fixparser-plugin-mcp 9.1.7-eb1de32a → 9.1.7-edd9ee17
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 +528 -126
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1328 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1627 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +529 -127
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1318 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1589 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +6 -6
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +25 -9
- package/types/MCPRemote.d.ts +25 -27
- package/types/schemas/index.d.ts +3 -17
- package/types/schemas/marketData.d.ts +48 -0
- package/types/schemas/schemas.d.ts +1 -1
- package/types/tools/index.d.ts +2 -8
- package/types/tools/marketData.d.ts +8 -23
- package/types/tools/order.d.ts +4 -3
- package/types/tools/parse.d.ts +2 -2
- package/types/tools/parseToJSON.d.ts +2 -2
- package/types/utils/messageHandler.d.ts +12 -0
package/build/cjs/MCPLocal.js
CHANGED
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@@ -35,9 +35,51 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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-
var import_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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+
// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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@@ -121,7 +163,7 @@ var toolSchemas = {
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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@@ -238,12 +280,12 @@ 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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-
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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"
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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@@ -274,9 +316,63 @@ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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return async (args) => {
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try {
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parser.logger.log({
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level: "info",
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message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
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});
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const response = new Promise((resolve) => {
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pendingRequests.set(args.mdReqID, resolve);
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parser.logger.log({
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level: "info",
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message: `Registered callback for market data request ID: ${args.mdReqID}`
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});
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});
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const entryTypes = args.mdEntryTypes || [
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import_fixparser.MDEntryType.Bid,
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import_fixparser.MDEntryType.Offer,
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import_fixparser.MDEntryType.Trade,
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import_fixparser.MDEntryType.IndexValue,
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import_fixparser.MDEntryType.OpeningPrice,
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import_fixparser.MDEntryType.ClosingPrice,
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import_fixparser.MDEntryType.SettlementPrice,
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import_fixparser.MDEntryType.TradingSessionHighPrice,
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import_fixparser.MDEntryType.TradingSessionLowPrice,
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import_fixparser.MDEntryType.VWAP,
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import_fixparser.MDEntryType.Imbalance,
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import_fixparser.MDEntryType.TradeVolume,
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import_fixparser.MDEntryType.OpenInterest,
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import_fixparser.MDEntryType.CompositeUnderlyingPrice,
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import_fixparser.MDEntryType.SimulatedSellPrice,
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import_fixparser.MDEntryType.SimulatedBuyPrice,
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import_fixparser.MDEntryType.MarginRate,
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import_fixparser.MDEntryType.MidPrice,
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import_fixparser.MDEntryType.EmptyBook,
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import_fixparser.MDEntryType.SettleHighPrice,
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import_fixparser.MDEntryType.SettleLowPrice,
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import_fixparser.MDEntryType.PriorSettlePrice,
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import_fixparser.MDEntryType.SessionHighBid,
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import_fixparser.MDEntryType.SessionLowOffer,
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import_fixparser.MDEntryType.EarlyPrices,
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import_fixparser.MDEntryType.AuctionClearingPrice,
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import_fixparser.MDEntryType.SwapValueFactor,
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import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.FixingPrice,
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import_fixparser.MDEntryType.CashRate,
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import_fixparser.MDEntryType.RecoveryRate,
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import_fixparser.MDEntryType.RecoveryRateForLong,
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import_fixparser.MDEntryType.RecoveryRateForShort,
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import_fixparser.MDEntryType.MarketBid,
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import_fixparser.MDEntryType.MarketOffer,
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import_fixparser.MDEntryType.ShortSaleMinPrice,
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import_fixparser.MDEntryType.PreviousClosingPrice,
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import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
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import_fixparser.MDEntryType.DailyFinancingValue,
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import_fixparser.MDEntryType.AccruedFinancingValue,
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import_fixparser.MDEntryType.TWAP
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];
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const messageFields = [
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new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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@@ -292,12 +388,16 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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args.symbols.forEach((symbol) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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});
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes,
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-
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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entryTypes.forEach((entryType) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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});
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const mdr = parser.createMessage(...messageFields);
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if (!parser.connected) {
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parser.logger.log({
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level: "error",
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message: "Not connected. Cannot send market data request."
