fixparser-plugin-mcp 9.1.7-e7f944da → 9.1.7-e80c38c2
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.
- package/build/cjs/MCPLocal.js +508 -587
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +508 -587
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +47 -12
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +43 -8
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +5 -5
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
package/build/cjs/MCPLocal.js
CHANGED
|
@@ -35,10 +35,9 @@ __export(MCPLocal_exports, {
|
|
|
35
35
|
module.exports = __toCommonJS(MCPLocal_exports);
|
|
36
36
|
var import_server = require("@modelcontextprotocol/sdk/server/index.js");
|
|
37
37
|
var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
|
|
38
|
-
var
|
|
38
|
+
var import_fixparser = require("fixparser");
|
|
39
|
+
var import_sharp = __toESM(require("sharp"), 1);
|
|
39
40
|
var import_zod = require("zod");
|
|
40
|
-
|
|
41
|
-
// src/schemas/schemas.ts
|
|
42
41
|
var toolSchemas = {
|
|
43
42
|
parse: {
|
|
44
43
|
description: "Parses a FIX message and describes it in plain language",
|
|
@@ -238,12 +237,12 @@ var toolSchemas = {
|
|
|
238
237
|
"X",
|
|
239
238
|
"Y",
|
|
240
239
|
"Z"
|
|
241
|
-
]
|
|
242
|
-
|
|
243
|
-
|
|
240
|
+
],
|
|
241
|
+
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"
|
|
242
|
+
}
|
|
244
243
|
}
|
|
245
244
|
},
|
|
246
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
245
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
247
246
|
}
|
|
248
247
|
},
|
|
249
248
|
getStockGraph: {
|
|
@@ -267,534 +266,6 @@ var toolSchemas = {
|
|
|
267
266
|
}
|
|
268
267
|
}
|
|
269
268
|
};
|
|
270
|
-
|
|
271
|
-
// src/tools/marketData.ts
|
|
272
|
-
var import_fixparser = require("fixparser");
|
|
273
|
-
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
274
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
275
|
-
return async (args) => {
|
|
276
|
-
try {
|
|
277
|
-
const response = new Promise((resolve) => {
|
|
278
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
279
|
-
});
|
|
280
|
-
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
281
|
-
const messageFields = [
|
|
282
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
283
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
284
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
285
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
286
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
287
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
288
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
289
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
290
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
291
|
-
];
|
|
292
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
293
|
-
args.symbols.forEach((symbol) => {
|
|
294
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
295
|
-
});
|
|
296
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
297
|
-
entryTypes.forEach((entryType) => {
|
|
298
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
299
|
-
});
|
|
300
|
-
const mdr = parser.createMessage(...messageFields);
|
|
301
|
-
if (!parser.connected) {
|
|
302
|
-
return {
|
|
303
|
-
content: [
|
|
304
|
-
{
|
|
305
|
-
type: "text",
|
|
306
|
-
text: "Error: Not connected. Ignoring message.",
|
|
307
|
-
uri: "marketDataRequest"
|
|
308
|
-
}
|
|
309
|
-
],
|
|
310
|
-
isError: true
|
|
311
|
-
};
|
|
312
|
-
}
|
|
313
|
-
parser.send(mdr);
|
|
314
|
-
const fixData = await response;
|
|
315
|
-
return {
|
|
316
|
-
content: [
|
|
317
|
-
{
|
|
318
|
-
type: "text",
|
|
319
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
320
|
-
uri: "marketDataRequest"
|
|
321
|
-
}
|
|
322
|
-
]
|
|
323
|
-
};
