fixparser-plugin-mcp 9.1.7-edd3725d → 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 +1265 -631
- 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 +1255 -646
- 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 +14 -4
- 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 +14 -4
- 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 +10 -10
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +25 -7
- package/types/MCPRemote.d.ts +25 -27
- package/types/schemas/index.d.ts +16 -0
- package/types/schemas/marketData.d.ts +48 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +8 -0
- package/types/tools/marketData.d.ts +19 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +12 -0
package/build/cjs/MCPRemote.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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+
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPRemote.ts
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@@ -29,29 +39,1242 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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-
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var
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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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// 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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"A",
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"B",
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"C",
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"H",
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"K",
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"L",
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"M",
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"P",
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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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"B",
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"C",
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"D",
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"L",
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"M",
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"N",
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"O",
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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"
|
|
289
|
+
}
|
|
290
|
+
},
|
|
291
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
+
}
|
|
293
|
+
},
|
|
294
|
+
getStockGraph: {
|
|
295
|
+
description: "Generates a price chart for a given symbol",
|
|
296
|
+
schema: {
|
|
297
|
+
type: "object",
|
|
298
|
+
properties: {
|
|
299
|
+
symbol: { type: "string" }
|
|
300
|
+
},
|
|
301
|
+
required: ["symbol"]
|
|
302
|
+
}
|
|
303
|
+
},
|
|
304
|
+
getStockPriceHistory: {
|
|
305
|
+
description: "Returns price history for a given symbol",
|
|
306
|
+
schema: {
|
|
307
|
+
type: "object",
|
|
308
|
+
properties: {
|
|
309
|
+
symbol: { type: "string" }
|
|
310
|
+
},
|
|
311
|
+
required: ["symbol"]
|
|
312
|
+
}
|
|
313
|
+
}
|
|
314
|
+
};
|
|
315
|
+
|
|
316
|
+
// src/tools/marketData.ts
|
|
317
|
+
var import_fixparser = require("fixparser");
|
|
318
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
+
return async (args) => {
|
|
321
|
+
try {
|
|
322
|
+
parser.logger.log({
|
|
323
|
+
level: "info",
|
|
324
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
325
|
+
});
|
|
326
|
+
const response = new Promise((resolve) => {
|
|
327
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
328
|
+
parser.logger.log({
|
|
329
|
+
level: "info",
|
|
330
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
331
|
+
});
|
|
332
|
+
});
|
|
333
|
+
const entryTypes = args.mdEntryTypes || [
|
|
334
|
+
import_fixparser.MDEntryType.Bid,
|
|
335
|
+
import_fixparser.MDEntryType.Offer,
|
|
336
|
+
import_fixparser.MDEntryType.Trade,
|
|
337
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
338
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
339
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
340
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
341
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
342
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
343
|
+
import_fixparser.MDEntryType.VWAP,
|
|
344
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
345
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
346
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
347
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
348
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
349
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
350
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
351
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
352
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
353
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
354
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
355
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
356
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
357
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
358
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
359
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
360
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
361
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
362
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
363
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
364
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
365
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
366
|
+
import_fixparser.MDEntryType.CashRate,
|
|
367
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
368
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
369
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
370
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
371
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
372
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
373
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
374
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
375
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
376
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
377
|
+
import_fixparser.MDEntryType.TWAP
|
|
378
|
+
];
|
|
379
|
+
const messageFields = [
|
|
380
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
381
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
386
