
+ ...newEntry
307
849
  }
308
850
  });
309
851
  }
310
852
  }
311
- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
312
- const mdReqID = message.getField(Fields.MDReqID);
853
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
854
+ const mdReqID = message.getField(Fields3.MDReqID);
313
855
  if (mdReqID) id = String(mdReqID.value);
314
- } else if (msgType === Messages.ExecutionReport) {
315
- const clOrdID = message.getField(Fields.ClOrdID);
856
+ } else if (msgType === Messages3.ExecutionReport) {
857
+ const clOrdID = message.getField(Fields3.ClOrdID);
316
858
  if (clOrdID) id = String(clOrdID.value);
317
- } else if (msgType === Messages.Reject) {
318
- const refSeqNum = message.getField(Fields.RefSeqNum);
859
+ } else if (msgType === Messages3.Reject) {
860
+ const refSeqNum = message.getField(Fields3.RefSeqNum);
319
861
  if (refSeqNum) id = String(refSeqNum.value);
320
862
  }
321
863
  if (id) {
@@ -365,489 +907,30 @@ var MCPLocal = class {
365
907
  }),
366
908
  async (request, extra) => {
367
909
  const { name, arguments: args } = request.params;
368
- switch (name) {
369
- case "parse":
370
- try {
371
- const parsedMessage = this.parser?.parse(args.fixString);
372
- if (!parsedMessage || parsedMessage.length === 0) {
373
- return {
374
- contents: [
375
- {
376
- type: "text",
377
- text: "Error: Failed to parse FIX string",
378
- uri: "parse"
379
- }
380
- ],
381
- isError: true
382
- };
383
- }
384
- return {
385
- contents: [
386
- {
387
- type: "text",
388
- text: `${parsedMessage[0].description}
389
- ${parsedMessage[0].messageTypeDescription}`,
390
- uri: "parse"
391
- }
392
- ]
393
- };
394
- } catch (error) {
395
- return {
396
- contents: [
397
- {
398
- type: "text",
399
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
400
- uri: "parse"
401
- }
402
- ],
403
- isError: true
404
- };
405
- }
406
- case "parseToJSON":
407
- try {
408
- const parsedMessage = this.parser?.parse(args.fixString);
409
- if (!parsedMessage || parsedMessage.length === 0) {
410
- return {
411
- contents: [
412
- {
413
- type: "text",
414
- text: "Error: Failed to parse FIX string",
415
- uri: "parseToJSON"
416
- }
417
- ],
418
- isError: true
419
- };
420
- }
421
- return {
422
- contents: [
423
- {
424
- type: "text",
425
- text: `${parsedMessage[0].toFIXJSON()}`,
426
- uri: "parseToJSON"
427
- }
428
- ]
429
- };
430
- } catch (error) {
431
- return {
432
- contents: [
433
- {
434
- type: "text",
435
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
436
- uri: "parseToJSON"
437
- }
438
- ],
439
- isError: true
440
- };
441
- }
442
- case "verifyOrder":
443
- try {
444
- this.verifiedOrders.set(args.clOrdID, {
445
- clOrdID: args.clOrdID,
446
- handlInst: args.handlInst,
447
- quantity: Number.parseFloat(args.quantity),
448
- price: Number.parseFloat(args.price),
449
- ordType: args.ordType,
450
- side: args.side,
451
- symbol: args.symbol,
452
- timeInForce: args.timeInForce
453
- });
454
- const ordTypeNames = {
455
- "1": "Market",
456
- "2": "Limit",
457
- "3": "Stop",
458
- "4": "StopLimit",
459
- "5": "MarketOnClose",
460
- "6": "WithOrWithout",
461
- "7": "LimitOrBetter",
462
- "8": "LimitWithOrWithout",
463
- "9": "OnBasis",
464
- A: "OnClose",
465
- B: "LimitOnClose",
466
- C: "ForexMarket",
467
- D: "PreviouslyQuoted",
468
- E: "PreviouslyIndicated",
469
- F: "ForexLimit",
470
- G: "ForexSwap",
471
- H: "ForexPreviouslyQuoted",
472
- I: "Funari",
473
- J: "MarketIfTouched",
474
- K: "MarketWithLeftOverAsLimit",
475
- L: "PreviousFundValuationPoint",
476
- M: "NextFundValuationPoint",
477
- P: "Pegged",
478
- Q: "CounterOrderSelection",
479
- R: "StopOnBidOrOffer",
480
- S: "StopLimitOnBidOrOffer"
481
- };
482
- const sideNames = {
483
- "1": "Buy",
484
- "2": "Sell",
485
- "3": "BuyMinus",
486
- "4": "SellPlus",
487
- "5": "SellShort",
488
- "6": "SellShortExempt",
489
- "7": "Undisclosed",
490
- "8": "Cross",
491
- "9": "CrossShort",
492
- A: "CrossShortExempt",
493
- B: "AsDefined",
494
- C: "Opposite",
495
- D: "Subscribe",
496
- E: "Redeem",
497
- F: "Lend",
498
- G: "Borrow",
499
- H: "SellUndisclosed"
500
- };
501
- const timeInForceNames = {
502
- "0": "Day",
503
- "1": "GoodTillCancel",
504
- "2": "AtTheOpening",
505
- "3": "ImmediateOrCancel",
506
- "4": "FillOrKill",
507
- "5": "GoodTillCrossing",
508
- "6": "GoodTillDate",
509
- "7": "AtTheClose",
510
- "8": "GoodThroughCrossing",
511
- "9": "AtCrossing",
512
- A: "GoodForTime",
513
- B: "GoodForAuction",
514
- C: "GoodForMonth"
515
- };
516
- const handlInstNames = {
517
- "1": "AutomatedExecutionNoIntervention",
518
- "2": "AutomatedExecutionInterventionOK",
519
- "3": "ManualOrder"
520
- };
521
- return {
522
