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/esm/MCPRemote.mjs
CHANGED
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@@ -5,38 +5,1242 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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9
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-
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-
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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-
SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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8
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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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* @
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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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* @
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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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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. 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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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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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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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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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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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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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
|
|
272
|
+
schema: {
|
|
273
|
+
type: "object",
|
|
274
|
+
properties: {
|
|
275
|
+
symbol: { type: "string" }
|
|
276
|
+
},
|
|
277
|
+
required: ["symbol"]
|
|
278
|
+
}
|
|
279
|
+
}
|
|
280
|
+
};
|
|
281
|
+
|
|
282
|
+
// src/tools/marketData.ts
|
|
283
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
+
import QuickChart from "quickchart-js";
|
|
285
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
+
return async (args) => {
|
|
287
|
+
try {
|
|
288
|
+
parser.logger.log({
|
|
289
|
+
level: "info",
|
|
290
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
291
|
+
});
|
|
292
|
+
const response = new Promise((resolve) => {
|
|
293
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
294
|
+
parser.logger.log({
|
|
295
|
+
level: "info",
|
|
296
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
297
|
+
});
|
|
298
|
+
});
|
|
299
|
+
const entryTypes = args.mdEntryTypes || [
|
|
300
|
+
MDEntryType.Bid,
|
|
301
|
+
MDEntryType.Offer,
|
|
302
|
+
MDEntryType.Trade,
|
|
303
|
+
MDEntryType.IndexValue,
|
|
304
|
+
MDEntryType.OpeningPrice,
|
|
305
|
+
MDEntryType.ClosingPrice,
|
|
306
|
+
MDEntryType.SettlementPrice,
|
|
307
|
+
MDEntryType.TradingSessionHighPrice,
|
|
308
|
+
MDEntryType.TradingSessionLowPrice,
|
|
309
|
+
MDEntryType.VWAP,
|
|
310
|
+
MDEntryType.Imbalance,
|
|
311
|
+
MDEntryType.TradeVolume,
|
|
312
|
+
MDEntryType.OpenInterest,
|
|
313
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
314
|
+
MDEntryType.SimulatedSellPrice,
|
|
315
|
+
MDEntryType.SimulatedBuyPrice,
|
|
316
|
+
MDEntryType.MarginRate,
|
|
317
|
+
MDEntryType.MidPrice,
|
|
318
|
+
MDEntryType.EmptyBook,
|
|
319
|
+
MDEntryType.SettleHighPrice,
|
|
320
|
+
MDEntryType.SettleLowPrice,
|
|
321
|
+
MDEntryType.PriorSettlePrice,
|
|
322
|
+
MDEntryType.SessionHighBid,
|
|
323
|
+
MDEntryType.SessionLowOffer,
|
|
324
|
+
MDEntryType.EarlyPrices,
|
|
325
|
+
MDEntryType.AuctionClearingPrice,
|
|
326
|
+
MDEntryType.SwapValueFactor,
|
|
327
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
328
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
329
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
330
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
331
|
+
MDEntryType.FixingPrice,
|
|
332
|
+
MDEntryType.CashRate,
|
|
333
|
+
MDEntryType.RecoveryRate,
|
|
334
|
+
MDEntryType.RecoveryRateForLong,
|
|
335
|
+
MDEntryType.RecoveryRateForShort,
|
|
336
|
+
MDEntryType.MarketBid,
|
|
337
|
+
MDEntryType.MarketOffer,
|
|
338
|
+
MDEntryType.ShortSaleMinPrice,
|
|
339
|
+
MDEntryType.PreviousClosingPrice,
|
|
340
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
341
|
+
MDEntryType.DailyFinancingValue,
|
|
342
|
+
MDEntryType.AccruedFinancingValue,
|
|
343
|
+
MDEntryType.TWAP
|
|
344
|
+
];
|
|
345
|
+
const messageFields = [
|
|
346
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
347
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
348
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
349
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
350
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
351
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
352
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
353
|
+
new Field(Fields.MarketDepth, 0),
|
|
354
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
355
|
+
];
|
|
356
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
357
|
+
args.symbols.forEach((symbol) => {
|
|
358
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
359
|
+
});
|
|
360
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
361
|
+
entryTypes.forEach((entryType) => {
|
|
362
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
363
|
+
});
|
|
364
|
+
const mdr = parser.createMessage(...messageFields);
|
|
365
|
+
if (!parser.connected) {
|
|
366
|
+
parser.logger.log({
|
|
367
|
+
level: "error",
|
|
368
|
+
message: "Not connected. Cannot send market data request."
|
|
369
|
+
});
|
|
370
|
+
return {
|
|
371
|
+
content: [
|
|
372
|
+
{
|
|
373
|
+
type: "text",
|
|
374
|
+
text: "Error: Not connected. Ignoring message.",
|
|
375
|
+
uri: "marketDataRequest"
|
|
376
|
+
}
|
|
377
|
+
],
|
|
378
|
+
isError: true
|
|
379
|
+
};
|
|
380
|
+
}
|
|
381
|
+
parser.logger.log({
|
|
382
|
+
level: "info",
|
|
383
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
384
|
+
});
|
|
385
|
+
parser.send(mdr);
|
|
386
|
+
const fixData = await response;
|
|
387
|
+
parser.logger.log({
|
|
388
|
+
level: "info",
|
|
389
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
390
|
+
});
|
|
391
|
+
return {
|
|
392
|
+
content: [
|
|
393
|
+
{
|
|
394
|
+
type: "text",
|
|
395
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
396
|
+
uri: "marketDataRequest"
|
|
397
|
+
}
|
|
398
|
+
]
|
|
399
|
+
};
|
|
400
|
+
} catch (error) {
|
|
401
|
+
return {
|
|
402
|
+
content: [
|
|
403
|
+
{
|
|
404
|
+
type: "text",
|
|
405
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
406
|
+
uri: "marketDataRequest"
|
|
407
|
+
}
|
|
408
|
+
],
|
|
409
|
+
isError: true
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