|
|
324
|
-
} catch (error) {
|
|
325
|
-
return {
|
|
326
|
-
content: [
|
|
327
|
-
{
|
|
328
|
-
type: "text",
|
|
329
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
330
|
-
uri: "marketDataRequest"
|
|
331
|
-
}
|
|
332
|
-
],
|
|
333
|
-
isError: true
|
|
334
|
-
};
|
|
335
|
-
}
|
|
336
|
-
};
|
|
337
|
-
};
|
|
338
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
339
|
-
return async (args) => {
|
|
340
|
-
try {
|
|
341
|
-
const symbol = args.symbol;
|
|
342
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
343
|
-
if (priceHistory.length === 0) {
|
|
344
|
-
return {
|
|
345
|
-
content: [
|
|
346
|
-
{
|
|
347
|
-
type: "text",
|
|
348
|
-
text: `No price data available for ${symbol}`,
|
|
349
|
-
uri: "getStockGraph"
|
|
350
|
-
}
|
|
351
|
-
]
|
|
352
|
-
};
|
|
353
|
-
}
|
|
354
|
-
const chart = new import_quickchart_js.default();
|
|
355
|
-
chart.setWidth(300);
|
|
356
|
-
chart.setHeight(150);
|
|
357
|
-
chart.setBackgroundColor("transparent");
|
|
358
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
359
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
360
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
361
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
362
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
363
|
-
const config = {
|
|
364
|
-
type: "line",
|
|
365
|
-
data: {
|
|
366
|
-
labels,
|
|
367
|
-
datasets: [
|
|
368
|
-
{
|
|
369
|
-
label: "Bid",
|
|
370
|
-
data: bidData,
|
|
371
|
-
borderColor: "#28a745",
|
|
372
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
373
|
-
fill: false,
|
|
374
|
-
tension: 0.4
|
|
375
|
-
},
|
|
376
|
-
{
|
|
377
|
-
label: "Offer",
|
|
378
|
-
data: offerData,
|
|
379
|
-
borderColor: "#dc3545",
|
|
380
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
381
|
-
fill: false,
|
|
382
|
-
tension: 0.4
|
|
383
|
-
},
|
|
384
|
-
{
|
|
385
|
-
label: "Spread",
|
|
386
|
-
data: spreadData,
|
|
387
|
-
borderColor: "#6c757d",
|
|
388
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
389
|
-
fill: false,
|
|
390
|
-
tension: 0.4
|
|
391
|
-
},
|
|
392
|
-
{
|
|
393
|
-
label: "Volume",
|
|
394
|
-
data: volumeData,
|
|
395
|
-
borderColor: "#007bff",
|
|
396
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
397
|
-
fill: true,
|
|
398
|
-
tension: 0.4
|
|
399
|
-
}
|
|
400
|
-
]
|
|
401
|
-
},
|
|
402
|
-
options: {
|
|
403
|
-
responsive: true,
|
|
404
|
-
plugins: {
|
|
405
|
-
title: {
|
|
406
|
-
display: true,
|
|
407
|
-
text: `${symbol} Market Data`
|
|
408
|
-
}
|
|
409
|
-
},
|
|
410
|
-
scales: {
|
|
411
|
-
y: {
|
|
412
|
-
beginAtZero: false
|
|
413
|
-
}
|
|
414
|
-
}
|
|
415
|
-
}
|
|
416
|
-
};
|
|
417
|
-
chart.setConfig(config);
|
|
418
|
-
const imageBuffer = await chart.toBinary();
|
|
419
|
-
const base64 = Buffer.from(imageBuffer).toString("base64");
|
|
420
|
-
return {
|
|
421
|
-
content: [
|
|
422
|
-
{
|
|
423
|
-
type: "resource",
|
|
424
|
-
resource: {
|
|
425
|
-
uri: "resource://graph",
|
|
426
|
-
mimeType: "image/png",
|
|
427
|
-
blob: base64
|
|
428
|
-
}
|
|
429
|
-
}
|
|
430
|
-
]
|
|
431
|
-
};
|
|
432
|
-
} catch (error) {
|
|
433
|
-
return {
|
|
434
|
-
content: [
|
|
435
|
-
{
|
|
436
|
-
type: "text",
|
|
437
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
438
|
-
uri: "getStockGraph"
|
|
439
|
-
}
|
|
440
|
-
],
|
|
441
|
-
isError: true
|
|
442
|
-
};
|
|
443
|
-
}
|
|
444
|
-
};
|
|
445
|
-
};
|
|
446
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
447
|
-
return async (args) => {
|
|
448
|
-
try {
|
|
449
|
-
const symbol = args.symbol;
|
|
450
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
451
|
-
if (priceHistory.length === 0) {
|
|
452
|
-
return {
|
|
453
|
-
content: [
|
|
454
|
-