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});
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return {
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content: [
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{
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@@ -309,8 +409,16 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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isError: true
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};
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}
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parser.logger.log({
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level: "info",
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message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
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});
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parser.send(mdr);
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const fixData = await response;
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parser.logger.log({
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level: "info",
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message: `Received market data response for request ID: ${args.mdReqID}`
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});
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return {
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content: [
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{
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@@ -351,18 +459,73 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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};
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}
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const chart = new import_quickchart_js.default();
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chart.setWidth(
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chart.setHeight(
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chart.setWidth(1200);
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chart.setHeight(600);
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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
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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 tradeData = priceHistory.map((point) => point.trade);
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const vwapData = priceHistory.map((point) => point.vwap);
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const twapData = priceHistory.map((point) => point.twap);
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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:
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data,
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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: "Trade",
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data: tradeData,
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borderColor: "#ffc107",
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backgroundColor: "rgba(255, 193, 7, 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: "VWAP",
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data: vwapData,
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borderColor: "#17a2b8",
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backgroundColor: "rgba(23, 162, 184, 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: "TWAP",
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data: twapData,
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borderColor: "#6610f2",
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backgroundColor: "rgba(102, 16, 242, 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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@@ -371,46 +534,32 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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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}
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font: {
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size: 16,
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weight: "bold"
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}
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},
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legend: {
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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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grid: {
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color: "#e9ecef"
|
|
392
|
-
}
|
|
393
|
-
},
|
|
394
|
-
x: {
|
|
395
|
-
grid: {
|
|
396
|
-
display: false
|
|
397
|
-
}
|
|
546
|
+
beginAtZero: false
|
|
398
547
|
}
|
|
399