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
387
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
388
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
389
|
+
];
|
|
390
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
391
|
+
args.symbols.forEach((symbol) => {
|
|
392
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
393
|
+
});
|
|
394
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
395
|
+
entryTypes.forEach((entryType) => {
|
|
396
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
397
|
+
});
|
|
398
|
+
const mdr = parser.createMessage(...messageFields);
|
|
399
|
+
if (!parser.connected) {
|
|
400
|
+
parser.logger.log({
|
|
401
|
+
level: "error",
|
|
402
|
+
message: "Not connected. Cannot send market data request."
|
|
403
|
+
});
|
|
404
|
+
return {
|
|
405
|
+
content: [
|
|
406
|
+
{
|
|
407
|
+
type: "text",
|
|
408
|
+
text: "Error: Not connected. Ignoring message.",
|
|
409
|
+
uri: "marketDataRequest"
|
|
410
|
+
}
|
|
411
|
+
],
|
|
412
|
+
isError: true
|
|
413
|
+
};
|
|
414
|
+
}
|
|
415
|
+
parser.logger.log({
|
|
416
|
+
level: "info",
|
|
417
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
418
|
+
});
|
|
419
|
+
parser.send(mdr);
|
|
420
|
+
const fixData = await response;
|
|
421
|
+
parser.logger.log({
|
|
422
|
+
level: "info",
|
|
423
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
424
|
+
});
|
|
425
|
+
return {
|
|
426
|
+
content: [
|
|
427
|
+
{
|
|
428
|
+
type: "text",
|
|
429
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
430
|
+
uri: "marketDataRequest"
|
|
431
|
+
}
|
|
432
|
+
]
|
|
433
|
+
};
|
|
434
|
+
} catch (error) {
|
|
435
|
+
return {
|
|
436
|
+
content: [
|
|
437
|
+
{
|
|
438
|
+
type: "text",
|
|
439
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
440
|
+
uri: "marketDataRequest"
|
|
441
|
+
}
|
|
442
|
+
],
|
|
443
|
+
isError: true
|
|
444
|
+
};
|
|
445
|
+
}
|
|
446
|
+
};
|
|
447
|
+
};
|
|
448
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
449
|
+
return async (args) => {
|
|
450
|
+
try {
|
|
451
|
+
const symbol = args.symbol;
|
|
452
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
453
|
+
if (priceHistory.length === 0) {
|
|
454
|
+
return {
|
|
455
|
+
content: [
|
|
456
|
+
{
|
|
457
|
+
type: "text",
|
|
458
|
+
text: `No price data available for ${symbol}`,
|
|
459
|
+
uri: "getStockGraph"
|
|
460
|
+
}
|
|
461
|
+
]
|
|
462
|
+
};
|
|
463
|
+
}
|
|
464
|
+
const chart = new import_quickchart_js.default();
|
|
465
|
+
chart.setWidth(1200);
|
|
466
|
+
chart.setHeight(600);
|
|
467
|
+
chart.setBackgroundColor("transparent");
|
|
468
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
469
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
470
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
471
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
472
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
473
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
474
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
475
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
476
|
+
const config = {
|
|
477
|
+
type: "line",
|
|
478
|
+
data: {
|
|
479
|
+
labels,
|
|
480
|
+
datasets: [
|
|
481
|
+
{
|
|
482
|
+
label: "Bid",
|
|
483
|
+
data: bidData,
|
|
484
|
+
borderColor: "#28a745",
|
|
485
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
486
|
+
fill: false,
|
|
487
|
+
tension: 0.4
|
|
488
|
+
},
|
|
489
|
+
{
|
|
490
|
+
label: "Offer",
|
|
491
|
+
data: offerData,
|
|
492
|
+
borderColor: "#dc3545",
|
|
493
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
494
|
+
fill: false,
|
|
495
|
+
tension: 0.4
|
|
496
|
+
},
|
|
497
|
+
{
|
|
498
|
+
label: "Spread",
|
|
499
|
+
data: spreadData,
|
|
500
|
+
borderColor: "#6c757d",
|
|
501
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
502
|
+
fill: false,
|
|
503
|
+
tension: 0.4
|
|
504
|
+
},
|
|
505
|
+
{
|
|
506
|
+
label: "Trade",
|
|
507
|
+
data: tradeData,
|
|
508
|
+
borderColor: "#ffc107",
|
|
509
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
510
|
+
fill: false,
|
|
511
|
+
tension: 0.4
|
|
512
|
+
},
|
|
513
|
+
{
|
|
514
|
+
label: "VWAP",
|
|
515
|
+
data: vwapData,
|
|
516
|
+
borderColor: "#17a2b8",
|
|
517
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
518
|
+
fill: false,
|
|
519
|
+
tension: 0.4
|
|
520
|
+
},
|
|
521
|
+
{
|
|
522
|
+
label: "TWAP",
|
|
523
|
+
data: twapData,
|
|
524
|
+
borderColor: "#6610f2",
|
|
525
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
526
|
+
fill: false,
|
|
527
|
+
tension: 0.4
|
|
528
|
+
},
|
|
529
|
+
{
|
|
530
|
+
label: "Volume",
|
|
531
|
+
data: volumeData,
|
|
532
|
+
borderColor: "#007bff",
|
|
533
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
534
|
+
fill: true,
|
|
535
|
+
tension: 0.4
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
},
|
|
539
|
+
options: {
|
|
540
|
+
responsive: true,
|
|
541
|
+
plugins: {
|
|
542
|
+
title: {
|
|
543
|
+
display: true,
|
|
544
|
+
text: `${symbol} Market Data`
|
|
545
|
+
}
|
|
546
|
+
},
|
|
547
|
+
scales: {
|
|
548
|
+
y: {
|
|
549
|
+
beginAtZero: false
|
|
550
|
+
}
|
|
551
|
+
}
|
|
552
|
+
}
|
|
553
|
+
};
|
|
554
|
+
chart.setConfig(config);
|
|
555
|
+
const imageBuffer = await chart.toBinary();
|
|
556
|
+
const base64 = imageBuffer.toString("base64");
|
|
557
|
+
return {
|
|
558
|
+
content: [
|
|
559
|
+
{
|
|
560
|
+
type: "resource",
|
|
561
|
+
resource: {
|
|
562
|
+
uri: "resource://graph",
|
|
563
|
+
mimeType: "image/png",
|
|
564
|
+
blob: base64
|
|
565
|
+
}
|
|
566
|
+
}
|
|
567
|
+
]
|
|
568
|
+
};
|
|
569
|
+
} catch (error) {
|
|
570
|
+
return {
|
|
571
|
+
content: [
|
|
572
|
+
{
|
|
573
|
+
type: "text",
|
|
574
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
575
|
+
uri: "getStockGraph"
|
|
576
|
+
}
|
|
577
|
+
],
|
|
578
|
+
isError: true
|
|
579
|
+
};
|
|
580
|
+
}
|
|
581
|
+
};
|
|
582
|
+
};
|
|
583
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
584
|
+
return async (args) => {
|
|
585
|
+
try {
|
|
586
|
+
const symbol = args.symbol;
|
|
587
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
588
|
+
if (priceHistory.length === 0) {
|
|
589
|
+
return {
|
|
590
|
+
content: [
|
|
591
|
+
{
|
|
592
|
+
type: "text",
|
|
593
|
+
text: `No price data available for ${symbol}`,
|
|
594
|
+
uri: "getStockPriceHistory"
|
|
595
|
+
}
|
|
596
|
+
]
|
|
597
|
+
};
|
|
598
|
+
}
|
|
599
|
+
return {
|
|
600
|
+
content: [
|
|
601
|
+
{
|
|
602
|
+
type: "text",
|
|
603
|
+
text: JSON.stringify(
|
|
604
|
+
{
|
|
605
|