};
|
|
413
|
+
};
|
|
414
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
415
|
+
return async (args) => {
|
|
416
|
+
try {
|
|
417
|
+
const symbol = args.symbol;
|
|
418
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
419
|
+
if (priceHistory.length === 0) {
|
|
420
|
+
return {
|
|
421
|
+
content: [
|
|
422
|
+
{
|
|
423
|
+
type: "text",
|
|
424
|
+
text: `No price data available for ${symbol}`,
|
|
425
|
+
uri: "getStockGraph"
|
|
426
|
+
}
|
|
427
|
+
]
|
|
428
|
+
};
|
|
429
|
+
}
|
|
430
|
+
const chart = new QuickChart();
|
|
431
|
+
chart.setWidth(1200);
|
|
432
|
+
chart.setHeight(600);
|
|
433
|
+
chart.setBackgroundColor("transparent");
|
|
434
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
435
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
436
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
437
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
438
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
439
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
440
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
441
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
442
|
+
const config = {
|
|
443
|
+
type: "line",
|
|
444
|
+
data: {
|
|
445
|
+
labels,
|
|
446
|
+
datasets: [
|
|
447
|
+
{
|
|
448
|
+
label: "Bid",
|
|
449
|
+
data: bidData,
|
|
450
|
+
borderColor: "#28a745",
|
|
451
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
452
|
+
fill: false,
|
|
453
|
+
tension: 0.4
|
|
454
|
+
},
|
|
455
|
+
{
|
|
456
|
+
label: "Offer",
|
|
457
|
+
data: offerData,
|
|
458
|
+
borderColor: "#dc3545",
|
|
459
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
460
|
+
fill: false,
|
|
461
|
+
tension: 0.4
|
|
462
|
+
},
|
|
463
|
+
{
|
|
464
|
+
label: "Spread",
|
|
465
|
+
data: spreadData,
|
|
466
|
+
borderColor: "#6c757d",
|
|
467
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
468
|
+
fill: false,
|
|
469
|
+
tension: 0.4
|
|
470
|
+
},
|
|
471
|
+
{
|
|
472
|
+
label: "Trade",
|
|
473
|
+
data: tradeData,
|
|
474
|
+
borderColor: "#ffc107",
|
|
475
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
476
|
+
fill: false,
|
|
477
|
+
tension: 0.4
|
|
478
|
+
},
|
|
479
|
+
{
|
|
480
|
+
label: "VWAP",
|
|
481
|
+
data: vwapData,
|
|
482
|
+
borderColor: "#17a2b8",
|
|
483
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
484
|
+
fill: false,
|
|
485
|
+
tension: 0.4
|
|
486
|
+
},
|
|
487
|
+
{
|
|
488
|
+
label: "TWAP",
|
|
489
|
+
data: twapData,
|
|
490
|
+
borderColor: "#6610f2",
|
|
491
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
492
|
+
fill: false,
|
|
493
|
+
tension: 0.4
|
|
494
|
+
},
|
|
495
|
+
{
|
|
496
|
+
label: "Volume",
|
|
497
|
+
data: volumeData,
|
|
498
|
+
borderColor: "#007bff",
|
|
499
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
500
|
+
fill: true,
|
|
501
|
+
tension: 0.4
|
|
502
|
+
}
|
|
503
|
+
]
|
|
504
|
+
},
|
|
505
|
+
options: {
|
|
506
|
+
responsive: true,
|
|
507
|
+
plugins: {
|
|
508
|
+
title: {
|
|
509
|
+
display: true,
|
|
510
|
+
text: `${symbol} Market Data`
|
|
511
|
+
}
|
|
512
|
+
},
|
|
513
|
+
scales: {
|
|
514
|
+
y: {
|
|
515
|
+
beginAtZero: false
|
|
516
|
+
}
|
|
517
|
+
}
|
|
518
|
+
}
|
|
519
|
+
};
|
|
520
|
+
chart.setConfig(config);
|
|
521
|
+
const imageBuffer = await chart.toBinary();
|
|
522
|
+
const base64 = imageBuffer.toString("base64");
|
|
523
|
+
return {
|
|
524
|
+
content: [
|
|
525
|
+
{
|
|
526
|
+
type: "resource",
|
|
527
|
+
resource: {
|
|
528
|
+
uri: "resource://graph",
|
|
529
|
+
mimeType: "image/png",
|
|
530
|
+
blob: base64
|
|
531
|
+
}
|
|
532
|
+
}
|
|
533
|
+
]
|
|
534
|
+
};
|
|
535
|
+
} catch (error) {
|
|
536
|
+
return {
|
|
537
|
+
content: [
|
|
538
|
+
{
|
|
539
|
+
type: "text",
|
|
540
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
541
|
+
uri: "getStockGraph"
|
|
542
|
+
}
|
|
543
|
+
],
|
|
544
|
+
isError: true
|
|
545
|
+
};
|
|
546
|
+
}
|
|
547
|
+
};
|
|
548
|
+
};
|
|
549
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
550
|
+
return async (args) => {
|
|
551
|
+
try {
|
|
552
|
+
const symbol = args.symbol;
|
|
553
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
554
|
+
if (priceHistory.length === 0) {
|
|
555
|
+
return {
|
|
556
|
+
content: [
|
|
557
|
+
{
|
|
558
|
+
type: "text",
|
|
559
|
+
text: `No price data available for ${symbol}`,
|
|
560
|
+
uri: "getStockPriceHistory"
|
|
561
|
+
}
|
|
562
|
+
]
|
|
563
|
+
};
|
|
564
|
+
}
|
|
565
|
+
return {
|
|
566
|
+
content: [
|
|
567
|
+
{
|
|
568
|
+
type: "text",
|
|
569
|
+
text: JSON.stringify(
|
|
570
|
+
{
|
|
571
|
+
symbol,
|
|
572
|
+
count: priceHistory.length,
|
|
573
|
+
data: priceHistory.map((point) => ({
|
|
574
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
575
|
+
bid: point.bid,
|
|
576
|
+
offer: point.offer,
|
|
577
|
+
spread: point.spread,
|
|
578
|
+
volume: point.volume,
|
|
579
|
+
trade: point.trade,
|
|
580
|
+
indexValue: point.indexValue,
|
|
581
|
+
openingPrice: point.openingPrice,
|
|
582
|
+
closingPrice: point.closingPrice,
|
|
583
|
+
settlementPrice: point.settlementPrice,
|
|
584
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
585
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
586
|
+
vwap: point.vwap,
|
|
587
|
+
imbalance: point.imbalance,
|
|
588
|
+
openInterest: point.openInterest,
|
|
589
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
590
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
591
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
592
|
+
marginRate: point.marginRate,
|
|
593
|
+
midPrice: point.midPrice,
|
|
594
|
+
emptyBook: point.emptyBook,
|
|
595
|
+
settleHighPrice: point.settleHighPrice,
|
|
596
|
+
settleLowPrice: point.settleLowPrice,
|
|
597
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
598
|
+
sessionHighBid: point.sessionHighBid,
|
|
599
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
600
|
+
earlyPrices: point.earlyPrices,
|
|
601
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
602
|
+
swapValueFactor: point.swapValueFactor,
|
|
603
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
604
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
605
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
606
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
607
|
+
fixingPrice: point.fixingPrice,
|
|
608
|
+
cashRate: point.cashRate,
|
|
609
|
+
recoveryRate: point.recoveryRate,
|
|
610
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
611
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
612
|
+
marketBid: point.marketBid,
|
|
613
|
+
marketOffer: point.marketOffer,
|
|
614
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
615
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
616
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
617
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
618