548
|
}
|
|
400
549
|
}
|
|
401
|
-
}
|
|
550
|
+
};
|
|
551
|
+
chart.setConfig(config);
|
|
402
552
|
const imageBuffer = await chart.toBinary();
|
|
403
|
-
const
|
|
553
|
+
const base64 = imageBuffer.toString("base64");
|
|
404
554
|
return {
|
|
405
555
|
content: [
|
|
406
556
|
{
|
|
407
|
-
type: "
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
mimeType: "image/png"
|
|
557
|
+
type: "resource",
|
|
558
|
+
resource: {
|
|
559
|
+
uri: "resource://graph",
|
|
560
|
+
mimeType: "image/png",
|
|
561
|
+
blob: base64
|
|
562
|
+
}
|
|
414
563
|
}
|
|
415
564
|
]
|
|
416
565
|
};
|
|
@@ -419,7 +568,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
419
568
|
content: [
|
|
420
569
|
{
|
|
421
570
|
type: "text",
|
|
422
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate
|
|
571
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
423
572
|
uri: "getStockGraph"
|
|
424
573
|
}
|
|
425
574
|
],
|
|
@@ -452,9 +601,53 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
452
601
|
{
|
|
453
602
|
symbol,
|
|
454
603
|
count: priceHistory.length,
|
|
455
|
-
|
|
604
|
+
data: priceHistory.map((point) => ({
|
|
456
605
|
timestamp: new Date(point.timestamp).toISOString(),
|
|
457
|
-
|
|
606
|
+
bid: point.bid,
|
|
607
|
+
offer: point.offer,
|
|
608
|
+
spread: point.spread,
|
|
609
|
+
volume: point.volume,
|
|
610
|
+
trade: point.trade,
|
|
611
|
+
indexValue: point.indexValue,
|
|
612
|
+
openingPrice: point.openingPrice,
|
|
613
|
+
closingPrice: point.closingPrice,
|
|
614
|
+
settlementPrice: point.settlementPrice,
|
|
615
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
616
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
617
|
+
vwap: point.vwap,
|
|
618
|
+
imbalance: point.imbalance,
|
|
619
|
+
openInterest: point.openInterest,
|
|
620
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
621
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
622
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
623
|
+
marginRate: point.marginRate,
|
|
624
|
+
midPrice: point.midPrice,
|
|
625
|
+
emptyBook: point.emptyBook,
|
|
626
|
+
settleHighPrice: point.settleHighPrice,
|
|
627
|
+
settleLowPrice: point.settleLowPrice,
|
|
628
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
629
|
+
sessionHighBid: point.sessionHighBid,
|
|
630
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
631
|
+
earlyPrices: point.earlyPrices,
|
|
632
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
633
|
+
swapValueFactor: point.swapValueFactor,
|
|
634
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
635
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
636
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
637
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
638
|
+
fixingPrice: point.fixingPrice,
|
|
639
|
+
cashRate: point.cashRate,
|
|
640
|
+
recoveryRate: point.recoveryRate,
|
|
641
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
642
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
643
|
+
marketBid: point.marketBid,
|
|
644
|
+
marketOffer: point.marketOffer,
|
|
645
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
646
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
647
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
648
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
649
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
650
|
+
twap: point.twap
|
|
458
651
|
}))
|
|
459
652
|
},
|
|
460
653
|
null,
|
|
@@ -469,7 +662,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
469
662
|
content: [
|
|
470
663
|
{
|
|
471
664
|
type: "text",
|
|
472
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get
|
|
665
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
473
666
|
uri: "getStockPriceHistory"
|
|
474
667
|
}
|
|
475
668
|
],
|
|
@@ -577,7 +770,7 @@ Parameters verified:
|
|
|
577
770
|
- Symbol: ${args.symbol}
|
|
578
771
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
579
772
|
|
|
580
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
773
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
581
774
|
uri: "verifyOrder"
|
|
582
775
|
}
|
|
583
776
|
]
|
|
@@ -776,9 +969,285 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
776
969
|
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
777
970
|
});
|
|
778
971
|
|
|
972
|
+
// src/utils/messageHandler.ts
|
|
973
|
+
var import_fixparser3 = require("fixparser");
|
|
974
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
975
|
+
parser.logger.log({
|
|
976
|
+
level: "info",
|
|
977
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
978
|
+
});
|
|
979
|
+
const msgType = message.messageType;
|
|
980
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
981
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
982
|
+
parser.logger.log({
|
|
983
|
+