+
symbol,
|
|
606
|
+
count: priceHistory.length,
|
|
607
|
+
data: priceHistory.map((point) => ({
|
|
608
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
609
|
+
bid: point.bid,
|
|
610
|
+
offer: point.offer,
|
|
611
|
+
spread: point.spread,
|
|
612
|
+
volume: point.volume,
|
|
613
|
+
trade: point.trade,
|
|
614
|
+
indexValue: point.indexValue,
|
|
615
|
+
openingPrice: point.openingPrice,
|
|
616
|
+
closingPrice: point.closingPrice,
|
|
617
|
+
settlementPrice: point.settlementPrice,
|
|
618
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
619
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
620
|
+
vwap: point.vwap,
|
|
621
|
+
imbalance: point.imbalance,
|
|
622
|
+
openInterest: point.openInterest,
|
|
623
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
624
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
625
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
626
|
+
marginRate: point.marginRate,
|
|
627
|
+
midPrice: point.midPrice,
|
|
628
|
+
emptyBook: point.emptyBook,
|
|
629
|
+
settleHighPrice: point.settleHighPrice,
|
|
630
|
+
settleLowPrice: point.settleLowPrice,
|
|
631
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
632
|
+
sessionHighBid: point.sessionHighBid,
|
|
633
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
634
|
+
earlyPrices: point.earlyPrices,
|
|
635
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
636
|
+
swapValueFactor: point.swapValueFactor,
|
|
637
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
638
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
639
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
640
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
641
|
+
fixingPrice: point.fixingPrice,
|
|
642
|
+
cashRate: point.cashRate,
|
|
643
|
+
recoveryRate: point.recoveryRate,
|
|
644
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
645
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
646
|
+
marketBid: point.marketBid,
|
|
647
|
+
marketOffer: point.marketOffer,
|
|
648
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
649
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
650
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
651
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
652
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
653
|
+
twap: point.twap
|
|
654
|
+
}))
|
|
655
|
+
},
|
|
656
|
+
null,
|
|
657
|
+
2
|
|
658
|
+
),
|
|
659
|
+
uri: "getStockPriceHistory"
|
|
660
|
+
}
|
|
661
|
+
]
|
|
662
|
+
};
|
|
663
|
+
} catch (error) {
|
|
664
|
+
return {
|
|
665
|
+
content: [
|
|
666
|
+
{
|
|
667
|
+
type: "text",
|
|
668
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
669
|
+
uri: "getStockPriceHistory"
|
|
670
|
+
}
|
|
671
|
+
],
|
|
672
|
+
isError: true
|
|
673
|
+
};
|
|
674
|
+
}
|
|
675
|
+
};
|
|
676
|
+
};
|
|
677
|
+
|
|
678
|
+
// src/tools/order.ts
|
|
679
|
+
var import_fixparser2 = require("fixparser");
|
|
680
|
+
var ordTypeNames = {
|
|
681
|
+
"1": "Market",
|
|
682
|
+
"2": "Limit",
|
|
683
|
+
"3": "Stop",
|
|
684
|
+
"4": "StopLimit",
|
|
685
|
+
"5": "MarketOnClose",
|
|
686
|
+
"6": "WithOrWithout",
|
|
687
|
+
"7": "LimitOrBetter",
|
|
688
|
+
"8": "LimitWithOrWithout",
|
|
689
|
+
"9": "OnBasis",
|
|
690
|
+
A: "OnClose",
|
|
691
|
+
B: "LimitOnClose",
|
|
692
|
+
C: "ForexMarket",
|
|
693
|
+
D: "PreviouslyQuoted",
|
|
694
|
+
E: "PreviouslyIndicated",
|
|
695
|
+
F: "ForexLimit",
|
|
696
|
+
G: "ForexSwap",
|
|
697
|
+
H: "ForexPreviouslyQuoted",
|
|
698
|
+
I: "Funari",
|
|
699
|
+
J: "MarketIfTouched",
|
|
700
|
+
K: "MarketWithLeftOverAsLimit",
|
|
701
|
+
L: "PreviousFundValuationPoint",
|
|
702
|
+
M: "NextFundValuationPoint",
|
|
703
|
+
P: "Pegged",
|
|
704
|
+
Q: "CounterOrderSelection",
|
|
705
|
+
R: "StopOnBidOrOffer",
|
|
706
|
+
S: "StopLimitOnBidOrOffer"
|
|
707
|
+
};
|
|
708
|
+
var sideNames = {
|
|
709
|
+
"1": "Buy",
|
|
710
|
+
"2": "Sell",
|
|
711
|
+
"3": "BuyMinus",
|
|
712
|
+
"4": "SellPlus",
|
|
713
|
+
"5": "SellShort",
|
|
714
|
+
"6": "SellShortExempt",
|
|
715
|
+
"7": "Undisclosed",
|
|
716
|
+
"8": "Cross",
|
|
717
|
+
"9": "CrossShort",
|
|
718
|
+
A: "CrossShortExempt",
|
|
719
|
+
B: "AsDefined",
|
|
720
|
+
C: "Opposite",
|
|
721
|
+
D: "Subscribe",
|
|
722
|
+
E: "Redeem",
|
|
723
|
+
F: "Lend",
|
|
724
|
+
G: "Borrow",
|
|
725
|
+
H: "SellUndisclosed"
|
|
726
|
+
};
|
|
727
|
+
var timeInForceNames = {
|
|
728
|
+
"0": "Day",
|
|
729
|
+
"1": "GoodTillCancel",
|
|
730
|
+
"2": "AtTheOpening",
|
|
731
|
+
"3": "ImmediateOrCancel",
|
|
732
|
+
"4": "FillOrKill",
|
|
733
|
+
"5": "GoodTillCrossing",
|
|
734
|
+
"6": "GoodTillDate",
|
|
735
|
+
"7": "AtTheClose",
|
|
736
|
+
"8": "GoodThroughCrossing",
|
|
737
|
+
"9": "AtCrossing",
|
|
738
|
+
A: "GoodForTime",
|
|
739
|
+
B: "GoodForAuction",
|
|
740
|
+
C: "GoodForMonth"
|
|
741
|
+
};
|
|
742
|
+
var handlInstNames = {
|
|
743
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
744
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
745
|
+
"3": "ManualOrder"
|
|
746
|
+
};
|
|
747
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
748
|
+
return async (args) => {
|
|
749
|
+
try {
|
|
750
|
+
verifiedOrders.set(args.clOrdID, {
|
|
751
|
+
clOrdID: args.clOrdID,
|
|
752
|
+
handlInst: args.handlInst,
|
|
753
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
754
|
+
price: Number.parseFloat(String(args.price)),
|
|
755
|
+
ordType: args.ordType,
|
|
756
|
+
side: args.side,
|
|
757
|
+
symbol: args.symbol,
|
|
758
|
+
timeInForce: args.timeInForce
|
|
759
|
+
});
|
|
760
|
+
return {
|
|
761
|
+
content: [
|
|
762
|
+
{
|
|
763
|
+
type: "text",
|
|
764
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
765
|
+
|
|
766
|
+
Parameters verified:
|
|
767
|
+
- ClOrdID: ${args.clOrdID}
|
|
768
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
769
|
+
- Quantity: ${args.quantity}
|
|
770
|
+
- Price: ${args.price}
|
|
771
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
772
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
773
|
+
- Symbol: ${args.symbol}
|
|
774
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
775
|
+
|
|
776
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
777
|
+
uri: "verifyOrder"
|
|
778
|
+
}
|
|
779
|
+
]
|
|
780
|
+
};
|
|
781
|
+
} catch (error) {
|
|
782
|
+
return {
|
|
783
|
+
content: [
|
|
784
|
+
{
|
|
785
|
+
type: "text",
|
|
786
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
787
|
+
uri: "verifyOrder"
|
|
788
|
+
}
|
|
789
|
+
],
|
|
790
|
+
isError: true