{
|
|
455
|
-
type: "text",
|
|
456
|
-
text: `No price data available for ${symbol}`,
|
|
457
|
-
uri: "getStockPriceHistory"
|
|
458
|
-
}
|
|
459
|
-
]
|
|
460
|
-
};
|
|
461
|
-
}
|
|
462
|
-
return {
|
|
463
|
-
content: [
|
|
464
|
-
{
|
|
465
|
-
type: "text",
|
|
466
|
-
text: JSON.stringify(
|
|
467
|
-
{
|
|
468
|
-
symbol,
|
|
469
|
-
count: priceHistory.length,
|
|
470
|
-
data: priceHistory.map((point) => ({
|
|
471
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
472
|
-
bid: point.bid,
|
|
473
|
-
offer: point.offer,
|
|
474
|
-
spread: point.spread,
|
|
475
|
-
volume: point.volume
|
|
476
|
-
}))
|
|
477
|
-
},
|
|
478
|
-
null,
|
|
479
|
-
2
|
|
480
|
-
),
|
|
481
|
-
uri: "getStockPriceHistory"
|
|
482
|
-
}
|
|
483
|
-
]
|
|
484
|
-
};
|
|
485
|
-
} catch (error) {
|
|
486
|
-
return {
|
|
487
|
-
content: [
|
|
488
|
-
{
|
|
489
|
-
type: "text",
|
|
490
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
491
|
-
uri: "getStockPriceHistory"
|
|
492
|
-
}
|
|
493
|
-
],
|
|
494
|
-
isError: true
|
|
495
|
-
};
|
|
496
|
-
}
|
|
497
|
-
};
|
|
498
|
-
};
|
|
499
|
-
|
|
500
|
-
// src/tools/order.ts
|
|
501
|
-
var import_fixparser2 = require("fixparser");
|
|
502
|
-
var ordTypeNames = {
|
|
503
|
-
"1": "Market",
|
|
504
|
-
"2": "Limit",
|
|
505
|
-
"3": "Stop",
|
|
506
|
-
"4": "StopLimit",
|
|
507
|
-
"5": "MarketOnClose",
|
|
508
|
-
"6": "WithOrWithout",
|
|
509
|
-
"7": "LimitOrBetter",
|
|
510
|
-
"8": "LimitWithOrWithout",
|
|
511
|
-
"9": "OnBasis",
|
|
512
|
-
A: "OnClose",
|
|
513
|
-
B: "LimitOnClose",
|
|
514
|
-
C: "ForexMarket",
|
|
515
|
-
D: "PreviouslyQuoted",
|
|
516
|
-
E: "PreviouslyIndicated",
|
|
517
|
-
F: "ForexLimit",
|
|
518
|
-
G: "ForexSwap",
|
|
519
|
-
H: "ForexPreviouslyQuoted",
|
|
520
|
-
I: "Funari",
|
|
521
|
-
J: "MarketIfTouched",
|
|
522
|
-
K: "MarketWithLeftOverAsLimit",
|
|
523
|
-
L: "PreviousFundValuationPoint",
|
|
524
|
-
M: "NextFundValuationPoint",
|
|
525
|
-
P: "Pegged",
|
|
526
|
-
Q: "CounterOrderSelection",
|
|
527
|
-
R: "StopOnBidOrOffer",
|
|
528
|
-
S: "StopLimitOnBidOrOffer"
|
|
529
|
-
};
|
|
530
|
-
var sideNames = {
|
|
531
|
-
"1": "Buy",
|
|
532
|
-
"2": "Sell",
|
|
533
|
-
"3": "BuyMinus",
|
|
534
|
-
"4": "SellPlus",
|
|
535
|
-
"5": "SellShort",
|
|
536
|
-
"6": "SellShortExempt",
|
|
537
|
-
"7": "Undisclosed",
|
|
538
|
-
"8": "Cross",
|
|
539
|
-
"9": "CrossShort",
|
|
540
|
-
A: "CrossShortExempt",
|
|
541
|
-
B: "AsDefined",
|
|
542
|
-
C: "Opposite",
|
|
543
|
-
D: "Subscribe",
|
|
544
|
-
E: "Redeem",
|
|
545
|
-
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",
|
|
555
|
-
"5": "GoodTillCrossing",
|
|
556
|
-
"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
|
|
798
269
|
var MCPLocal = class {
|
|
799
270
|
parser;
|
|
800
271
|
server = new import_server.Server(
|
|
@@ -821,6 +292,7 @@ var MCPLocal = class {
|
|
|
821
292
|
onReady = void 0;
|
|
822
293
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
823
294
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
295
|
+
// Store market data prices with timestamps
|
|
824
296
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
825
297
|
MAX_PRICE_HISTORY = 1e5;
|
|
826
298
|
// Maximum number of price points to store per symbol
|
|
@@ -835,63 +307,50 @@ var MCPLocal = class {
|
|
|
835
307
|
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
836
308
|
});
|
|
837
309
|
const msgType = message.messageType;
|
|
838
|
-
if (msgType ===
|
|
310
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
|
|
839
311
|
this.parser?.logger.log({
|
|
840
312
|
level: "info",
|
|
841
313
|
message: `MCP Server handling message type: ${msgType}`
|
|
842
314
|
});
|
|
843
315
|
let id;
|
|
844
|
-
if (msgType ===