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
619
|
+
twap: point.twap
|
|
620
|
+
}))
|
|
621
|
+
},
|
|
622
|
+
null,
|
|
623
|
+
2
|
|
624
|
+
),
|
|
625
|
+
uri: "getStockPriceHistory"
|
|
626
|
+
}
|
|
627
|
+
]
|
|
628
|
+
};
|
|
629
|
+
} catch (error) {
|
|
630
|
+
return {
|
|
631
|
+
content: [
|
|
632
|
+
{
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
635
|
+
uri: "getStockPriceHistory"
|
|
636
|
+
}
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
639
|
+
};
|
|
640
|
+
}
|
|
641
|
+
};
|
|
642
|
+
};
|
|
643
|
+
|
|
644
|
+
// src/tools/order.ts
|
|
645
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
646
|
+
var ordTypeNames = {
|
|
647
|
+
"1": "Market",
|
|
648
|
+
"2": "Limit",
|
|
649
|
+
"3": "Stop",
|
|
650
|
+
"4": "StopLimit",
|
|
651
|
+
"5": "MarketOnClose",
|
|
652
|
+
"6": "WithOrWithout",
|
|
653
|
+
"7": "LimitOrBetter",
|
|
654
|
+
"8": "LimitWithOrWithout",
|
|
655
|
+
"9": "OnBasis",
|
|
656
|
+
A: "OnClose",
|
|
657
|
+
B: "LimitOnClose",
|
|
658
|
+
C: "ForexMarket",
|
|
659
|
+
D: "PreviouslyQuoted",
|
|
660
|
+
E: "PreviouslyIndicated",
|
|
661
|
+
F: "ForexLimit",
|
|
662
|
+
G: "ForexSwap",
|
|
663
|
+
H: "ForexPreviouslyQuoted",
|
|
664
|
+
I: "Funari",
|
|
665
|
+
J: "MarketIfTouched",
|
|
666
|
+
K: "MarketWithLeftOverAsLimit",
|
|
667
|
+
L: "PreviousFundValuationPoint",
|
|
668
|
+
M: "NextFundValuationPoint",
|
|
669
|
+
P: "Pegged",
|
|
670
|
+
Q: "CounterOrderSelection",
|
|
671
|
+
R: "StopOnBidOrOffer",
|
|
672
|
+
S: "StopLimitOnBidOrOffer"
|
|
673
|
+
};
|
|
674
|
+
var sideNames = {
|
|
675
|
+
"1": "Buy",
|
|
676
|
+
"2": "Sell",
|
|
677
|
+
"3": "BuyMinus",
|
|
678
|
+
"4": "SellPlus",
|
|
679
|
+
"5": "SellShort",
|
|
680
|
+
"6": "SellShortExempt",
|
|
681
|
+
"7": "Undisclosed",
|
|
682
|
+
"8": "Cross",
|
|
683
|
+
"9": "CrossShort",
|
|
684
|
+
A: "CrossShortExempt",
|
|
685
|
+
B: "AsDefined",
|
|
686
|
+
C: "Opposite",
|
|
687
|
+
D: "Subscribe",
|
|
688
|
+
E: "Redeem",
|
|
689
|
+
F: "Lend",
|
|
690
|
+
G: "Borrow",
|
|
691
|
+
H: "SellUndisclosed"
|
|
692
|
+
};
|
|
693
|
+
var timeInForceNames = {
|
|
694
|
+
"0": "Day",
|
|
695
|
+
"1": "GoodTillCancel",
|
|
696
|
+
"2": "AtTheOpening",
|
|
697
|
+
"3": "ImmediateOrCancel",
|
|
698
|
+
"4": "FillOrKill",
|
|
699
|
+
"5": "GoodTillCrossing",
|
|
700
|
+
"6": "GoodTillDate",
|
|
701
|
+
"7": "AtTheClose",
|
|
702
|
+
"8": "GoodThroughCrossing",
|
|
703
|
+
"9": "AtCrossing",
|
|
704
|
+
A: "GoodForTime",
|
|
705
|
+
B: "GoodForAuction",
|
|
706
|
+
C: "GoodForMonth"
|
|
707
|
+
};
|
|
708
|
+
var handlInstNames = {
|
|
709
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
710
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
711
|
+
"3": "ManualOrder"
|
|
712
|
+
};
|
|
713
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
714
|
+
return async (args) => {
|
|
715
|
+
try {
|
|
716
|
+
verifiedOrders.set(args.clOrdID, {
|
|
717
|
+
clOrdID: args.clOrdID,
|
|
718
|
+
handlInst: args.handlInst,
|
|
719
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
720
|
+
price: Number.parseFloat(String(args.price)),
|
|
721
|
+
ordType: args.ordType,
|
|
722
|
+
side: args.side,
|
|
723
|
+
symbol: args.symbol,
|
|
724
|
+
timeInForce: args.timeInForce
|
|
725
|
+
});
|
|
726
|
+
return {
|
|
727
|
+
content: [
|
|
728
|
+
{
|
|
729
|
+
type: "text",
|
|
730
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
731
|
+
|
|
732
|
+
Parameters verified:
|
|
733
|
+
- ClOrdID: ${args.clOrdID}
|
|
734
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
735
|
+
- Quantity: ${args.quantity}
|
|
736
|
+
- Price: ${args.price}
|
|
737
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
738
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
739
|
+
- Symbol: ${args.symbol}
|
|
740
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
741
|
+
|
|
742
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
743
|
+
uri: "verifyOrder"
|
|
744
|
+
}
|
|
745
|
+
]
|
|
746
|
+
};
|
|
747
|
+
} catch (error) {
|
|
748
|
+
return {
|
|
749
|
+
content: [
|
|
750
|
+
{
|
|
751
|
+
type: "text",
|
|
752
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
753
|
+
uri: "verifyOrder"
|
|
754
|
+
}
|
|
755
|
+
],
|
|
756
|
+
isError: true
|
|
757
|
+
};
|
|
758
|
+
}
|
|
759
|
+
};
|
|
760
|
+
};
|
|
761
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
762
|
+
return async (args) => {
|
|
763
|
+
try {
|
|
764
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
765
|
+
if (!verifiedOrder) {
|
|
766
|
+
return {
|
|
767
|
+
content: [
|
|
768
|
+
{
|
|
769
|
+
type: "text",
|
|
770
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
771
|
+
uri: "executeOrder"
|
|
772
|
+
}
|
|
773
|
+
],
|
|
774
|
+
isError: true
|
|
775
|
+
};
|
|
776
|
+
}
|
|
777
|
+
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) {
|
|
778
|
+
return {
|
|
779
|
+
content: [
|
|
780
|
+
{
|
|
781
|
+
type: "text",
|
|
782
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
783
|
+
uri: "executeOrder"
|
|
784
|
+
}
|
|
785
|
+
],
|
|
786
|
+
isError: true
|
|
787
|
+
};
|
|
788
|
+
}
|
|
789
|
+
const response = new Promise((resolve) => {
|
|
790
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
791
|
+
});
|
|
792
|
+
const order = parser.createMessage(
|
|
793
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
794
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
795
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
796
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
797
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
798
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
799
|
+
new Field2(Fields2.Side, args.side),
|
|
800
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
801
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
802
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
803
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
804
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
805
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
806
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
807
|
+
);
|
|
808
|
+
if (!parser.connected) {
|
|
809
|
+
return {
|
|
810
|
+
content: [
|
|
811
|
+
{
|
|
812
|
+
type: "text",
|
|
813
|
+
text: "Error: Not connected. Ignoring message.",
|
|
814
|
+
uri: "executeOrder"
|
|
815
|
+
}
|
|
816
|
+
],
|
|
817
|
+
isError: true
|
|
818
|
+
};
|
|
819
|
+
}
|
|
820
|
+
parser.send(order);
|
|
821
|
+
const fixData = await response;
|
|
822
|
+
verifiedOrders.delete(args.clOrdID);
|
|
823
|
+
return {
|
|
824
|
+
content: [
|
|
825
|
+
{
|
|
826
|
+
type: "text",
|
|
827
|
+
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
828
|
+
uri: "executeOrder"
|
|
829
|
+
}
|
|
830
|
+
]
|
|
831
|
+
};
|
|
832
|
+
} catch (error) {
|
|
833
|
+
return {
|
|
834
|
+
content: [
|
|
835
|
+
{
|
|
836
|
+
type: "text",
|
|
837
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