level: "info",
|
|
984
|
+
message: `Processing market data for symbol: ${symbol}`
|
|
985
|
+
});
|
|
986
|
+
const fixJson = message.toFIXJSON();
|
|
987
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
988
|
+
parser.logger.log({
|
|
989
|
+
level: "info",
|
|
990
|
+
message: `Found ${entries.length} market data entries`
|
|
991
|
+
});
|
|
992
|
+
const data = {
|
|
993
|
+
timestamp: Date.now(),
|
|
994
|
+
bid: 0,
|
|
995
|
+
offer: 0,
|
|
996
|
+
spread: 0,
|
|
997
|
+
volume: 0,
|
|
998
|
+
trade: 0,
|
|
999
|
+
indexValue: 0,
|
|
1000
|
+
openingPrice: 0,
|
|
1001
|
+
closingPrice: 0,
|
|
1002
|
+
settlementPrice: 0,
|
|
1003
|
+
tradingSessionHighPrice: 0,
|
|
1004
|
+
tradingSessionLowPrice: 0,
|
|
1005
|
+
vwap: 0,
|
|
1006
|
+
imbalance: 0,
|
|
1007
|
+
openInterest: 0,
|
|
1008
|
+
compositeUnderlyingPrice: 0,
|
|
1009
|
+
simulatedSellPrice: 0,
|
|
1010
|
+
simulatedBuyPrice: 0,
|
|
1011
|
+
marginRate: 0,
|
|
1012
|
+
midPrice: 0,
|
|
1013
|
+
emptyBook: 0,
|
|
1014
|
+
settleHighPrice: 0,
|
|
1015
|
+
settleLowPrice: 0,
|
|
1016
|
+
priorSettlePrice: 0,
|
|
1017
|
+
sessionHighBid: 0,
|
|
1018
|
+
sessionLowOffer: 0,
|
|
1019
|
+
earlyPrices: 0,
|
|
1020
|
+
auctionClearingPrice: 0,
|
|
1021
|
+
swapValueFactor: 0,
|
|
1022
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1023
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1024
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1025
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1026
|
+
fixingPrice: 0,
|
|
1027
|
+
cashRate: 0,
|
|
1028
|
+
recoveryRate: 0,
|
|
1029
|
+
recoveryRateForLong: 0,
|
|
1030
|
+
recoveryRateForShort: 0,
|
|
1031
|
+
marketBid: 0,
|
|
1032
|
+
marketOffer: 0,
|
|
1033
|
+
shortSaleMinPrice: 0,
|
|
1034
|
+
previousClosingPrice: 0,
|
|
1035
|
+
thresholdLimitPriceBanding: 0,
|
|
1036
|
+
dailyFinancingValue: 0,
|
|
1037
|
+
accruedFinancingValue: 0,
|
|
1038
|
+
twap: 0
|
|
1039
|
+
};
|
|
1040
|
+
for (const entry of entries) {
|
|
1041
|
+
const entryType = entry.MDEntryType;
|
|
1042
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1043
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1044
|
+
if (entryType === import_fixparser3.MDEntryType.Bid || entryType === import_fixparser3.MDEntryType.Offer || entryType === import_fixparser3.MDEntryType.TradeVolume) {
|
|
1045
|
+
parser.logger.log({
|
|
1046
|
+
level: "info",
|
|
1047
|
+
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1048
|
+
});
|
|
1049
|
+
}
|
|
1050
|
+
switch (entryType) {
|
|
1051
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
1052
|
+
data.bid = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
1055
|
+
data.offer = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
1058
|
+
data.trade = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
1061
|
+
data.indexValue = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1064
|
+
data.openingPrice = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1067
|
+
data.closingPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1070
|
+
data.settlementPrice = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1073
|
+
data.tradingSessionHighPrice = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1076
|
+
data.tradingSessionLowPrice = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
1079
|
+
data.vwap = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
1082
|
+
data.imbalance = size;
|
|
1083
|
+
break;
|
|
1084
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1085
|
+
data.volume = size;
|
|
1086
|
+
break;
|
|
1087
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1088
|
+
data.openInterest = size;
|
|
1089
|
+
break;
|
|
1090
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1091
|
+
data.compositeUnderlyingPrice = price;
|
|
1092
|
+
break;
|
|
1093
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1094
|
+
data.simulatedSellPrice = price;
|
|
1095
|
+
break;
|
|
1096
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1097
|
+
data.simulatedBuyPrice = price;
|
|
1098
|
+
break;
|
|
1099
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1100
|
+
data.marginRate = price;
|
|
1101
|
+
break;
|
|
1102
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1103
|
+
data.midPrice = price;
|
|
1104
|
+
break;
|
|
1105
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1106
|
+
data.emptyBook = 1;
|
|
1107
|
+
break;
|
|
1108
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1109
|
+
data.settleHighPrice = price;
|
|
1110
|
+
break;
|
|
1111
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1112
|
+
data.settleLowPrice = price;
|
|
1113
|
+
break;
|
|
1114
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1115
|
+
data.priorSettlePrice = price;
|
|
1116
|
+
break;
|
|
1117
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1118
|
