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.
@@ -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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- import {
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- Field,
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- Fields,
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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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+
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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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- * @private
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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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- * @private
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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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+
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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",
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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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+ };
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+
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+ // src/tools/marketData.ts
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+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
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+ import QuickChart from "quickchart-js";
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+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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+ return async (args) => {
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+ try {
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+ 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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+ MDEntryType.Bid,
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+ MDEntryType.Offer,
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+ MDEntryType.Trade,
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+ MDEntryType.IndexValue,
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+ MDEntryType.OpeningPrice,
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+ MDEntryType.ClosingPrice,
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+ MDEntryType.SettlementPrice,
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+ MDEntryType.TradingSessionHighPrice,
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+ MDEntryType.TradingSessionLowPrice,
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+ MDEntryType.VWAP,
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+ MDEntryType.Imbalance,
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+ MDEntryType.TradeVolume,
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+ MDEntryType.OpenInterest,
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+ MDEntryType.CompositeUnderlyingPrice,
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+ MDEntryType.SimulatedSellPrice,
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+ MDEntryType.SimulatedBuyPrice,
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+ MDEntryType.MarginRate,
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+ MDEntryType.MidPrice,
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+ MDEntryType.EmptyBook,
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+ MDEntryType.SettleHighPrice,
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+ MDEntryType.SettleLowPrice,
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+ MDEntryType.PriorSettlePrice,
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+ MDEntryType.SessionHighBid,
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+ MDEntryType.SessionLowOffer,
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+ MDEntryType.EarlyPrices,
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+ MDEntryType.AuctionClearingPrice,
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+ MDEntryType.SwapValueFactor,
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+ MDEntryType.DailyValueAdjustmentForLongPositions,
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+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
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+ MDEntryType.DailyValueAdjustmentForShortPositions,
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+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
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+ MDEntryType.FixingPrice,
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+ MDEntryType.CashRate,
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+ MDEntryType.RecoveryRate,
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+ MDEntryType.RecoveryRateForLong,
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+ MDEntryType.RecoveryRateForShort,
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+ MDEntryType.MarketBid,
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+ MDEntryType.MarketOffer,
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+ MDEntryType.ShortSaleMinPrice,
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+ MDEntryType.PreviousClosingPrice,
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+ MDEntryType.ThresholdLimitPriceBanding,
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+ MDEntryType.DailyFinancingValue,
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+ MDEntryType.AccruedFinancingValue,
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+ MDEntryType.TWAP
344
+ ];
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+ const messageFields = [
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+ new Field(Fields.MsgType, Messages.MarketDataRequest),
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+ new Field(Fields.SenderCompID, parser.sender),
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+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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+ new Field(Fields.TargetCompID, parser.target),
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+ new Field(Fields.SendingTime, parser.getTimestamp()),
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+ new Field(Fields.MDReqID, args.mdReqID),
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+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
353
+ new Field(Fields.MarketDepth, 0),
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+ new Field(Fields.MDUpdateType, args.mdUpdateType)
355
+ ];
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+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
357
+ args.symbols.forEach((symbol) => {
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+ 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
- server;
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
- name;
1253
+ serverName;
50
1254
  /**
51
1255
  * Optional version string of the plugin/server.
52
1256
  * @private
53
1257
  */
54
- version;
1258
+ serverVersion;
55
1259
  /**
56
- * Called when server is setup and listening.
1260
+ * Map to store verified orders before execution
57
1261
  * @private
58
1262
  */
59
- onReady = void 0;
1263
+ verifiedOrders = /* @__PURE__ */ new Map();
60
1264
  /**
61
- * A map of pending market data requests, keyed by MDReqID.
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.server = createServer(async (req, res) => {
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: ${JSON.stringify(this.marketDataPrices)}`
1302
+ });
1303
+ }
1304
+ });
1305
+ this.httpServer = createServer(async (req, res) => {
101
1306
  if (!req.url || !req.method) {
102
1307
  res.writeHead(400);
103
1308
  res.end("Bad Request");
104
1309
  return;
105
1310
  }
106
- const url = new URL(req.url, `http://${req.headers.host}`);
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.name || "FIXParser",
165
- version: this.version || "1.0.0"
1344
+ name: this.serverName || "FIXParser",
1345
+ version: this.serverVersion || "1.0.0"
166
1346
  });
167
- this.addWorkflows();
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
- await transport.handleRequest(req, res, parsed);
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
- await transport.handleRequest(req, res);
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: ${req.method}`
1393
+ });
194
1394
  res.writeHead(405);
195
1395
  res.end("Method Not Allowed");
196
1396
  }
197
- return;
1397
+ } else {
1398
+ res.writeHead(404);
1399
+ res.end("Not Found");
198
1400
  }
199
- res.writeHead(404);
200
- res.end("Not Found");
201
1401
  });
202
- this.server.listen(this.port, () => {
1402
+ this.httpServer.listen(this.port, () => {
203
1403
  this.logger?.log({
204
1404
  level: "info",
205
1405
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -209,381 +1409,55 @@ var MCPRemote = class {
209
1409
  this.onReady();
210
1410
  }
211
1411
  }
212
- addWorkflows() {
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 workflows..."
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 workflows..."
1423
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
224
1424
  });
225
1425
  return;
226
1426
  }
227
- this.mcpServer.tool(
228
- "parse",
229
- "Parses a FIX message and describes it in plain language",
230
- { fixString: z.string() },
231
- async ({ fixString }) => {
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
- this.mcpServer.tool(
322
- "newOrderSingle",
323
- "Creates and sends a New Order Single",
324
- {
325
- clOrdID: z.string(),
326
- handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
327
- quantity: z.number(),
328
- price: z.number(),
329
- ordType: z.enum([
330
- "1",
331
- "2",
332
- "3",
333
- "4",
334
- "5",
335
- "6",
336
- "7",
337
- "8",
338
- "9",
339
- "A",
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
- isError: true,
532
- content: [
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
- this.parser?.send(marketDataRequest);
541
- this.logger?.log({
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 {