838
|
+
uri: "executeOrder"
|
|
839
|
+
}
|
|
840
|
+
],
|
|
841
|
+
isError: true
|
|
842
|
+
};
|
|
843
|
+
}
|
|
844
|
+
};
|
|
845
|
+
};
|
|
846
|
+
|
|
847
|
+
// src/tools/parse.ts
|
|
848
|
+
var createParseHandler = (parser) => {
|
|
849
|
+
return async (args) => {
|
|
850
|
+
try {
|
|
851
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
852
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
853
|
+
return {
|
|
854
|
+
content: [
|
|
855
|
+
{
|
|
856
|
+
type: "text",
|
|
857
|
+
text: "Error: Failed to parse FIX string",
|
|
858
|
+
uri: "parse"
|
|
859
|
+
}
|
|
860
|
+
],
|
|
861
|
+
isError: true
|
|
862
|
+
};
|
|
863
|
+
}
|
|
864
|
+
return {
|
|
865
|
+
content: [
|
|
866
|
+
{
|
|
867
|
+
type: "text",
|
|
868
|
+
text: `${parsedMessage[0].description}
|
|
869
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
870
|
+
uri: "parse"
|
|
871
|
+
}
|
|
872
|
+
]
|
|
873
|
+
};
|
|
874
|
+
} catch (error) {
|
|
875
|
+
return {
|
|
876
|
+
content: [
|
|
877
|
+
{
|
|
878
|
+
type: "text",
|
|
879
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
880
|
+
uri: "parse"
|
|
881
|
+
}
|
|
882
|
+
],
|
|
883
|
+
isError: true
|
|
884
|
+
};
|
|
885
|
+
}
|
|
886
|
+
};
|
|
887
|
+
};
|
|
888
|
+
|
|
889
|
+
// src/tools/parseToJSON.ts
|
|
890
|
+
var createParseToJSONHandler = (parser) => {
|
|
891
|
+
return async (args) => {
|
|
892
|
+
try {
|
|
893
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
894
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
895
|
+
return {
|
|
896
|
+
content: [
|
|
897
|
+
{
|
|
898
|
+
type: "text",
|
|
899
|
+
text: "Error: Failed to parse FIX string",
|
|
900
|
+
uri: "parseToJSON"
|
|
901
|
+
}
|
|
902
|
+
],
|
|
903
|
+
isError: true
|
|
904
|
+
};
|
|
905
|
+
}
|
|
906
|
+
return {
|
|
907
|
+
content: [
|
|
908
|
+
{
|
|
909
|
+
type: "text",
|
|
910
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
911
|
+
uri: "parseToJSON"
|
|
912
|
+
}
|
|
913
|
+
]
|
|
914
|
+
};
|
|
915
|
+
} catch (error) {
|
|
916
|
+
return {
|
|
917
|
+
content: [
|
|
918
|
+
{
|
|
919
|
+
type: "text",
|
|
920
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
921
|
+
uri: "parseToJSON"
|
|
922
|
+
}
|
|
923
|
+
],
|
|
924
|
+
isError: true
|
|
925
|
+
};
|
|
926
|
+
}
|
|
927
|
+
};
|
|
928
|
+
};
|
|
929
|
+
|
|
930
|
+
// src/tools/index.ts
|
|
931
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
932
|
+
parse: createParseHandler(parser),
|
|
933
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
934
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
935
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
936
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
937
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
938
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
939
|
+
});
|
|
940
|
+
|
|
941
|
+
// src/utils/messageHandler.ts
|
|
942
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
943
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
944
|
+
parser.logger.log({
|
|
945
|
+
level: "info",
|
|
946
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
947
|
+
});
|
|
948
|
+
const msgType = message.messageType;
|
|
949
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
950
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
951
|
+
parser.logger.log({
|
|
952
|
+
level: "info",
|
|
953
|
+
message: `Processing market data for symbol: ${symbol}`
|
|
954
|
+
});
|
|
955
|
+
const fixJson = message.toFIXJSON();
|
|
956
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
957
|
+
parser.logger.log({
|
|
958
|
+
level: "info",
|
|
959
|
+
message: `Found ${entries.length} market data entries`
|
|
960
|
+
});
|
|
961
|
+
const data = {
|
|
962
|
+
timestamp: Date.now(),
|
|
963
|
+
bid: 0,
|
|
964
|
+
offer: 0,
|
|
965
|
+
spread: 0,
|
|
966
|
+
volume: 0,
|
|
967
|
+
trade: 0,
|
|
968
|
+
indexValue: 0,
|
|
969
|
+
openingPrice: 0,
|
|
970
|
+
closingPrice: 0,
|
|
971
|
+
settlementPrice: 0,
|
|
972
|
+
tradingSessionHighPrice: 0,
|
|
973
|
+
tradingSessionLowPrice: 0,
|
|
974
|
+
vwap: 0,
|
|
975
|
+
imbalance: 0,
|
|
976
|
+
openInterest: 0,
|
|
977
|
+
compositeUnderlyingPrice: 0,
|
|
978
|
+
simulatedSellPrice: 0,
|
|
979
|
+
simulatedBuyPrice: 0,
|
|
980
|
+
marginRate: 0,
|
|
981
|
+
midPrice: 0,
|
|
982
|
+
emptyBook: 0,
|
|
983
|
+
settleHighPrice: 0,
|
|
984
|
+
settleLowPrice: 0,
|
|
985
|
+
priorSettlePrice: 0,
|
|
986
|
+
sessionHighBid: 0,
|
|
987
|
+
sessionLowOffer: 0,
|
|
988
|
+
earlyPrices: 0,
|
|
989
|
+
auctionClearingPrice: 0,
|
|
990
|
+
swapValueFactor: 0,
|
|
991
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
992
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
993
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
994
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
995
|
+
fixingPrice: 0,
|
|
996
|
+
cashRate: 0,
|
|
997
|
+
recoveryRate: 0,
|
|
998
|
+
recoveryRateForLong: 0,
|
|
999
|
+
recoveryRateForShort: 0,
|
|
1000
|
+
marketBid: 0,
|
|
1001
|
+
marketOffer: 0,
|
|
1002
|
+
shortSaleMinPrice: 0,
|
|
1003
|
+
previousClosingPrice: 0,
|
|
1004
|
+
thresholdLimitPriceBanding: 0,
|
|
1005
|
+
dailyFinancingValue: 0,
|
|
1006
|
+
accruedFinancingValue: 0,
|
|
1007
|
+
twap: 0
|
|
1008
|
+
};
|
|
1009
|
+
for (const entry of entries) {
|
|
1010
|
+
const entryType = entry.MDEntryType;
|
|
1011
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1012
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1013
|
+
if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
|
|
1014
|
+
parser.logger.log({
|
|
1015
|
+
level: "info",
|
|
1016
|
+
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1017
|
+
});
|
|
1018
|
+
}
|
|
1019
|
+
switch (entryType) {
|
|
1020
|
+
case MDEntryType2.Bid:
|
|
1021
|
+
data.bid = price;
|
|
1022
|
+
break;
|
|
1023
|
+
case MDEntryType2.Offer:
|
|
1024
|
+
data.offer = price;
|
|
1025
|
+
break;
|
|
1026
|
+
case MDEntryType2.Trade:
|
|
1027
|
+
data.trade = price;
|
|
1028
|
+
break;
|
|
1029
|
+
case MDEntryType2.IndexValue:
|
|
1030
|
+
data.indexValue = price;
|
|
1031
|
+
break;
|
|
1032
|
+
case MDEntryType2.OpeningPrice:
|
|
1033
|
+
data.openingPrice = price;
|
|
1034
|
+
break;
|
|
1035
|
+
case MDEntryType2.ClosingPrice:
|
|
1036
|
+
data.closingPrice = price;
|
|
1037
|
+
break;
|
|
1038
|
+
case MDEntryType2.SettlementPrice:
|
|
1039
|
+
data.settlementPrice = price;
|
|
1040
|
+
break;
|
|
1041
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
1042
|
+
data.tradingSessionHighPrice = price;
|
|
1043
|
+
break;
|
|
1044
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
1045
|
+
data.tradingSessionLowPrice = price;
|
|
1046
|
+
break;
|
|
1047
|
+
case MDEntryType2.VWAP:
|
|
1048
|
+
data.vwap = price;
|
|
1049
|
+
break;
|
|
1050
|
+
case MDEntryType2.Imbalance:
|
|
1051
|
+
data.imbalance = size;
|
|
1052
|
+
break;
|
|
1053