|
|
791
|
+
};
|
|
792
|
+
}
|
|
793
|
+
};
|
|
794
|
+
};
|
|
795
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
796
|
+
return async (args) => {
|
|
797
|
+
try {
|
|
798
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
799
|
+
if (!verifiedOrder) {
|
|
800
|
+
return {
|
|
801
|
+
content: [
|
|
802
|
+
{
|
|
803
|
+
type: "text",
|
|
804
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
805
|
+
uri: "executeOrder"
|
|
806
|
+
}
|
|
807
|
+
],
|
|
808
|
+
isError: true
|
|
809
|
+
};
|
|
810
|
+
}
|
|
811
|
+
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) {
|
|
812
|
+
return {
|
|
813
|
+
content: [
|
|
814
|
+
{
|
|
815
|
+
type: "text",
|
|
816
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
817
|
+
uri: "executeOrder"
|
|
818
|
+
}
|
|
819
|
+
],
|
|
820
|
+
isError: true
|
|
821
|
+
};
|
|
822
|
+
}
|
|
823
|
+
const response = new Promise((resolve) => {
|
|
824
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
825
|
+
});
|
|
826
|
+
const order = parser.createMessage(
|
|
827
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
828
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
829
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
830
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
831
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
832
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
833
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
834
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
835
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
836
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
837
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
838
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
839
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
840
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
841
|
+
);
|
|
842
|
+
if (!parser.connected) {
|
|
843
|
+
return {
|
|
844
|
+
content: [
|
|
845
|
+
{
|
|
846
|
+
type: "text",
|
|
847
|
+
text: "Error: Not connected. Ignoring message.",
|
|
848
|
+
uri: "executeOrder"
|
|
849
|
+
}
|
|
850
|
+
],
|
|
851
|
+
isError: true
|
|
852
|
+
};
|
|
853
|
+
}
|
|
854
|
+
parser.send(order);
|
|
855
|
+
const fixData = await response;
|
|
856
|
+
verifiedOrders.delete(args.clOrdID);
|
|
857
|
+
return {
|
|
858
|
+
content: [
|
|
859
|
+
{
|
|
860
|
+
type: "text",
|
|
861
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
862
|
+
uri: "executeOrder"
|
|
863
|
+
}
|
|
864
|
+
]
|
|
865
|
+
};
|
|
866
|
+
} catch (error) {
|
|
867
|
+
return {
|
|
868
|
+
content: [
|
|
869
|
+
{
|
|
870
|
+
type: "text",
|
|
871
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
872
|
+
uri: "executeOrder"
|
|
873
|
+
}
|
|
874
|
+
],
|
|
875
|
+
isError: true
|
|
876
|
+
};
|
|
877
|
+
}
|
|
878
|
+
};
|
|
879
|
+
};
|
|
880
|
+
|
|
881
|
+
// src/tools/parse.ts
|
|
882
|
+
var createParseHandler = (parser) => {
|
|
883
|
+
return async (args) => {
|
|
884
|
+
try {
|
|
885
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
886
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
887
|
+
return {
|
|
888
|
+
content: [
|
|
889
|
+
{
|
|
890
|
+
type: "text",
|
|
891
|
+
text: "Error: Failed to parse FIX string",
|
|
892
|
+
uri: "parse"
|
|
893
|
+
}
|
|
894
|
+
],
|
|
895
|
+
isError: true
|
|
896
|
+
};
|
|
897
|
+
}
|
|
898
|
+
return {
|
|
899
|
+
content: [
|
|
900
|
+
{
|
|
901
|
+
type: "text",
|
|
902
|
+
text: `${parsedMessage[0].description}
|
|
903
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
904
|
+
uri: "parse"
|
|
905
|
+
}
|
|
906
|
+
]
|
|
907
|
+
};
|
|
908
|
+
} catch (error) {
|
|
909
|
+
return {
|
|
910
|
+
content: [
|
|
911
|
+
{
|
|
912
|
+
type: "text",
|
|
913
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
914
|
+
uri: "parse"
|
|
915
|
+
}
|
|
916
|
+
],
|
|
917
|
+
isError: true
|
|
918
|
+
};
|
|
919
|
+
}
|
|
920
|
+
};
|
|
921
|
+
};
|
|
922
|
+
|
|
923
|
+
// src/tools/parseToJSON.ts
|
|
924
|
+
var createParseToJSONHandler = (parser) => {
|
|
925
|
+
return async (args) => {
|
|
926
|
+
try {
|
|
927
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
928
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
929
|
+
return {
|
|
930
|
+
content: [
|
|
931
|
+
{
|
|
932
|
+
type: "text",
|
|
933
|
+
text: "Error: Failed to parse FIX string",
|
|
934
|
+
uri: "parseToJSON"
|
|
935
|
+
}
|
|
936
|
+
],
|
|
937
|
+
isError: true
|
|
938
|
+
};
|
|
939
|
+
}
|
|
940
|
+
return {
|
|
941
|
+
content: [
|
|
942
|
+
{
|
|
943
|
+
type: "text",
|
|
944
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
945
|
+
uri: "parseToJSON"
|
|
946
|
+
}
|
|
947
|
+
]
|
|
948
|
+
};
|
|
949
|
+
} catch (error) {
|
|
950
|
+
return {
|
|
951
|
+
content: [
|
|
952
|
+
{
|
|
953
|
+
type: "text",
|
|
954
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
955
|
+
uri: "parseToJSON"
|
|
956
|
+
}
|
|
957
|
+
],
|
|
958
|
+
isError: true
|
|
959
|
+
};
|
|
960
|
+
}
|
|
961
|
+
};
|
|
962
|
+
};
|
|
963
|
+
|
|
964
|
+
// src/tools/index.ts
|
|
965
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
966
|
+
parse: createParseHandler(parser),
|
|
967
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
968
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
969
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
970
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
971
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
972
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
973
|
+
});
|
|
974
|
+
|
|
975
|
+
// src/utils/messageHandler.ts
|
|
976
|
+
var import_fixparser3 = require("fixparser");
|
|
977
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
978
|
+
parser.logger.log({
|
|
979
|
+
level: "info",
|
|
980
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
981
|
+
});
|
|
982
|
+
const msgType = message.messageType;
|
|
983
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
984
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
985
|
+
parser.logger.log({
|
|
986
|
+
level: "info",
|
|
987
|
+
message: `Processing market data for symbol: ${symbol}`
|
|
988
|
+
});
|
|
989
|
+
const fixJson = message.toFIXJSON();
|
|
990
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
991
|
+
parser.logger.log({
|
|
992
|
+
level: "info",
|
|
993
|
+
message: `Found ${entries.length} market data entries`
|
|
994
|
+
});
|
|
995
|
+
const data = {
|
|
996
|
+
timestamp: Date.now(),
|
|
997
|
+
bid: 0,
|
|
998
|
+
offer: 0,
|
|
999
|
+
spread: 0,
|
|
1000
|
+
volume: 0,
|
|
1001
|
+