|
|
845
|
-
const symbol = message.getField(
|
|
846
|
-
const
|
|
847
|
-
const
|
|
848
|
-
const size = message.getField(import_fixparser3.Fields.MDEntrySize);
|
|
849
|
-
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
316
|
+
if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
317
|
+
const symbol = message.getField(import_fixparser.Fields.Symbol);
|
|
318
|
+
const price = message.getField(import_fixparser.Fields.MDEntryPx);
|
|
319
|
+
const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
|
|
850
320
|
if (symbol?.value && price?.value) {
|
|
851
321
|
const symbolStr = String(symbol.value);
|
|
852
322
|
const priceNum = Number(price.value);
|
|
853
|
-
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
854
323
|
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
855
|
-
|
|
856
|
-
timestamp: 0,
|
|
857
|
-
bid: 0,
|
|
858
|
-
offer: 0,
|
|
859
|
-
spread: 0,
|
|
860
|
-
volume: 0
|
|
861
|
-
};
|
|
862
|
-
const newEntry = {
|
|
324
|
+
priceHistory.push({
|
|
863
325
|
timestamp: Number(timestamp),
|
|
864
|
-
|
|
865
|
-
|
|
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);
|
|
326
|
+
price: priceNum
|
|
327
|
+
});
|
|
870
328
|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
871
329
|
priceHistory.shift();
|
|
872
330
|
}
|
|
873
331
|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
874
332
|
this.parser?.logger.log({
|
|
875
333
|
level: "info",
|
|
876
|
-
message: `MCP Server added ${symbol}: ${
|
|
334
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
877
335
|
});
|
|
878
336
|
this.server.notification({
|
|
879
337
|
method: "priceUpdate",
|
|
880
338
|
params: {
|
|
881
339
|
symbol: symbolStr,
|
|
882
|
-
|
|
340
|
+
price: priceNum,
|
|
341
|
+
timestamp: Number(timestamp)
|
|
883
342
|
}
|
|
884
343
|
});
|
|
885
344
|
}
|
|
886
345
|
}
|
|
887
|
-
if (msgType ===
|
|
888
|
-
const mdReqID = message.getField(
|
|
346
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
347
|
+
const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
|
|
889
348
|
if (mdReqID) id = String(mdReqID.value);
|
|
890
|
-
} else if (msgType ===
|
|
891
|
-
const clOrdID = message.getField(
|
|
349
|
+
} else if (msgType === import_fixparser.Messages.ExecutionReport) {
|
|
350
|
+
const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
|
|
892
351
|
if (clOrdID) id = String(clOrdID.value);
|
|
893
|
-
} else if (msgType ===
|
|
894
|
-
const refSeqNum = message.getField(
|
|
352
|
+
} else if (msgType === import_fixparser.Messages.Reject) {
|
|
353
|
+
const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
|
|
895
354
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
896
355
|
}
|
|
897
356
|
if (id) {
|
|
@@ -941,30 +400,492 @@ var MCPLocal = class {
|
|
|
941
400
|
}),
|
|
942
401
|
async (request, extra) => {
|
|
943
402
|
const { name, arguments: args } = request.params;
|
|
944
|
-
|
|
945
|
-
|
|
946
|
-
|
|
947
|
-
|
|
948
|
-
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
|
|
952
|
-
|
|
953
|
-
|
|
954
|
-
|
|
955
|
-
|
|
956
|
-
|
|
957
|
-
|
|
403
|
+
switch (name) {
|
|
404
|
+
case "parse":
|
|
405
|
+
try {
|
|
406
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
407
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
408
|
+
return {
|
|
409
|
+
content: [
|
|
410
|
+
{
|
|
411
|
+
type: "text",
|
|
412
|
+
text: "Error: Failed to parse FIX string",
|
|
413
|
+
uri: "parse"
|
|
414
|
+
}
|
|
415
|
+
],
|
|
416
|
+
isError: true
|
|
417
|
+
};
|
|
958
418
|
}
|
|
959
|
-
|
|
960
|
-
|
|
961
|
-
|
|
419
|
+
return {
|
|
420
|
+
content: [
|
|
421
|
+
{
|
|
422
|
+
type: "text",
|
|
423
|
+
text: `${parsedMessage[0].description}
|
|
424
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