|
+
case MDEntryType2.TradeVolume:
|
|
1054
|
+
data.volume = size;
|
|
1055
|
+
break;
|
|
1056
|
+
case MDEntryType2.OpenInterest:
|
|
1057
|
+
data.openInterest = size;
|
|
1058
|
+
break;
|
|
1059
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1060
|
+
data.compositeUnderlyingPrice = price;
|
|
1061
|
+
break;
|
|
1062
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
1063
|
+
data.simulatedSellPrice = price;
|
|
1064
|
+
break;
|
|
1065
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
1066
|
+
data.simulatedBuyPrice = price;
|
|
1067
|
+
break;
|
|
1068
|
+
case MDEntryType2.MarginRate:
|
|
1069
|
+
data.marginRate = price;
|
|
1070
|
+
break;
|
|
1071
|
+
case MDEntryType2.MidPrice:
|
|
1072
|
+
data.midPrice = price;
|
|
1073
|
+
break;
|
|
1074
|
+
case MDEntryType2.EmptyBook:
|
|
1075
|
+
data.emptyBook = 1;
|
|
1076
|
+
break;
|
|
1077
|
+
case MDEntryType2.SettleHighPrice:
|
|
1078
|
+
data.settleHighPrice = price;
|
|
1079
|
+
break;
|
|
1080
|
+
case MDEntryType2.SettleLowPrice:
|
|
1081
|
+
data.settleLowPrice = price;
|
|
1082
|
+
break;
|
|
1083
|
+
case MDEntryType2.PriorSettlePrice:
|
|
1084
|
+
data.priorSettlePrice = price;
|
|
1085
|
+
break;
|
|
1086
|
+
case MDEntryType2.SessionHighBid:
|
|
1087
|
+
data.sessionHighBid = price;
|
|
1088
|
+
break;
|
|
1089
|
+
case MDEntryType2.SessionLowOffer:
|
|
1090
|
+
data.sessionLowOffer = price;
|
|
1091
|
+
break;
|
|
1092
|
+
case MDEntryType2.EarlyPrices:
|
|
1093
|
+
data.earlyPrices = price;
|
|
1094
|
+
break;
|
|
1095
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
1096
|
+
data.auctionClearingPrice = price;
|
|
1097
|
+
break;
|
|
1098
|
+
case MDEntryType2.SwapValueFactor:
|
|
1099
|
+
data.swapValueFactor = price;
|
|
1100
|
+
break;
|
|
1101
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1102
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1103
|
+
break;
|
|
1104
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1105
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1106
|
+
break;
|
|
1107
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1108
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1109
|
+
break;
|
|
1110
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1111
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1112
|
+
break;
|
|
1113
|
+
case MDEntryType2.FixingPrice:
|
|
1114
|
+
data.fixingPrice = price;
|
|
1115
|
+
break;
|
|
1116
|
+
case MDEntryType2.CashRate:
|
|
1117
|
+
data.cashRate = price;
|
|
1118
|
+
break;
|
|
1119
|
+
case MDEntryType2.RecoveryRate:
|
|
1120
|
+
data.recoveryRate = price;
|
|
1121
|
+
break;
|
|
1122
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1123
|
+
data.recoveryRateForLong = price;
|
|
1124
|
+
break;
|
|
1125
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1126
|
+
data.recoveryRateForShort = price;
|
|
1127
|
+
break;
|
|
1128
|
+
case MDEntryType2.MarketBid:
|
|
1129
|
+
data.marketBid = price;
|
|
1130
|
+
break;
|
|
1131
|
+
case MDEntryType2.MarketOffer:
|
|
1132
|
+
data.marketOffer = price;
|
|
1133
|
+
break;
|
|
1134
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1135
|
+
data.shortSaleMinPrice = price;
|
|
1136
|
+
break;
|
|
1137
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1138
|
+
data.previousClosingPrice = price;
|
|
1139
|
+
break;
|
|
1140
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1141
|
+
data.thresholdLimitPriceBanding = price;
|
|
1142
|
+
break;
|
|
1143
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1144
|
+
data.dailyFinancingValue = price;
|
|
1145
|
+
break;
|
|
1146
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1147
|
+
data.accruedFinancingValue = price;
|
|
1148
|
+
break;
|
|
1149
|
+
case MDEntryType2.TWAP:
|
|
1150
|
+
data.twap = price;
|
|
1151
|
+
break;
|
|
1152
|
+
}
|
|
1153
|
+
}
|
|
1154
|
+
data.spread = data.offer - data.bid;
|
|
1155
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1156
|
+
parser.logger.log({
|
|
1157
|
+
level: "info",
|
|
1158
|
+
message: `Creating new price history array for symbol: ${symbol}`
|
|
1159
|
+
});
|
|
1160
|
+
marketDataPrices.set(symbol, []);
|
|
1161
|
+
}
|
|
1162
|
+
const prices = marketDataPrices.get(symbol);
|
|
1163
|
+
prices.push(data);
|
|
1164
|
+
parser.logger.log({
|
|
1165
|
+
level: "info",
|
|
1166
|
+
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1167
|
+
});
|
|
1168
|
+
if (prices.length > maxPriceHistory) {
|
|
1169
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1170
|
+
parser.logger.log({
|
|
1171
|
+
level: "info",
|
|
1172
|
+
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1173
|
+
});
|
|
1174
|
+
}
|
|
1175
|
+
onPriceUpdate?.(symbol, data);
|
|
1176
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1177
|
+
if (mdReqID) {
|
|
1178
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1179
|
+
if (callback) {
|
|
1180
|
+
callback(message);
|
|
1181
|
+
pendingRequests.delete(mdReqID);
|
|
1182
|
+
parser.logger.log({
|
|
1183
|
+
level: "info",
|
|
1184
|
+
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1185
|
+
});
|
|
1186
|
+
}
|
|
1187
|
+
}
|
|
1188
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1189
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1190
|
+
const callback = pendingRequests.get(reqId);
|
|
1191
|
+
if (callback) {
|
|
1192
|
+
callback(message);
|
|
1193
|
+
pendingRequests.delete(reqId);
|
|
1194
|
+
}
|
|
1195
|
+
}
|
|
1196
|
+
}
|
|
1197
|
+
|
|
1198
|
+
// src/MCPRemote.ts
|
|
1199
|
+
var transports = {};
|
|
1200
|
+
function jsonSchemaToZod(schema) {
|
|
1201
|
+
if (schema.type === "object") {
|
|
1202
|
+
const shape = {};
|
|
1203
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1204
|
+
const propSchema = prop;
|
|
1205
|
+
if (propSchema.type === "string") {
|
|
1206
|
+
if (propSchema.enum) {
|
|
1207
|
+
shape[key] = z.enum(propSchema.enum);
|
|
1208
|
+
} else {
|
|
1209
|
+
shape[key] = z.string();
|
|
1210
|
+
}
|
|
1211
|
+
} else if (propSchema.type === "number") {
|
|
1212
|
+
shape[key] = z.number();
|
|
1213
|
+
} else if (propSchema.type === "boolean") {
|
|
1214
|
+
shape[key] = z.boolean();
|
|
1215
|
+
} else if (propSchema.type === "array") {
|
|
1216
|
+
if (propSchema.items.type === "string") {
|
|
1217
|
+
shape[key] = z.array(z.string());
|
|
1218
|
+
} else if (propSchema.items.type === "number") {
|
|
1219
|
+
shape[key] = z.array(z.number());
|
|
1220
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1221
|
+
shape[key] = z.array(z.boolean());
|
|
1222
|
+
} else {
|
|
1223
|
+
shape[key] = z.array(z.any());
|
|
1224
|
+
}
|
|
1225
|
+
} else {
|
|
1226
|
+
shape[key] = z.any();
|
|
1227
|
+
}
|
|
1228
|
+
}
|
|
1229
|
+
return shape;
|
|
1230
|
+
}
|
|
1231
|
+
return {};
|
|
1232
|
+
}
|
|
1233
|
+
var MCPRemote = class extends MCPBase {
|
|
1234
|
+
/**
|
|
1235
|
+
* Port number the server will listen on.