trade: 0,
|
|
1002
|
+
indexValue: 0,
|
|
1003
|
+
openingPrice: 0,
|
|
1004
|
+
closingPrice: 0,
|
|
1005
|
+
settlementPrice: 0,
|
|
1006
|
+
tradingSessionHighPrice: 0,
|
|
1007
|
+
tradingSessionLowPrice: 0,
|
|
1008
|
+
vwap: 0,
|
|
1009
|
+
imbalance: 0,
|
|
1010
|
+
openInterest: 0,
|
|
1011
|
+
compositeUnderlyingPrice: 0,
|
|
1012
|
+
simulatedSellPrice: 0,
|
|
1013
|
+
simulatedBuyPrice: 0,
|
|
1014
|
+
marginRate: 0,
|
|
1015
|
+
midPrice: 0,
|
|
1016
|
+
emptyBook: 0,
|
|
1017
|
+
settleHighPrice: 0,
|
|
1018
|
+
settleLowPrice: 0,
|
|
1019
|
+
priorSettlePrice: 0,
|
|
1020
|
+
sessionHighBid: 0,
|
|
1021
|
+
sessionLowOffer: 0,
|
|
1022
|
+
earlyPrices: 0,
|
|
1023
|
+
auctionClearingPrice: 0,
|
|
1024
|
+
swapValueFactor: 0,
|
|
1025
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1026
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1027
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1028
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1029
|
+
fixingPrice: 0,
|
|
1030
|
+
cashRate: 0,
|
|
1031
|
+
recoveryRate: 0,
|
|
1032
|
+
recoveryRateForLong: 0,
|
|
1033
|
+
recoveryRateForShort: 0,
|
|
1034
|
+
marketBid: 0,
|
|
1035
|
+
marketOffer: 0,
|
|
1036
|
+
shortSaleMinPrice: 0,
|
|
1037
|
+
previousClosingPrice: 0,
|
|
1038
|
+
thresholdLimitPriceBanding: 0,
|
|
1039
|
+
dailyFinancingValue: 0,
|
|
1040
|
+
accruedFinancingValue: 0,
|
|
1041
|
+
twap: 0
|
|
1042
|
+
};
|
|
1043
|
+
for (const entry of entries) {
|
|
1044
|
+
const entryType = entry.MDEntryType;
|
|
1045
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1046
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1047
|
+
if (entryType === import_fixparser3.MDEntryType.Bid || entryType === import_fixparser3.MDEntryType.Offer || entryType === import_fixparser3.MDEntryType.TradeVolume) {
|
|
1048
|
+
parser.logger.log({
|
|
1049
|
+
level: "info",
|
|
1050
|
+
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1051
|
+
});
|
|
1052
|
+
}
|
|
1053
|
+
switch (entryType) {
|
|
1054
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
1055
|
+
data.bid = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
1058
|
+
data.offer = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
1061
|
+
data.trade = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
1064
|
+
data.indexValue = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1067
|
+
data.openingPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1070
|
+
data.closingPrice = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1073
|
+
data.settlementPrice = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1076
|
+
data.tradingSessionHighPrice = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1079
|
+
data.tradingSessionLowPrice = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
1082
|
+
data.vwap = price;
|
|
1083
|
+
break;
|
|
1084
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
1085
|
+
data.imbalance = size;
|
|
1086
|
+
break;
|
|
1087
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1088
|
+
data.volume = size;
|
|
1089
|
+
break;
|
|
1090
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1091
|
+
data.openInterest = size;
|
|
1092
|
+
break;
|
|
1093
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1094
|
+
data.compositeUnderlyingPrice = price;
|
|
1095
|
+
break;
|
|
1096
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1097
|
+
data.simulatedSellPrice = price;
|
|
1098
|
+
break;
|
|
1099
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1100
|
+
data.simulatedBuyPrice = price;
|
|
1101
|
+
break;
|
|
1102
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1103
|
+
data.marginRate = price;
|
|
1104
|
+
break;
|
|
1105
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1106
|
+
data.midPrice = price;
|
|
1107
|
+
break;
|
|
1108
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1109
|
+
data.emptyBook = 1;
|
|
1110
|
+
break;
|
|
1111
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1112
|
+
data.settleHighPrice = price;
|
|
1113
|
+
break;
|
|
1114
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1115
|
+
data.settleLowPrice = price;
|
|
1116
|
+
break;
|
|
1117
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1118
|
+
data.priorSettlePrice = price;
|
|
1119
|
+
break;
|
|
1120
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1121
|
+
data.sessionHighBid = price;
|
|
1122
|
+
break;
|
|
1123
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1124
|
+
data.sessionLowOffer = price;
|
|
1125
|
+
break;
|
|
1126
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1127
|
+
data.earlyPrices = price;
|
|
1128
|
+
break;
|
|
1129
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1130
|
+
data.auctionClearingPrice = price;
|
|
1131
|
+
break;
|
|
1132
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1133
|
+
data.swapValueFactor = price;
|
|
1134
|
+
break;
|
|
1135
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1136
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1137
|
+
break;
|
|
1138
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1139
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1140
|
+
break;
|
|
1141
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1142
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1143
|
+
break;
|
|
1144
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1145
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1146
|
+
break;
|
|
1147
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1148
|
+
data.fixingPrice = price;
|
|
1149
|
+
break;
|
|
1150
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1151
|
+
data.cashRate = price;
|
|
1152
|
+
break;
|
|
1153
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1154
|
+
data.recoveryRate = price;
|
|
1155
|
+
break;
|
|
1156
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1157
|
+
data.recoveryRateForLong = price;
|
|
1158
|
+
break;
|
|
1159
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1160
|
+
data.recoveryRateForShort = price;
|
|
1161
|
+
break;
|
|
1162
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1163
|
+
data.marketBid = price;
|
|
1164
|
+
break;
|
|
1165
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1166
|
+
data.marketOffer = price;
|
|
1167
|
+
break;
|
|
1168
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1169
|
+
data.shortSaleMinPrice = price;
|
|
1170
|
+
break;
|
|
1171
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1172
|
+
data.previousClosingPrice = price;
|
|
1173
|
+
break;
|
|
1174