425
|
+
uri: "parse"
|
|
426
|
+
}
|
|
427
|
+
]
|
|
428
|
+
};
|
|
429
|
+
} catch (error) {
|
|
430
|
+
return {
|
|
431
|
+
content: [
|
|
432
|
+
{
|
|
433
|
+
type: "text",
|
|
434
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
435
|
+
uri: "parse"
|
|
436
|
+
}
|
|
437
|
+
],
|
|
438
|
+
isError: true
|
|
439
|
+
};
|
|
440
|
+
}
|
|
441
|
+
case "parseToJSON":
|
|
442
|
+
try {
|
|
443
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
444
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
445
|
+
return {
|
|
446
|
+
content: [
|
|
447
|
+
{
|
|
448
|
+
type: "text",
|
|
449
|
+
text: "Error: Failed to parse FIX string",
|
|
450
|
+
uri: "parseToJSON"
|
|
451
|
+
}
|
|
452
|
+
],
|
|
453
|
+
isError: true
|
|
454
|
+
};
|
|
455
|
+
}
|
|
456
|
+
return {
|
|
457
|
+
content: [
|
|
458
|
+
{
|
|
459
|
+
type: "text",
|
|
460
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
461
|
+
uri: "parseToJSON"
|
|
462
|
+
}
|
|
463
|
+
]
|
|
464
|
+
};
|
|
465
|
+
} catch (error) {
|
|
466
|
+
return {
|
|
467
|
+
content: [
|
|
468
|
+
{
|
|
469
|
+
type: "text",
|
|
470
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
471
|
+
uri: "parseToJSON"
|
|
472
|
+
}
|
|
473
|
+
],
|
|
474
|
+
isError: true
|
|
475
|
+
};
|
|
476
|
+
}
|
|
477
|
+
case "verifyOrder":
|
|
478
|
+
try {
|
|
479
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
480
|
+
clOrdID: args.clOrdID,
|
|
481
|
+
handlInst: args.handlInst,
|
|
482
|
+
quantity: Number.parseFloat(args.quantity),
|
|
483
|
+
price: Number.parseFloat(args.price),
|
|
484
|
+
ordType: args.ordType,
|
|
485
|
+
side: args.side,
|
|
486
|
+
symbol: args.symbol,
|
|
487
|
+
timeInForce: args.timeInForce
|
|
488
|
+
});
|
|
489
|
+
const ordTypeNames = {
|
|
490
|
+
"1": "Market",
|
|
491
|
+
"2": "Limit",
|
|
492
|
+
"3": "Stop",
|
|
493
|
+
"4": "StopLimit",
|
|
494
|
+
"5": "MarketOnClose",
|
|
495
|
+
"6": "WithOrWithout",
|
|
496
|
+
"7": "LimitOrBetter",
|
|
497
|
+
"8": "LimitWithOrWithout",
|
|
498
|
+
"9": "OnBasis",
|
|
499
|
+
A: "OnClose",
|
|
500
|
+
B: "LimitOnClose",
|
|
501
|
+
C: "ForexMarket",
|
|
502
|
+
D: "PreviouslyQuoted",
|
|
503
|
+
E: "PreviouslyIndicated",
|
|
504
|
+
F: "ForexLimit",
|
|
505
|
+
G: "ForexSwap",
|
|
506
|
+
H: "ForexPreviouslyQuoted",
|
|
507
|
+
I: "Funari",
|
|
508
|
+
J: "MarketIfTouched",
|
|
509
|
+
K: "MarketWithLeftOverAsLimit",
|
|
510
|
+
L: "PreviousFundValuationPoint",
|
|
511
|
+
M: "NextFundValuationPoint",
|
|
512
|
+
P: "Pegged",
|
|
513
|
+
Q: "CounterOrderSelection",
|
|
514
|
+
R: "StopOnBidOrOffer",
|
|
515
|
+
S: "StopLimitOnBidOrOffer"
|
|
516
|
+
};
|
|
517
|
+
const sideNames = {
|
|
518
|
+
"1": "Buy",
|
|
519
|
+
"2": "Sell",
|
|
520
|
+
"3": "BuyMinus",
|
|
521
|
+
"4": "SellPlus",
|
|
522
|
+
"5": "SellShort",
|
|
523
|
+
"6": "SellShortExempt",
|
|
524
|
+
"7": "Undisclosed",
|
|
525
|
+
"8": "Cross",
|
|
526
|
+
"9": "CrossShort",
|
|
527
|
+
A: "CrossShortExempt",
|
|
528
|
+
B: "AsDefined",
|
|
529
|
+
C: "Opposite",
|
|
530
|
+
D: "Subscribe",
|
|
531
|
+
E: "Redeem",
|
|
532
|
+
F: "Lend",
|
|
533
|
+
G: "Borrow",
|
|
534
|
+
H: "SellUndisclosed"
|
|
535
|
+
};
|
|
536
|
+
const timeInForceNames = {
|
|
537
|
+
"0": "Day",
|
|
538
|
+
"1": "GoodTillCancel",
|
|
539
|
+
"2": "AtTheOpening",
|
|
540
|
+
"3": "ImmediateOrCancel",
|
|
541
|
+
"4": "FillOrKill",
|
|
542
|
+
"5": "GoodTillCrossing",
|
|
543
|
+
"6": "GoodTillDate",
|
|
544
|
+
"7": "AtTheClose",
|
|
545
|
+
"8": "GoodThroughCrossing",
|
|
546
|
+
"9": "AtCrossing",
|
|
547
|
+
A: "GoodForTime",
|
|
548
|
+
B: "GoodForAuction",
|
|
549
|
+
C: "GoodForMonth"
|
|
550
|
+
};
|
|
551
|
+
const handlInstNames = {
|
|
552
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