+
data.sessionHighBid = price;
|
|
1119
|
+
break;
|
|
1120
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1121
|
+
data.sessionLowOffer = price;
|
|
1122
|
+
break;
|
|
1123
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1124
|
+
data.earlyPrices = price;
|
|
1125
|
+
break;
|
|
1126
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1127
|
+
data.auctionClearingPrice = price;
|
|
1128
|
+
break;
|
|
1129
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1130
|
+
data.swapValueFactor = price;
|
|
1131
|
+
break;
|
|
1132
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1133
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1134
|
+
break;
|
|
1135
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1136
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1137
|
+
break;
|
|
1138
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1139
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1140
|
+
break;
|
|
1141
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1142
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1143
|
+
break;
|
|
1144
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1145
|
+
data.fixingPrice = price;
|
|
1146
|
+
break;
|
|
1147
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1148
|
+
data.cashRate = price;
|
|
1149
|
+
break;
|
|
1150
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1151
|
+
data.recoveryRate = price;
|
|
1152
|
+
break;
|
|
1153
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1154
|
+
data.recoveryRateForLong = price;
|
|
1155
|
+
break;
|
|
1156
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1157
|
+
data.recoveryRateForShort = price;
|
|
1158
|
+
break;
|
|
1159
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1160
|
+
data.marketBid = price;
|
|
1161
|
+
break;
|
|
1162
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1163
|
+
data.marketOffer = price;
|
|
1164
|
+
break;
|
|
1165
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1166
|
+
data.shortSaleMinPrice = price;
|
|
1167
|
+
break;
|
|
1168
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1169
|
+
data.previousClosingPrice = price;
|
|
1170
|
+
break;
|
|
1171
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1172
|
+
data.thresholdLimitPriceBanding = price;
|
|
1173
|
+
break;
|
|
1174
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1175
|
+
data.dailyFinancingValue = price;
|
|
1176
|
+
break;
|
|
1177
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1178
|
+
data.accruedFinancingValue = price;
|
|
1179
|
+
break;
|
|
1180
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1181
|
+
data.twap = price;
|
|
1182
|
+
break;
|
|
1183
|
+
}
|
|
1184
|
+
}
|
|
1185
|
+
data.spread = data.offer - data.bid;
|
|
1186
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1187
|
+
parser.logger.log({
|
|
1188
|
+
level: "info",
|
|
1189
|
+
message: `Creating new price history array for symbol: ${symbol}`
|
|
1190
|
+
});
|
|
1191
|
+
marketDataPrices.set(symbol, []);
|
|
1192
|
+
}
|
|
1193
|
+
const prices = marketDataPrices.get(symbol);
|
|
1194
|
+
prices.push(data);
|
|
1195
|
+
parser.logger.log({
|
|
1196
|
+
level: "info",
|
|
1197
|
+
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1198
|
+
});
|
|
1199
|
+
if (prices.length > maxPriceHistory) {
|
|
1200
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1201
|
+
parser.logger.log({
|
|
1202
|
+
level: "info",
|
|
1203
|
+
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1204
|
+
});
|
|
1205
|
+
}
|
|
1206
|
+
onPriceUpdate?.(symbol, data);
|
|
1207
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1208
|
+
if (mdReqID) {
|
|
1209
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1210
|
+
if (callback) {
|
|
1211
|
+
callback(message);
|
|
1212
|
+
pendingRequests.delete(mdReqID);
|
|
1213
|
+
parser.logger.log({
|
|
1214
|
+
level: "info",
|
|
1215
|
+
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1216
|
+
});
|
|
1217
|
+
}
|
|
1218
|
+
}
|
|
1219
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1220
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1221
|
+
const callback = pendingRequests.get(reqId);
|
|
1222
|
+
if (callback) {
|
|
1223
|
+
callback(message);
|
|
1224
|
+
pendingRequests.delete(reqId);
|
|
1225
|
+
}
|
|
1226
|
+
}
|
|
1227
|
+
}
|
|
1228
|
+
|
|
779
1229
|
// src/MCPLocal.ts
|
|
780
|
-
var MCPLocal = class {
|
|
781
|
-
|
|
1230
|
+
var MCPLocal = class extends MCPBase {
|
|
1231
|
+
/**
|
|
1232
|
+
* Map to store verified orders before execution
|
|
1233
|
+
* @private
|
|
1234
|
+
*/
|
|
1235
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1236
|
+
/**
|
|
1237
|
+
* Map to store pending requests and their callbacks
|
|
1238
|
+
* @private
|
|
1239
|
+
*/
|
|
1240
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1241