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1175
|
+
data.thresholdLimitPriceBanding = price;
|
|
1176
|
+
break;
|
|
1177
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1178
|
+
data.dailyFinancingValue = price;
|
|
1179
|
+
break;
|
|
1180
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1181
|
+
data.accruedFinancingValue = price;
|
|
1182
|
+
break;
|
|
1183
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1184
|
+
data.twap = price;
|
|
1185
|
+
break;
|
|
1186
|
+
}
|
|
1187
|
+
}
|
|
1188
|
+
data.spread = data.offer - data.bid;
|
|
1189
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1190
|
+
parser.logger.log({
|
|
1191
|
+
level: "info",
|
|
1192
|
+
message: `Creating new price history array for symbol: ${symbol}`
|
|
1193
|
+
});
|
|
1194
|
+
marketDataPrices.set(symbol, []);
|
|
1195
|
+
}
|
|
1196
|
+
const prices = marketDataPrices.get(symbol);
|
|
1197
|
+
prices.push(data);
|
|
1198
|
+
parser.logger.log({
|
|
1199
|
+
level: "info",
|
|
1200
|
+
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1201
|
+
});
|
|
1202
|
+
if (prices.length > maxPriceHistory) {
|
|
1203
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1204
|
+
parser.logger.log({
|
|
1205
|
+
level: "info",
|
|
1206
|
+
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1207
|
+
});
|
|
1208
|
+
}
|
|
1209
|
+
onPriceUpdate?.(symbol, data);
|
|
1210
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1211
|
+
if (mdReqID) {
|
|
1212
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1213
|
+
if (callback) {
|
|
1214
|
+
callback(message);
|
|
1215
|
+
pendingRequests.delete(mdReqID);
|
|
1216
|
+
parser.logger.log({
|
|
1217
|
+
level: "info",
|
|
1218
|
+
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1219
|
+
});
|
|
1220
|
+
}
|
|
1221
|
+
}
|
|
1222
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1223
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1224
|
+
const callback = pendingRequests.get(reqId);
|
|
1225
|
+
if (callback) {
|
|
1226
|
+
callback(message);
|
|
1227
|
+
pendingRequests.delete(reqId);
|
|
1228
|
+
}
|
|
1229
|
+
}
|
|
1230
|
+
}
|
|
1231
|
+
|
|
1232
|
+
// src/MCPRemote.ts
|
|
1233
|
+
var transports = {};
|
|
1234
|
+
function jsonSchemaToZod(schema) {
|
|
1235
|
+
if (schema.type === "object") {
|
|
1236
|
+
const shape = {};
|
|
1237
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1238
|
+
const propSchema = prop;
|
|
1239
|
+
if (propSchema.type === "string") {
|
|
1240
|
+
if (propSchema.enum) {
|
|
1241
|
+
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
1242
|
+
} else {
|
|
1243
|
+
shape[key] = import_zod.z.string();
|
|
1244
|
+
}
|
|
1245
|
+
} else if (propSchema.type === "number") {
|
|
1246
|
+
shape[key] = import_zod.z.number();
|
|
1247
|
+
} else if (propSchema.type === "boolean") {
|
|
1248
|
+
shape[key] = import_zod.z.boolean();
|
|
1249
|
+
} else if (propSchema.type === "array") {
|
|
1250
|
+
if (propSchema.items.type === "string") {
|
|
1251
|
+
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
1252
|
+
} else if (propSchema.items.type === "number") {
|
|
1253
|
+
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
1254
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1255
|
+
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
1256
|
+
} else {
|
|
1257
|
+
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
1258
|
+
}
|
|
1259
|
+
} else {
|
|
1260
|
+
shape[key] = import_zod.z.any();
|
|
1261
|
+
}
|
|
1262
|
+
}
|
|
1263
|
+
return shape;
|
|
1264
|
+
}
|
|
1265
|
+
return {};
|
|
1266
|
+
}
|
|
1267
|
+
var MCPRemote = class extends MCPBase {
|
|
1268
|
+
/**
|
|
1269
|
+
* Port number the server will listen on.
|
|
1270
|
+
* @private
|
|
1271
|
+
*/
|
|
1272
|
+
port;
|
|
50
1273
|
/**
|
|
51
1274
|
* Node.js HTTP server instance created internally.
|
|
52
1275
|
* @private
|
|
53
1276
|
*/
|
|
54
|
-
|
|
1277
|
+
httpServer;
|
|
55
1278
|
/**
|
|
56
1279
|
* MCP server instance handling MCP protocol logic.
|
|
57
1280
|
* @private
|
|
@@ -61,89 +1284,65 @@ var MCPRemote = class {
|
|
|
61
1284
|
* Optional name of the plugin/server instance.
|
|
62
1285
|
* @private
|
|
63
1286
|
*/
|
|
64
|
-
|
|
1287
|
+
serverName;
|
|
65
1288
|
/**
|
|
66
1289
|
* Optional version string of the plugin/server.
|
|
67
1290
|
* @private
|
|
68
1291
|
*/
|
|
69
|
-
|
|
1292
|
+
serverVersion;
|
|
70
1293
|
/**
|
|
71
|
-
*
|
|
1294
|
+
* Map to store verified orders before execution
|
|
72
1295
|
* @private
|
|
73
1296
|
*/
|
|
74
|
-
|
|
1297
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
75
1298
|
/**
|
|
76
|
-
*
|
|
77
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
-
* FIX Message is received.
|
|
1299
|
+
* Map to store pending requests and their callbacks
|
|
79
1300
|
* @private
|
|
80
|
-
* @type {Map<string, (data: Message) => void>}
|
|
81
1301
|
*/
|
|
82
1302
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1303
|
+
/**
|
|
1304
|
+
* Map to store market data prices for each symbol
|
|
1305
|
+
* @private
|
|
1306
|
+
*/
|
|
1307
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1308
|
+
/**
|
|
1309
|
+
* Maximum number of price history entries to keep per symbol
|
|
1310
|
+
* @private
|
|
1311
|
+
*/
|
|
1312
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
83
1313
|
constructor({ port, logger, onReady }) {
|
|
1314
|
+
super({ logger, onReady });
|
|
84
1315
|
this.port = port;
|
|
85
|
-
if (logger) this.logger = logger;
|
|
86
|
-
if (onReady) this.onReady = onReady;
|
|
87
1316
|
}
|
|
88
1317
|
async register(parser) {
|
|
89
1318
|
this.parser = parser;
|
|
90
|
-
this.parser.addOnMessageCallback((message) => {
|
|
91
|
-
this.logger?.log({
|
|
92
|
-
level: "info",
|
|
93
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
-
});
|
|
95
|
-
const msgType = message.messageType;
|
|
96
|
-
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
-
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
-
if (idField) {
|
|
99
|
-
const id = idField.value;
|
|
100
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
-
const callback = this.pendingRequests.get(String(id));
|
|
102
|
-
if (callback) {
|
|
103
|
-
callback(message);
|
|
104
|
-
this.pendingRequests.delete(String(id));
|
|
105
|
-
}
|
|
106
|
-
}
|
|
107
|
-
}
|
|
108
|
-
}
|
|
109
|
-
});
|
|
110
1319
|
this.logger = parser.logger;
|
|
111
1320
|
this.logger?.log({
|
|
112
1321
|
level: "info",
|
|
113
1322
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
114
1323
|
});
|
|
115
|
-
this.