553
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
554
|
+
"3": "ManualOrder"
|
|
555
|
+
};
|
|
556
|
+
return {
|
|
557
|
+
content: [
|
|
558
|
+
{
|
|
559
|
+
type: "text",
|
|
560
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
561
|
+
|
|
562
|
+
Parameters verified:
|
|
563
|
+
- ClOrdID: ${args.clOrdID}
|
|
564
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
565
|
+
- Quantity: ${args.quantity}
|
|
566
|
+
- Price: ${args.price}
|
|
567
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
568
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
569
|
+
- Symbol: ${args.symbol}
|
|
570
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
571
|
+
|
|
572
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
573
|
+
uri: "verifyOrder"
|
|
574
|
+
}
|
|
575
|
+
]
|
|
576
|
+
};
|
|
577
|
+
} catch (error) {
|
|
578
|
+
return {
|
|
579
|
+
content: [
|
|
580
|
+
{
|
|
581
|
+
type: "text",
|
|
582
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
583
|
+
uri: "verifyOrder"
|
|
584
|
+
}
|
|
585
|
+
],
|
|
586
|
+
isError: true
|
|
587
|
+
};
|
|
588
|
+
}
|
|
589
|
+
case "executeOrder":
|
|
590
|
+
try {
|
|
591
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
592
|
+
if (!verifiedOrder) {
|
|
593
|
+
return {
|
|
594
|
+
content: [
|
|
595
|
+
{
|
|
596
|
+
type: "text",
|
|
597
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
598
|
+
uri: "executeOrder"
|
|
599
|
+
}
|
|
600
|
+
],
|
|
601
|
+
isError: true
|
|
602
|
+
};
|
|
603
|
+
}
|
|
604
|
+
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) {
|
|
605
|
+
return {
|
|
606
|
+
content: [
|
|
607
|
+
{
|
|
608
|
+
type: "text",
|
|
609
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
610
|
+
uri: "executeOrder"
|
|
611
|
+
}
|
|
612
|
+
],
|
|
613
|
+
isError: true
|
|
614
|
+
};
|
|
615
|
+
}
|
|
616
|
+
const response = new Promise((resolve) => {
|
|
617
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
618
|
+
});
|
|
619
|
+
const order = this.parser?.createMessage(
|
|
620
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
621
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
622
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
623
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
624
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
625
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
626
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
627
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
628
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
629
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
630
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
631
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
632
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
633
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
634
|
+
);
|
|
635
|
+
if (!this.parser?.connected) {
|
|
636
|
+
return {
|
|
637
|
+
content: [
|
|
638
|
+
{
|
|
639
|
+
type: "text",
|
|
640
|
+
text: "Error: Not connected. Ignoring message.",
|
|
641
|
+
uri: "executeOrder"
|
|
642
|
+
}
|
|
643
|
+
],
|
|
644
|
+
isError: true
|
|
645
|
+
};
|
|
646
|
+
}
|
|
647
|
+
this.parser?.send(order);
|
|
648
|
+
const fixData = await response;
|
|
649
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
650
|
+
return {
|
|
651
|
+
content: [
|
|
652
|
+
{
|
|
653
|
+
type: "text",
|
|
654
|
+
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())}`,
|
|
655
|
+
uri: "executeOrder"
|
|
656
|
+
}
|
|
657
|
+
]
|
|
658
|
+
};
|
|
659
|
+
} catch (error) {
|
|
660
|
+
return {
|
|
661
|
+
content: [
|
|
662
|
+
{
|
|
663
|
+
type: "text",
|
|
664
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
665
|
+
uri: "executeOrder"
|