- contents: [
523
- {
524
- type: "text",
525
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
526
-
527
- Parameters verified:
528
- - ClOrdID: ${args.clOrdID}
529
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
530
- - Quantity: ${args.quantity}
531
- - Price: ${args.price}
532
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
533
- - Side: ${args.side} (${sideNames[args.side]})
534
- - Symbol: ${args.symbol}
535
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
536
-
537
- To execute this order, call the executeOrder tool with these exact same parameters.`,
538
- uri: "verifyOrder"
539
- }
540
- ]
541
- };
542
- } catch (error) {
543
- return {
544
- contents: [
545
- {
546
- type: "text",
547
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
548
- uri: "verifyOrder"
549
- }
550
- ],
551
- isError: true
552
- };
553
- }
554
- case "executeOrder":
555
- try {
556
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
557
- if (!verifiedOrder) {
558
- return {
559
- contents: [
560
- {
561
- type: "text",
562
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
563
- uri: "executeOrder"
564
- }
565
- ],
566
- isError: true
567
- };
568
- }
569
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
570
- return {
571
- contents: [
572
- {
573
- type: "text",
574
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
575
- uri: "executeOrder"
576
- }
577
- ],
578
- isError: true
579
- };
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
580
924
  }
581
- const response = new Promise((resolve) => {
582
- this.pendingRequests.set(args.clOrdID, resolve);
583
- });
584
- const order = this.parser?.createMessage(
585
- new Field(Fields.MsgType, Messages.NewOrderSingle),
586
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
587
- new Field(Fields.SenderCompID, this.parser?.sender),
588
- new Field(Fields.TargetCompID, this.parser?.target),
589
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
590
- new Field(Fields.ClOrdID, args.clOrdID),
591
- new Field(Fields.Side, args.side),
592
- new Field(Fields.Symbol, args.symbol),
593
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
594
- new Field(Fields.Price, Number.parseFloat(args.price)),
595
- new Field(Fields.OrdType, args.ordType),
596
- new Field(Fields.HandlInst, args.handlInst),
597
- new Field(Fields.TimeInForce, args.timeInForce),
598
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
599
- );
600
- if (!this.parser?.connected) {
601
- return {
602
- contents: [
603
- {
604
- type: "text",
605
- text: "Error: Not connected. Ignoring message.",
606
- uri: "executeOrder"
607
- }
608
- ],
609
- isError: true
610
- };
611
- }
612
- this.parser?.send(order);
613
- const fixData = await response;
614
- this.verifiedOrders.delete(args.clOrdID);
615
- return {
616
- contents: [
617
- {
618
- type: "text",
619
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
620
- uri: "executeOrder"
621
- }
622
- ]
623
- };
624
- } catch (error) {
625
- return {
626
- contents: [
627
- {
628
- type: "text",
629
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
630
- uri: "executeOrder"
631
- }
632
- ],
633
- isError: true
634
- };
635
- }
636
- case "marketDataRequest":
637
- try {
638
- const response = new Promise((resolve) => {
639
- this.pendingRequests.set(args.mdReqID, resolve);
640
- });
641
- const messageFields = [
642
- new Field(Fields.MsgType, Messages.MarketDataRequest),
643
- new Field(Fields.SenderCompID, this.parser?.sender),
644
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
645
- new Field(Fields.TargetCompID, this.parser?.target),
646
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
647
- new Field(Fields.MDReqID, args.mdReqID),
648
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
649
- new Field(Fields.MarketDepth, 0),
650
- new Field(Fields.MDUpdateType, args.mdUpdateType)
651
- ];
652
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
653
- args.symbols.forEach((symbol) => {
654
- messageFields.push(new Field(Fields.Symbol, symbol));
655
- });
656
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
657
- args.mdEntryTypes.forEach((entryType) => {
658
- messageFields.push(new Field(Fields.MDEntryType, entryType));
659
- });
660
- const mdr = this.parser?.createMessage(...messageFields);
661
- if (!this.parser?.connected) {
662
- return {
663
- contents: [
664
- {
665
- type: "text",
666
- text: "Error: Not connected. Ignoring message.",
667
- uri: "marketDataRequest"
668
- }
669
- ],
670
- isError: true
671
- };
672
- }
673
- this.parser?.send(mdr);
674
- const fixData = await response;
675
- return {
676
- contents: [
677
- {
678
- type: "text",
679
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