|
|
1324
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1325
|
+
if (this.parser) {
|
|
1326
|
+
handleMessage(
|
|
1327
|
+
message,
|
|
1328
|
+
this.parser,
|
|
1329
|
+
this.pendingRequests,
|
|
1330
|
+
this.marketDataPrices,
|
|
1331
|
+
this.MAX_PRICE_HISTORY
|
|
1332
|
+
);
|
|
1333
|
+
this.logger?.log({
|
|
1334
|
+
level: "info",
|
|
1335
|
+
message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
|
|
1336
|
+
});
|
|
1337
|
+
}
|
|
1338
|
+
});
|
|
1339
|
+
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
116
1340
|
if (!req.url || !req.method) {
|
|
117
1341
|
res.writeHead(400);
|
|
118
1342
|
res.end("Bad Request");
|
|
119
1343
|
return;
|
|
120
1344
|
}
|
|
121
|
-
|
|
122
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
-
const config = {
|
|
124
|
-
issuer: "https://accounts.google.com",
|
|
125
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
-
response_types_supported: [
|
|
129
|
-
"code",
|
|
130
|
-
"token",
|
|
131
|
-
"id_token",
|
|
132
|
-
"code token",
|
|
133
|
-
"code id_token",
|
|
134
|
-
"token id_token",
|
|
135
|
-
"code token id_token"
|
|
136
|
-
],
|
|
137
|
-
subject_types_supported: ["public"],
|
|
138
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
-
};
|
|
142
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
-
res.end(JSON.stringify(config));
|
|
144
|
-
return;
|
|
145
|
-
}
|
|
146
|
-
if (url.pathname === "/") {
|
|
1345
|
+
if (req.url === "/mcp") {
|
|
147
1346
|
const sessionId = req.headers["mcp-session-id"];
|
|
148
1347
|
if (req.method === "POST") {
|
|
149
1348
|
const bodyChunks = [];
|
|
@@ -176,10 +1375,10 @@ var MCPRemote = class {
|
|
|
176
1375
|
}
|
|
177
1376
|
};
|
|
178
1377
|
this.mcpServer = new import_mcp.McpServer({
|
|
179
|
-
name: this.
|
|
180
|
-
version: this.
|
|
1378
|
+
name: this.serverName || "FIXParser",
|
|
1379
|
+
version: this.serverVersion || "1.0.0"
|
|
181
1380
|
});
|
|
182
|
-
this.
|
|
1381
|
+
this.setupTools();
|
|
183
1382
|
await this.mcpServer.connect(transport);
|
|
184
1383
|
} else {
|
|
185
1384
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -195,7 +1394,15 @@ var MCPRemote = class {
|
|
|
195
1394
|
);
|
|
196
1395
|
return;
|
|
197
1396
|
}
|
|
198
|
-
|
|
1397
|
+
try {
|
|
1398
|
+
await transport.handleRequest(req, res, parsed);
|
|
1399
|
+
} catch (error) {
|
|
1400
|
+
this.logger?.log({
|
|
1401
|
+
level: "error",
|
|
1402
|
+
message: `Error handling request: ${error}`
|
|
1403
|
+
});
|
|
1404
|
+
throw error;
|
|
1405
|
+
}
|
|
199
1406
|
});
|
|
200
1407
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
201
1408
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -204,17 +1411,29 @@ var MCPRemote = class {
|
|
|
204
1411
|
return;
|
|
205
1412
|
}
|
|
206
1413
|
const transport = transports[sessionId];
|
|
207
|
-
|
|
1414
|
+
try {
|
|
1415
|
+
await transport.handleRequest(req, res);
|
|
1416
|
+
} catch (error) {
|
|
1417
|
+
this.logger?.log({
|
|
1418
|
+
level: "error",
|
|
1419
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1420
|
+
});
|
|
1421
|
+
throw error;
|
|
1422
|
+
}
|
|
208
1423
|
} else {
|
|
1424
|
+
this.logger?.log({
|
|
1425
|
+
level: "error",
|
|
1426
|
+
message: `Method not allowed: ${req.method}`
|
|
1427
|
+
});
|
|
209
1428
|
res.writeHead(405);
|
|
210
1429
|
res.end("Method Not Allowed");
|
|
211
1430
|
}
|
|
212
|
-
|
|
1431
|
+
} else {
|
|
1432
|
+
res.writeHead(404);
|
|
1433
|
+
res.end("Not Found");
|
|
213
1434
|
}
|
|
214
|
-
res.writeHead(404);
|
|
215
|
-
res.end("Not Found");
|
|
216
1435
|
});
|
|
217
|
-
this.
|
|
1436
|
+
this.httpServer.listen(this.port, () => {
|
|
218
1437
|
this.logger?.log({
|
|
219
1438
|
level: "info",
|
|
220
1439
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -224,381 +1443,55 @@ var MCPRemote = class {
|
|
|
224
1443
|
this.onReady();
|
|
225
1444
|
}
|
|
226
1445
|
}
|
|
227
|
-
|
|
1446
|
+
setupTools() {
|
|
228
1447
|
if (!this.parser) {
|
|
229
1448
|
this.logger?.log({
|
|
230
1449
|
level: "error",
|
|
231
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1450
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
232
1451
|
});
|
|
233
1452
|
return;
|
|
234
1453
|
}
|
|
235
1454
|
if (!this.mcpServer) {
|
|
236
1455
|
this.logger?.log({
|
|
237
1456
|
level: "error",
|
|
238
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1457
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
239
1458
|
});
|
|
240
1459
|
return;
|
|
241
1460
|
}
|
|
242
|
-
|
|
243
|
-
|
|
244
|
-
|
|
245
|
-
|
|
246
|
-
|
|
247
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
-
this.logger?.log({
|
|
250
|
-
level: "error",
|
|
251
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
-
});
|
|
253
|
-
return {
|
|
254
|
-
isError: true,
|
|
255
|
-
content: [
|
|
256
|
-
{
|
|
257
|
-
type: "text",
|
|
258
|
-
text: "Error: Failed to parse FIX string"
|
|
259
|
-
}
|
|
260
|
-
]
|
|
261
|
-
};
|
|
262
|
-
}
|
|
263
|
-
return {
|
|
264
|
-
content: [
|
|
265
|
-
{
|
|
266
|
-
type: "text",
|
|
267
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
-
}
|
|
269
|
-
]
|
|
270
|
-
};
|
|
271
|
-
}
|
|
272
|
-
);
|
|
273
|
-
this.mcpServer.prompt(
|
|
274
|
-
"parse",
|
|
275
|
-
"Parses a FIX message and describes it in plain language",
|
|
276
|
-
{ fixString: import_zod.z.string() },
|
|
277
|
-
({ fixString }) => ({
|
|
278
|
-
messages: [
|
|
279
|
-
{
|
|
280
|
-
role: "user",
|
|
281
|
-
content: {
|
|
282
|
-
type: "text",
|
|
283
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
-
}
|
|
285
|
-
}
|
|
286
|
-
]
|
|
287
|
-
})
|
|
288
|
-
);
|
|
289
|
-
this.mcpServer.tool(
|
|
290
|
-
"parseToJSON",
|
|
291
|
-
"Parses a FIX message into JSON",
|
|
292
|
-
{ fixString: import_zod.z.string() },
|
|
293
|
-
async ({ fixString }) => {
|
|
294
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
-
this.logger?.log({
|
|
297
|
-
level: "error",
|
|
298
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
-
});
|
|
300
|
-
return {
|
|
301
|
-
isError: true,
|
|
302
|
-
content: [
|
|
303
|
-
{
|
|
304
|
-
type: "text",
|
|
305
|
-
text: "Error: Failed to parse FIX string"
|
|
306
|
-
}
|
|
307
|
-
]
|
|
308
|
-
};
|
|
309
|
-
}
|
|
310
|
-
return {
|
|
311
|
-
content: [
|
|
312
|
-
{
|
|