|
|
1236
|
+
* @private
|
|
1237
|
+
*/
|
|
1238
|
+
port;
|
|
35
1239
|
/**
|
|
36
1240
|
* Node.js HTTP server instance created internally.
|
|
37
1241
|
* @private
|
|
38
1242
|
*/
|
|
39
|
-
|
|
1243
|
+
httpServer;
|
|
40
1244
|
/**
|
|
41
1245
|
* MCP server instance handling MCP protocol logic.
|
|
42
1246
|
* @private
|
|
@@ -46,89 +1250,65 @@ var MCPRemote = class {
|
|
|
46
1250
|
* Optional name of the plugin/server instance.
|
|
47
1251
|
* @private
|
|
48
1252
|
*/
|
|
49
|
-
|
|
1253
|
+
serverName;
|
|
50
1254
|
/**
|
|
51
1255
|
* Optional version string of the plugin/server.
|
|
52
1256
|
* @private
|
|
53
1257
|
*/
|
|
54
|
-
|
|
1258
|
+
serverVersion;
|
|
55
1259
|
/**
|
|
56
|
-
*
|
|
1260
|
+
* Map to store verified orders before execution
|
|
57
1261
|
* @private
|
|
58
1262
|
*/
|
|
59
|
-
|
|
1263
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
60
1264
|
/**
|
|
61
|
-
*
|
|
62
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
-
* FIX Message is received.
|
|
1265
|
+
* Map to store pending requests and their callbacks
|
|
64
1266
|
* @private
|
|
65
|
-
* @type {Map<string, (data: Message) => void>}
|
|
66
1267
|
*/
|
|
67
1268
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1269
|
+
/**
|
|
1270
|
+
* Map to store market data prices for each symbol
|
|
1271
|
+
* @private
|
|
1272
|
+
*/
|
|
1273
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1274
|
+
/**
|
|
1275
|
+
* Maximum number of price history entries to keep per symbol
|
|
1276
|
+
* @private
|
|
1277
|
+
*/
|
|
1278
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
68
1279
|
constructor({ port, logger, onReady }) {
|
|
1280
|
+
super({ logger, onReady });
|
|
69
1281
|
this.port = port;
|
|
70
|
-
if (logger) this.logger = logger;
|
|
71
|
-
if (onReady) this.onReady = onReady;
|
|
72
1282
|
}
|
|
73
1283
|
async register(parser) {
|
|
74
1284
|
this.parser = parser;
|
|
75
|
-
this.parser.addOnMessageCallback((message) => {
|
|
76
|
-
this.logger?.log({
|
|
77
|
-
level: "info",
|
|
78
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
-
});
|
|
80
|
-
const msgType = message.messageType;
|
|
81
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
-
if (idField) {
|
|
84
|
-
const id = idField.value;
|
|
85
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
-
const callback = this.pendingRequests.get(String(id));
|
|
87
|
-
if (callback) {
|
|
88
|
-
callback(message);
|
|
89
|
-
this.pendingRequests.delete(String(id));
|
|
90
|
-
}
|
|
91
|
-
}
|
|
92
|
-
}
|
|
93
|
-
}
|
|
94
|
-
});
|
|
95
1285
|
this.logger = parser.logger;
|
|
96
1286
|
this.logger?.log({
|
|
97
1287
|
level: "info",
|
|
98
1288
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
99
1289
|
});
|
|
100
|
-
this.
|
|
1290
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1291
|
+
if (this.parser) {
|
|
1292
|
+
handleMessage(
|
|
1293
|
+
message,
|
|
1294
|
+
this.parser,
|
|
1295
|
+
this.pendingRequests,
|
|
1296
|
+
this.marketDataPrices,
|
|
1297
|
+
this.MAX_PRICE_HISTORY
|
|
1298
|
+
);
|
|
1299
|
+
this.logger?.log({
|
|
1300
|
+
level: "info",
|
|
1301
|
+
message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
|
|
1302
|
+
});
|
|
1303
|
+
}
|
|
1304
|
+
});
|
|
1305
|
+
this.httpServer = createServer(async (req, res) => {
|
|
101
1306
|
if (!req.url || !req.method) {
|
|
102
1307
|
res.writeHead(400);
|
|
103
1308
|
res.end("Bad Request");
|
|
104
1309
|
return;
|
|
105
1310
|
}
|
|
106
|
-
|
|
107
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
-
const config = {
|
|
109
|
-
issuer: "https://accounts.google.com",
|
|
110
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
-
response_types_supported: [
|
|
114
|
-
"code",
|
|
115
|
-
"token",
|
|
116
|
-
"id_token",
|
|
117
|
-
"code token",
|
|
118
|
-
"code id_token",
|
|
119
|
-
"token id_token",
|
|
120
|
-
"code token id_token"
|
|
121
|
-
],
|
|
122
|
-
subject_types_supported: ["public"],
|
|
123
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
-
};
|
|
127
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
-
res.end(JSON.stringify(config));
|
|
129
|
-
return;
|
|
130
|
-
}
|
|
131
|
-
if (url.pathname === "/") {
|
|
1311
|
+
if (req.url === "/mcp") {
|
|
132
1312
|
const sessionId = req.headers["mcp-session-id"];
|
|
133
1313
|
if (req.method === "POST") {
|
|
134
1314
|
const bodyChunks = [];
|
|
@@ -161,10 +1341,10 @@ var MCPRemote = class {
|
|
|
161
1341
|
}
|
|
162
1342
|
};
|
|
163
1343
|
this.mcpServer = new McpServer({
|
|
164
|
-
name: this.
|
|
165
|
-
version: this.
|
|
1344
|
+
name: this.serverName || "FIXParser",
|
|
1345
|
+
version: this.serverVersion || "1.0.0"
|
|
166
1346
|
});
|
|
167
|
-
this.