|
666
|
+
}
|
|
667
|
+
],
|
|
668
|
+
isError: true
|
|
669
|
+
};
|
|
670
|
+
}
|
|
671
|
+
case "marketDataRequest":
|
|
672
|
+
try {
|
|
673
|
+
const response = new Promise((resolve) => {
|
|
674
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
675
|
+
});
|
|
676
|
+
const messageFields = [
|
|
677
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
678
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
679
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
680
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
681
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
682
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
683
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
684
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
685
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
686
|
+
];
|
|
687
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
688
|
+
args.symbols.forEach((symbol) => {
|
|
689
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
690
|
+
});
|
|
691
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
692
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
693
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
694
|
+
});
|
|
695
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
696
|
+
if (!this.parser?.connected) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
699
|
+
{
|
|
700
|
+
type: "text",
|
|
701
|
+
text: "Error: Not connected. Ignoring message.",
|
|
702
|
+
uri: "marketDataRequest"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
this.parser?.send(mdr);
|
|
709
|
+
const fixData = await response;
|
|
710
|
+
return {
|
|
711
|
+
content: [
|
|
712
|
+
{
|
|
713
|
+
type: "text",
|
|
714
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
715
|
+
uri: "marketDataRequest"
|
|
716
|
+
}
|
|
717
|
+
]
|
|
718
|
+
};
|
|
719
|
+
} catch (error) {
|
|
720
|
+
return {
|
|
721
|
+
content: [
|
|
722
|
+
{
|
|
723
|
+
type: "text",
|
|
724
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
725
|
+
uri: "marketDataRequest"
|
|
726
|
+
}
|
|
727
|
+
],
|
|
728
|
+
isError: true
|
|
729
|
+
};
|
|
730
|
+
}
|
|
731
|
+
case "getStockGraph":
|
|
732
|
+
try {
|
|
733
|
+
const symbol = args.symbol;
|
|
734
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
735
|
+
if (priceHistory.length === 0) {
|
|
736
|
+
return {
|
|
737
|
+
content: [
|
|
738
|
+
{
|
|
739
|
+
type: "text",
|
|
740
|
+
text: `No price data available for ${symbol}`,
|
|
741
|
+
uri: "getStockGraph"
|
|
742
|
+
}
|
|
743
|
+
]
|
|
744
|
+
};
|
|
745
|
+
}
|
|
746
|
+
const width = 600;
|
|
747
|
+
const height = 300;
|
|
748
|
+
const padding = 40;
|
|
749
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
750
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
751
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
752
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
753
|
+
const points = priceHistory.map((d, i) => {
|
|
754
|
+
const x = padding + i * xScale;
|
|
755
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
756
|
+
return `${x},${y}`;
|
|
757
|
+
}).join(" L ");
|
|
758
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
759
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
760
|
+
<!-- Background -->
|
|
761
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
762
|
+
|
|
763
|
+
<!-- Grid lines -->
|
|
764
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
765
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
766
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
767
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
768
|
+
}).join("\n")}
|
|
769
|
+
</g>
|
|
770
|
+
|
|
771
|
+
<!-- Price line -->
|
|
772
|
+
<path d="M ${points}"
|
|
773
|
+
fill="none"