|
+
/**
|
|
1242
|
+
* Map to store market data prices for each symbol
|
|
1243
|
+
* @private
|
|
1244
|
+
*/
|
|
1245
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1246
|
+
/**
|
|
1247
|
+
* Maximum number of price history entries to keep per symbol
|
|
1248
|
+
* @private
|
|
1249
|
+
*/
|
|
1250
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
782
1251
|
server = new import_server.Server(
|
|
783
1252
|
{
|
|
784
1253
|
name: "fixparser",
|
|
@@ -800,77 +1269,13 @@ var MCPLocal = class {
|
|
|
800
1269
|
}
|
|
801
1270
|
);
|
|
802
1271
|
transport = new import_stdio.StdioServerTransport();
|
|
803
|
-
onReady = void 0;
|
|
804
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
805
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
806
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
807
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
808
|
-
// Maximum number of price points to store per symbol
|
|
809
1272
|
constructor({ logger, onReady }) {
|
|
810
|
-
|
|
1273
|
+
super({ logger, onReady });
|
|
811
1274
|
}
|
|
812
1275
|
async register(parser) {
|
|
813
1276
|
this.parser = parser;
|
|
814
1277
|
this.parser.addOnMessageCallback((message) => {
|
|
815
|
-
this.parser
|
|
816
|
-
level: "info",
|
|
817
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
818
|
-
});
|
|
819
|
-
const msgType = message.messageType;
|
|
820
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
821
|
-
this.parser?.logger.log({
|
|
822
|
-
level: "info",
|
|
823
|
-
message: `MCP Server handling message type: ${msgType}`
|
|
824
|
-
});
|
|
825
|
-
let id;
|
|
826
|
-
if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
827
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol);
|
|
828
|
-
const price = message.getField(import_fixparser3.Fields.MDEntryPx);
|
|
829
|
-
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
830
|
-
if (symbol?.value && price?.value) {
|
|
831
|
-
const symbolStr = String(symbol.value);
|
|
832
|
-
const priceNum = Number(price.value);
|
|
833
|
-
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
834
|
-
priceHistory.push({
|
|
835
|
-
timestamp: Number(timestamp),
|
|
836
|
-
price: priceNum
|
|
837
|
-
});
|
|
838
|
-
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
839
|
-
priceHistory.shift();
|
|
840
|
-
}
|
|
841
|
-
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
842
|
-
this.parser?.logger.log({
|
|
843
|
-
level: "info",
|
|
844
|
-
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
845
|
-
});
|
|
846
|
-
this.server.notification({
|
|
847
|
-
method: "priceUpdate",
|
|
848
|
-
params: {
|
|
849
|
-
symbol: symbolStr,
|
|
850
|
-
price: priceNum,
|
|
851
|
-
timestamp: Number(timestamp)
|
|
852
|
-
}
|
|
853
|
-
});
|
|
854
|
-
}
|
|
855
|
-
}
|
|
856
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
857
|
-
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
|
|
858
|
-
if (mdReqID) id = String(mdReqID.value);
|
|
859
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
860
|
-
const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
|
|
861
|
-
if (clOrdID) id = String(clOrdID.value);
|
|
862
|
-
} else if (msgType === import_fixparser3.Messages.Reject) {
|
|
863
|
-
const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
|
|
864
|
-
if (refSeqNum) id = String(refSeqNum.value);
|
|
865
|
-
}
|
|
866
|
-
if (id) {
|
|
867
|
-
const callback = this.pendingRequests.get(id);
|
|
868
|
-
if (callback) {
|
|
869
|
-
callback(message);
|
|
870
|
-
this.pendingRequests.delete(id);
|
|
871
|
-
}
|
|
872
|
-
}
|
|
873
|
-
}
|
|
1278
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
874
1279
|
});
|
|
875
1280
|
this.addWorkflows();
|
|
876
1281
|
await this.server.connect(this.transport);
|
|
@@ -885,18 +1290,15 @@ var MCPLocal = class {
|
|
|
885
1290
|
if (!this.server) {
|
|
886
1291
|
return;
|
|
887
1292
|
}
|
|
888
|
-
this.server.setRequestHandler(
|
|
889
|
-
|
|
890
|
-
|
|
891
|
-
|
|
892
|
-
|
|
893
|
-
|
|
894
|
-
|
|
895
|
-
|
|
896
|
-
|
|
897
|
-
};
|
|
898
|
-
}
|
|
899
|
-
);
|
|
1293
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
1294
|
+
return {
|
|
1295
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1296
|
+
name,
|
|
1297
|
+
description,
|
|
1298
|
+
inputSchema: schema
|
|
1299
|
+
}))
|
|
1300
|
+
};
|
|
1301
|
+
});
|
|
900
1302
|
this.server.setRequestHandler(
|
|
901
1303
|
import_zod.z.object({
|
|
902
1304
|
method: import_zod.z.literal("tools/call"),
|
|
@@ -908,7 +1310,7 @@ var MCPLocal = class {
|
|
|
908
1310
|
}).optional()
|
|
909
1311
|
})
|
|
910
1312
|
}),
|
|
911
|
-
async (request
|
|
1313
|
+
async (request) => {
|
|
912
1314
|
const { name, arguments: args } = request.params;
|
|
913
1315
|
const toolHandlers = createToolHandlers(
|
|
914
1316
|
this.parser,
|