680
- uri: "marketDataRequest"
681
- }
682
- ]
683
- };
684
- } catch (error) {
685
- return {
686
- contents: [
687
- {
688
- type: "text",
689
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
690
- uri: "marketDataRequest"
691
- }
692
- ],
693
- isError: true
694
- };
695
- }
696
- case "getStockGraph":
697
- try {
698
- const symbol = args.symbol;
699
- const priceHistory = this.marketDataPrices.get(symbol) || [];
700
- if (priceHistory.length === 0) {
701
- return {
702
- contents: [
703
- {
704
- type: "text",
705
- text: `No price data available for ${symbol}`,
706
- uri: "getStockGraph"
707
- }
708
- ]
709
- };
710
- }
711
- const width = 600;
712
- const height = 300;
713
- const padding = 40;
714
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
715
- const yMin = Math.min(...priceHistory.map((d) => d.price));
716
- const yMax = Math.max(...priceHistory.map((d) => d.price));
717
- const yScale = (height - 2 * padding) / (yMax - yMin);
718
- const points = priceHistory.map((d, i) => {
719
- const x = padding + i * xScale;
720
- const y = height - padding - (d.price - yMin) * yScale;
721
- return `${x},${y}`;
722
- }).join(" L ");
723
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
724
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
725
- <!-- Background -->
726
- <rect width="100%" height="100%" fill="#f8f9fa"/>
727
-
728
- <!-- Grid lines -->
729
- <g stroke="#e9ecef" stroke-width="1">
730
- ${Array.from({ length: 5 }, (_, i) => {
731
- const y = padding + (height - 2 * padding) * i / 4;
732
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
733
- }).join("\n")}
734
- </g>
735
-
736
- <!-- Price line -->
737
- <path d="M ${points}"
738
- fill="none"
739
- stroke="#007bff"
740
- stroke-width="2"/>
741
-
742
- <!-- Data points -->
743
- ${priceHistory.map((d, i) => {
744
- const x = padding + i * xScale;
745
- const y = height - padding - (d.price - yMin) * yScale;
746
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
747
- }).join("\n")}
748
-
749
- <!-- Labels -->
750
- <g font-family="Arial" font-size="12" fill="#495057">
751
- ${Array.from({ length: 5 }, (_, i) => {
752
- const x = padding + (width - 2 * padding) * i / 4;
753
- const index = Math.floor((priceHistory.length - 1) * i / 4);
754
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
755
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
756
- }).join("\n")}
757
- ${Array.from({ length: 5 }, (_, i) => {
758
- const y = padding + (height - 2 * padding) * i / 4;
759
- const price = yMax - (yMax - yMin) * i / 4;
760
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
761
- }).join("\n")}
762
- </g>
763
-
764
- <!-- Title -->
765
- <text x="${width / 2}" y="${padding / 2}"
766
- font-family="Arial" font-size="16" font-weight="bold"
767
- text-anchor="middle" fill="#212529">
768
- ${symbol} - Price Chart (${priceHistory.length} points)
769
- </text>
770
- </svg>`;
771
- return {
772
- contents: [
773
- {
774
- type: "text",
775
- text: svg,
776
- uri: "getStockGraph"
777
- }
778
- ]
779
- };
780
- } catch (error) {
781
- return {
782
- contents: [
783
- {
784
- type: "text",
785
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
786
- uri: "getStockGraph"
787
- }
788
- ],
789
- isError: true
790
- };
791
- }
792
- case "getStockPriceHistory":
793
- try {
794
- const symbol = args.symbol;
795
- const priceHistory = this.marketDataPrices.get(symbol) || [];
796
- if (priceHistory.length === 0) {
797
- return {
798
- contents: [
799
- {
800
- type: "text",
801
- text: `No price data available for ${symbol}`,
802
- uri: "getStockPriceHistory"
803
- }
804
- ]
805
- };
806
- }
807
- return {
808
- contents: [
809
- {
810
- type: "text",
811
- text: JSON.stringify(
812
- {
813
- symbol,
814
- count: priceHistory.length,
815
- prices: priceHistory.map((point) => ({
816
- timestamp: new Date(point.timestamp).toISOString(),
817
- price: point.price
818
- }))
819
- },
820
- null,
821
- 2
822
- ),
823
- uri: "getStockPriceHistory"
824
- }
825
- ]
826
- };
827
- } catch (error) {
828
- return {
829
- contents: [
830
- {
831
- type: "text",
832
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
833
- uri: "getStockPriceHistory"
834
- }
835
- ],
836
- isError: true
837
- };
838
- }
839
- default:
840
- return {
841
- contents: [
842
- {
843
- type: "text",
844
- text: `Tool not found: ${name}`,
845
- uri: name
846
- }
847
- ],
848
- isError: true
849
- };
925
+ ],
926
+ isError: true
927
+ };
850
928
  }
929
+ const result = await handler(args);
930
+ return {
931
+ content: result.content,
932
+ isError: result.isError
933
+ };
851
934
  }
852
935
  );
853
936
  process.on("SIGINT", async () => {