|
|
774
|
+
stroke="#007bff"
|
|
775
|
+
stroke-width="2"/>
|
|
776
|
+
|
|
777
|
+
<!-- Data points -->
|
|
778
|
+
${priceHistory.map((d, i) => {
|
|
779
|
+
const x = padding + i * xScale;
|
|
780
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
781
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
782
|
+
}).join("\n")}
|
|
783
|
+
|
|
784
|
+
<!-- Labels -->
|
|
785
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
786
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
787
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
788
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
789
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
790
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
791
|
+
}).join("\n")}
|
|
792
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
793
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
794
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
795
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
796
|
+
}).join("\n")}
|
|
797
|
+
</g>
|
|
798
|
+
|
|
799
|
+
<!-- Title -->
|
|
800
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
801
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
802
|
+
text-anchor="middle" fill="#212529">
|
|
803
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
804
|
+
</text>
|
|
805
|
+
</svg>`;
|
|
806
|
+
const pngBuffer = await (0, import_sharp.default)(Buffer.from(svg)).png().toBuffer();
|
|
807
|
+
const base64Png = pngBuffer.toString("base64");
|
|
808
|
+
return {
|
|
809
|
+
content: [
|
|
810
|
+
{
|
|
811
|
+
type: "image",
|
|
812
|
+
text: base64Png,
|
|
813
|
+
uri: "getStockGraph",
|
|
814
|
+
mimeType: "image/png"
|
|
815
|
+
}
|
|
816
|
+
]
|
|
817
|
+
};
|
|
818
|
+
} catch (error) {
|
|
819
|
+
return {
|
|
820
|
+
content: [
|
|
821
|
+
{
|
|
822
|
+
type: "text",
|
|
823
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
|
|
824
|
+
uri: "getStockGraph"
|
|
825
|
+
}
|
|
826
|
+
],
|
|
827
|
+
isError: true
|
|
828
|
+
};
|
|
829
|
+
}
|
|
830
|
+
case "getStockPriceHistory":
|
|
831
|
+
try {
|
|
832
|
+
const symbol = args.symbol;
|
|
833
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
834
|
+
if (priceHistory.length === 0) {
|
|
835
|
+
return {
|
|
836
|
+
content: [
|
|
837
|
+
{
|
|
838
|
+
type: "text",
|
|
839
|
+
text: `No price data available for ${symbol}`,
|
|
840
|
+
uri: "getStockPriceHistory"
|
|
841
|
+
}
|
|
842
|
+
]
|
|
843
|
+
};
|
|
844
|
+
}
|
|
845
|
+
return {
|
|
846
|
+
content: [
|
|
847
|
+
{
|
|
848
|
+
type: "text",
|
|
849
|
+
text: JSON.stringify(
|
|
850
|
+
{
|
|
851
|
+
symbol,
|
|
852
|
+
count: priceHistory.length,
|
|
853
|
+
prices: priceHistory.map((point) => ({
|
|
854
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
855
|
+
price: point.price
|
|
856
|
+
}))
|
|
857
|
+
},
|
|
858
|
+
null,
|
|
859
|
+
2
|
|
860
|
+
),
|
|
861
|
+
uri: "getStockPriceHistory"
|
|
862
|
+
}
|
|
863
|
+
]
|
|
864
|
+
};
|
|
865
|
+
} catch (error) {
|
|
866
|
+
return {
|
|
867
|
+
content: [
|
|
868
|
+
{
|
|
869
|
+
type: "text",
|
|
870
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
871
|
+
uri: "getStockPriceHistory"
|
|
872
|
+
}
|
|
873
|
+
],
|
|
874
|
+
isError: true
|
|
875
|
+
};
|
|
876
|
+
}
|
|
877
|
+
default:
|
|
878
|
+
return {
|
|
879
|
+
content: [
|
|
880
|
+
{
|
|
881
|
+
type: "text",
|
|
882
|
+
text: `Tool not found: ${name}`,
|
|
883
|
+
uri: name
|
|
884
|
+
}
|
|
885
|
+
],
|
|
886
|
+
isError: true
|
|
887
|
+
};
|
|
962
888
|
}
|
|
963
|
-
const result = await handler(args);
|
|
964
|
-
return {
|
|
965
|
-
content: result.content,
|
|
966
|
-
isError: result.isError
|
|
967
|
-
};
|
|
968
889
|
}
|
|
969
890
|
);
|
|
970
891
|
process.on("SIGINT", async () => {
|