|
|
1347
|
+
this.setupTools();
|
|
168
1348
|
await this.mcpServer.connect(transport);
|
|
169
1349
|
} else {
|
|
170
1350
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -180,7 +1360,15 @@ var MCPRemote = class {
|
|
|
180
1360
|
);
|
|
181
1361
|
return;
|
|
182
1362
|
}
|
|
183
|
-
|
|
1363
|
+
try {
|
|
1364
|
+
await transport.handleRequest(req, res, parsed);
|
|
1365
|
+
} catch (error) {
|
|
1366
|
+
this.logger?.log({
|
|
1367
|
+
level: "error",
|
|
1368
|
+
message: `Error handling request: ${error}`
|
|
1369
|
+
});
|
|
1370
|
+
throw error;
|
|
1371
|
+
}
|
|
184
1372
|
});
|
|
185
1373
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
186
1374
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -189,17 +1377,29 @@ var MCPRemote = class {
|
|
|
189
1377
|
return;
|
|
190
1378
|
}
|
|
191
1379
|
const transport = transports[sessionId];
|
|
192
|
-
|
|
1380
|
+
try {
|
|
1381
|
+
await transport.handleRequest(req, res);
|
|
1382
|
+
} catch (error) {
|
|
1383
|
+
this.logger?.log({
|
|
1384
|
+
level: "error",
|
|
1385
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1386
|
+
});
|
|
1387
|
+
throw error;
|
|
1388
|
+
}
|
|
193
1389
|
} else {
|
|
1390
|
+
this.logger?.log({
|
|
1391
|
+
level: "error",
|
|
1392
|
+
message: `Method not allowed: ${req.method}`
|
|
1393
|
+
});
|
|
194
1394
|
res.writeHead(405);
|
|
195
1395
|
res.end("Method Not Allowed");
|
|
196
1396
|
}
|
|
197
|
-
|
|
1397
|
+
} else {
|
|
1398
|
+
res.writeHead(404);
|
|
1399
|
+
res.end("Not Found");
|
|
198
1400
|
}
|
|
199
|
-
res.writeHead(404);
|
|
200
|
-
res.end("Not Found");
|
|
201
1401
|
});
|
|
202
|
-
this.
|
|
1402
|
+
this.httpServer.listen(this.port, () => {
|
|
203
1403
|
this.logger?.log({
|
|
204
1404
|
level: "info",
|
|
205
1405
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -209,381 +1409,55 @@ var MCPRemote = class {
|
|
|
209
1409
|
this.onReady();
|
|
210
1410
|
}
|
|
211
1411
|
}
|
|
212
|
-
|
|
1412
|
+
setupTools() {
|
|
213
1413
|
if (!this.parser) {
|
|
214
1414
|
this.logger?.log({
|
|
215
1415
|
level: "error",
|
|
216
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1416
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
217
1417
|
});
|
|
218
1418
|
return;
|
|
219
1419
|
}
|
|
220
1420
|
if (!this.mcpServer) {
|
|
221
1421
|
this.logger?.log({
|
|
222
1422
|
level: "error",
|
|
223
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1423
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
224
1424
|
});
|
|
225
1425
|
return;
|
|
226
1426
|
}
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
-
this.logger?.log({
|
|
235
|
-
level: "error",
|
|
236
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
-
});
|
|
238
|
-
return {
|
|
239
|
-
isError: true,
|
|
240
|
-
content: [
|
|
241
|
-
{
|
|
242
|
-
type: "text",
|
|
243
|
-
text: "Error: Failed to parse FIX string"
|
|
244
|
-
}
|
|
245
|
-
]
|
|
246
|
-
};
|
|
247
|
-
}
|
|
248
|
-
return {
|
|
249
|
-
content: [
|
|
250
|
-
{
|
|
251
|
-
type: "text",
|
|
252
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
-
}
|
|
254
|
-
]
|
|
255
|
-
};
|
|
256
|
-
}
|
|
257
|
-
);
|
|
258
|
-
this.mcpServer.prompt(
|
|
259
|
-
"parse",
|
|
260
|
-
"Parses a FIX message and describes it in plain language",
|
|
261
|
-
{ fixString: z.string() },
|
|
262
|
-
({ fixString }) => ({
|
|
263
|
-
messages: [
|
|
264
|
-
{
|
|
265
|
-
role: "user",
|
|
266
|
-
content: {
|
|
267
|
-
type: "text",
|
|
268
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
-
}
|
|
270
|
-
}
|
|
271
|
-
]
|
|
272
|
-
})
|
|
273
|
-
);
|
|
274
|
-
this.mcpServer.tool(
|
|
275
|
-
"parseToJSON",
|
|
276
|
-
"Parses a FIX message into JSON",
|
|
277
|
-
{ fixString: z.string() },
|
|
278
|
-
async ({ fixString }) => {
|
|
279
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
-
this.logger?.log({
|
|
282
|
-
level: "error",
|
|
283
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
-
});
|
|
285
|
-
return {
|
|
286
|
-
isError: true,
|
|
287
|
-
content: [
|
|
288
|
-
{
|
|
289
|
-
type: "text",
|
|
290
|
-
text: "Error: Failed to parse FIX string"
|
|
291
|
-
}
|
|
292
|
-
]
|
|
293
|
-
};
|
|
294
|
-
}
|
|
295
|
-
return {
|
|
296
|
-
content: [
|
|
297
|
-
{
|
|
298
|
-
type: "text",
|
|
299
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
-
}
|
|
301
|
-
]
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
);
|
|
305
|
-
this.mcpServer.prompt(
|
|
306
|
-
"parseToJSON",
|
|
307
|
-
"Parses a FIX message into JSON",
|
|
308
|
-
{ fixString: z.string() },
|
|
309
|
-
({ fixString }) => ({
|
|
310
|
-
messages: [
|
|
311
|
-
{
|
|
312
|
-
role: "user",
|
|
313
|
-
content: {
|
|
314
|
-
type: "text",
|
|
315
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
-
}
|
|
317
|
-
}
|
|
318
|
-
]
|
|
319
|
-
})
|
|
1427
|
+
const toolHandlers = createToolHandlers(
|
|
1428
|
+
this.parser,
|
|
1429
|
+
this.verifiedOrders,
|
|
1430
|
+
this.pendingRequests,
|
|
1431
|
+
this.marketDataPrices
|
|
320
1432
|
);
|
|
321
|
-
|
|
322
|
-
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
|
|
332
|
-
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
"B",
|
|
341
|
-
"C",
|
|
342
|
-
"D",
|
|
343
|
-
"E",
|
|
344
|
-
"F",
|
|
345
|
-
"G",
|
|
346
|
-
"H",
|
|
347
|
-
"I",
|
|
348
|
-
"J",
|
|
349
|
-
"K",
|
|
350
|
-
"L",
|
|
351
|
-
"M",
|
|
352
|
-
"P",
|
|
353
|
-
"Q",
|
|
354
|
-
"R",
|
|
355
|
-
"S"
|
|
356
|
-
]).default(OrdType.Market).optional(),
|
|
357
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
-
// 1 = Buy, 2 = Sell...
|
|
359
|
-
symbol: z.string(),
|
|
360
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
-
},
|
|
362
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
-
const response = new Promise((resolve) => {
|
|
364
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
-
});
|
|
366
|
-
const order = this.parser?.createMessage(
|
|
367
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
-
new Field(Fields.Side, side),
|
|
374
|
-
new Field(Fields.Symbol, symbol),
|
|
375
|
-
new Field(Fields.OrderQty, quantity),
|
|
376
|
-
new Field(Fields.Price, price),
|
|
377
|
-
new Field(Fields.OrdType, ordType),
|
|
378
|
-
new Field(Fields.HandlInst, handlInst),
|
|
379
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
-
);
|
|
382
|
-
if (!this.parser?.connected) {
|
|
383
|
-
this.logger?.log({
|
|
384
|
-
level: "error",
|
|
385
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
-
});
|
|
387
|
-
return {
|
|
388
|
-
isError: true,
|
|
389
|
-
content: [
|
|
390
|
-
{
|
|
391
|
-
type: "text",
|
|
392
|
-
text: "Error: Not connected. Ignoring message."
|
|
393
|
-
}
|
|
394
|
-
]
|
|
395
|
-
};
|
|
396
|
-
}
|
|
397
|
-
this.parser?.send(order);
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "info",
|
|
400
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
-
});
|
|
402
|
-
const fixData = await response;
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
);
|
|
413
|
-
this.mcpServer.prompt(
|
|
414
|
-
"newOrderSingle",
|
|
415
|
-
"Creates and sends a New Order Single",
|
|
416
|
-
{
|
|
417
|
-
clOrdID: z.string(),
|
|
418
|
-
handlInst: z.string(),
|
|
419
|
-
quantity: z.string(),
|
|
420
|
-
price: z.string(),
|
|
421
|
-
ordType: z.string(),
|
|
422
|
-
side: z.string(),
|
|
423
|
-
symbol: z.string(),
|
|
424
|
-
timeInForce: z.string()
|
|
425
|
-
},
|
|
426
|
-
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
-
messages: [
|
|
428
|
-
{
|
|
429
|
-
role: "user",
|
|
430
|
-
content: {
|
|
431
|
-
type: "text",
|
|
432
|
-
text: [
|
|
433
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
-
`- ClOrdID: ${clOrdID}`,
|
|
435
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
-
`- Quantity: ${quantity}`,
|
|
437
|
-
`- Price: ${price}`,
|
|
438
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
-
`- Side: ${side}`,
|
|
440
|
-
`- Symbol: ${symbol}`,
|
|
441
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
-
"",
|
|
443
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
-
].join("\n")
|
|
445
|
-
}
|
|
1433
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1434
|
+
this.mcpServer?.registerTool(
|
|
1435
|
+
name,
|
|
1436
|
+
{
|
|
1437
|
+
description,
|
|
1438
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1439
|
+
},
|
|
1440
|
+
async (args) => {
|
|
1441
|
+
const handler = toolHandlers[name];
|
|
1442
|
+
if (!handler) {
|
|
1443
|
+
return {
|
|
1444
|
+
content: [
|
|
1445
|
+
{
|
|
1446
|
+
type: "text",
|
|
1447
|
+
text: `Tool not found: ${name}`
|
|
1448
|
+
}
|
|
1449
|
+
],
|
|
1450
|
+
isError: true
|
|
1451
|
+
};
|
|
446
1452
|
}
|
|
447
|
-
|
|
448
|
-
})
|
|
449
|
-
);
|
|
450
|
-
this.mcpServer.tool(
|
|
451
|
-
"marketDataRequest",
|
|
452
|
-
"Sends a request for Market Data with the given symbol",
|
|
453
|
-
{
|
|
454
|
-
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
-
// MDUpdateType.FullRefresh
|
|
456
|
-
symbol: z.string(),
|
|
457
|
-
mdReqID: z.string(),
|
|
458
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
-
mdEntryType: z.enum([
|
|
460
|
-
"0",
|
|
461
|
-
"1",
|
|
462
|
-
"2",
|
|
463
|
-
"3",
|
|
464
|
-
"4",
|
|
465
|
-
"5",
|
|
466
|
-
"6",
|
|
467
|
-
"7",
|
|
468
|
-
"8",
|
|
469
|
-
"9",
|
|
470
|
-
"A",
|
|
471
|
-
"B",
|
|
472
|
-
"C",
|
|
473
|
-
"D",
|
|
474
|
-
"E",
|
|
475
|
-
"F",
|
|
476
|
-
"G",
|
|
477
|
-
"H",
|
|
478
|
-
"J",
|
|
479
|
-
"K",
|
|
480
|
-
"L",
|
|
481
|
-
"M",
|
|
482
|
-
"N",
|
|
483
|
-
"O",
|
|
484
|
-
"P",
|
|
485
|
-
"Q",
|
|
486
|
-
"S",
|
|
487
|
-
"R",
|
|
488
|
-
"T",
|
|
489
|
-
"U",
|
|
490
|
-
"V",
|
|
491
|
-
"W",
|
|
492
|
-
"X",
|
|
493
|
-
"Y",
|
|
494
|
-
"Z",
|
|
495
|
-
"a",
|
|
496
|
-
"b",
|
|
497
|
-
"c",
|
|
498
|
-
"d",
|
|
499
|
-
"e",
|
|
500
|
-
"g",
|
|
501
|
-
"h",
|
|
502
|
-
"i",
|
|
503
|
-
"t"
|
|
504
|
-
]).default(MDEntryType.Bid).optional()
|
|
505
|
-
},
|
|
506
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
-
const response = new Promise((resolve) => {
|
|
508
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
-
});
|
|
510
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
-
new Field(Fields.MarketDepth, 0),
|
|
517
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
-
new Field(Fields.Symbol, symbol),
|
|
520
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
-
);
|
|
525
|
-
if (!this.parser?.connected) {
|
|
526
|
-
this.logger?.log({
|
|
527
|
-
level: "error",
|
|
528
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
-
});
|
|
1453
|
+
const result = await handler(args);
|
|
530
1454
|
return {
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: "Error: Not connected. Ignoring message."
|
|
536
|
-
}
|
|
537
|
-
]
|
|
1455
|
+
content: result.content,
|
|
1456
|
+
isError: result.isError
|
|
538
1457
|
};
|
|
539
1458
|
}
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "info",
|
|
543
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
-
});
|
|
545
|
-
const fixData = await response;
|
|
546
|
-
return {
|
|
547
|
-
content: [
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
-
}
|
|
552
|
-
]
|
|
553
|
-
};
|
|
554
|
-
}
|
|
555
|
-
);
|
|
556
|
-
this.mcpServer.prompt(
|
|
557
|
-
"marketDataRequest",
|
|
558
|
-
"Sends a request for Market Data with the given symbol",
|
|
559
|
-
{
|
|
560
|
-
mdUpdateType: z.string(),
|
|
561
|
-
symbol: z.string(),
|
|
562
|
-
mdReqID: z.string(),
|
|
563
|
-
subscriptionRequestType: z.string(),
|
|
564
|
-
mdEntryType: z.string()
|
|
565
|
-
},
|
|
566
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
-
messages: [
|
|
568
|
-
{
|
|
569
|
-
role: "user",
|
|
570
|
-
content: {
|
|
571
|
-
type: "text",
|
|
572
|
-
text: [
|
|
573
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
-
`- Symbol: ${symbol}`,
|
|
576
|
-
`- MDReqID: ${mdReqID}`,
|
|
577
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
-
"",
|
|
580
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
-
].join("\n")
|
|
582
|
-
}
|
|
583
|
-
}
|
|
584
|
-
]
|
|
585
|
-
})
|
|
586
|
-
);
|
|
1459
|
+
);
|
|
1460
|
+
});
|
|
587
1461
|
}
|
|
588
1462
|
};
|
|
589
1463
|
export {
|