313
|
-
type: "text",
|
|
314
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
-
}
|
|
316
|
-
]
|
|
317
|
-
};
|
|
318
|
-
}
|
|
319
|
-
);
|
|
320
|
-
this.mcpServer.prompt(
|
|
321
|
-
"parseToJSON",
|
|
322
|
-
"Parses a FIX message into JSON",
|
|
323
|
-
{ fixString: import_zod.z.string() },
|
|
324
|
-
({ fixString }) => ({
|
|
325
|
-
messages: [
|
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326
|
-
{
|
|
327
|
-
role: "user",
|
|
328
|
-
content: {
|
|
329
|
-
type: "text",
|
|
330
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
-
}
|
|
332
|
-
}
|
|
333
|
-
]
|
|
334
|
-
})
|
|
1461
|
+
const toolHandlers = createToolHandlers(
|
|
1462
|
+
this.parser,
|
|
1463
|
+
this.verifiedOrders,
|
|
1464
|
+
this.pendingRequests,
|
|
1465
|
+
this.marketDataPrices
|
|
335
1466
|
);
|
|
336
|
-
|
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337
|
-
|
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338
|
-
|
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339
|
-
|
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340
|
-
|
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341
|
-
|
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342
|
-
|
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343
|
-
|
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344
|
-
|
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345
|
-
|
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346
|
-
|
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347
|
-
|
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348
|
-
|
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349
|
-
|
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350
|
-
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351
|
-
|
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352
|
-
|
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353
|
-
|
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354
|
-
|
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355
|
-
"B",
|
|
356
|
-
"C",
|
|
357
|
-
"D",
|
|
358
|
-
"E",
|
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359
|
-
"F",
|
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360
|
-
"G",
|
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361
|
-
"H",
|
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362
|
-
"I",
|
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363
|
-
"J",
|
|
364
|
-
"K",
|
|
365
|
-
"L",
|
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366
|
-
"M",
|
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367
|
-
"P",
|
|
368
|
-
"Q",
|
|
369
|
-
"R",
|
|
370
|
-
"S"
|
|
371
|
-
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
-
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
-
// 1 = Buy, 2 = Sell...
|
|
374
|
-
symbol: import_zod.z.string(),
|
|
375
|
-
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
376
|
-
},
|
|
377
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
378
|
-
const response = new Promise((resolve) => {
|
|
379
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
-
});
|
|
381
|
-
const order = this.parser?.createMessage(
|
|
382
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
-
);
|
|
397
|
-
if (!this.parser?.connected) {
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "error",
|
|
400
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
-
});
|
|
402
|
-
return {
|
|
403
|
-
isError: true,
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: "Error: Not connected. Ignoring message."
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
this.parser?.send(order);
|
|
413
|
-
this.logger?.log({
|
|
414
|
-
level: "info",
|
|
415
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
-
});
|
|
417
|
-
const fixData = await response;
|
|
418
|
-
return {
|
|
419
|
-
content: [
|
|
420
|
-
{
|
|
421
|
-
type: "text",
|
|
422
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
423
|
-
}
|
|
424
|
-
]
|
|
425
|
-
};
|
|
426
|
-
}
|
|
427
|
-
);
|
|
428
|
-
this.mcpServer.prompt(
|
|
429
|
-
"newOrderSingle",
|
|
430
|
-
"Creates and sends a New Order Single",
|
|
431
|
-
{
|
|
432
|
-
clOrdID: import_zod.z.string(),
|
|
433
|
-
handlInst: import_zod.z.string(),
|
|
434
|
-
quantity: import_zod.z.string(),
|
|
435
|
-
price: import_zod.z.string(),
|
|
436
|
-
ordType: import_zod.z.string(),
|
|
437
|
-
side: import_zod.z.string(),
|
|
438
|
-
symbol: import_zod.z.string(),
|
|
439
|
-
timeInForce: import_zod.z.string()
|
|
440
|
-
},
|
|
441
|
-
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
-
messages: [
|
|
443
|
-
{
|
|
444
|
-
role: "user",
|
|
445
|
-
content: {
|
|
446
|
-
type: "text",
|
|
447
|
-
text: [
|
|
448
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
-
`- ClOrdID: ${clOrdID}`,
|
|
450
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
-
`- Quantity: ${quantity}`,
|
|
452
|
-
`- Price: ${price}`,
|
|
453
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
-
`- Side: ${side}`,
|
|
455
|
-
`- Symbol: ${symbol}`,
|
|
456
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
-
"",
|
|
458
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
-
].join("\n")
|
|
460
|
-
}
|
|
1467
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1468
|
+
this.mcpServer?.registerTool(
|
|
1469
|
+
name,
|
|
1470
|
+
{
|
|
1471
|
+
description,
|
|
1472
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1473
|
+
},
|
|
1474
|
+
async (args) => {
|
|
1475
|
+
const handler = toolHandlers[name];
|
|
1476
|
+
if (!handler) {
|
|
1477
|
+
return {
|
|
1478
|
+
content: [
|
|
1479
|
+
{
|
|
1480
|
+
type: "text",
|
|
1481
|
+
text: `Tool not found: ${name}`
|
|
1482
|
+
}
|
|
1483
|
+
],
|
|
1484
|
+
isError: true
|
|
1485
|
+
};
|
|
461
1486
|
}
|
|
462
|
-
|
|
463
|
-
})
|
|
464
|
-
);
|
|
465
|
-
this.mcpServer.tool(
|
|
466
|
-
"marketDataRequest",
|
|
467
|
-
"Sends a request for Market Data with the given symbol",
|
|
468
|
-
{
|
|
469
|
-
mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
|
|
470
|
-
// MDUpdateType.FullRefresh
|
|
471
|
-
symbol: import_zod.z.string(),
|
|
472
|
-
mdReqID: import_zod.z.string(),
|
|
473
|
-
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
474
|
-
mdEntryType: import_zod.z.enum([
|
|
475
|
-
"0",
|
|
476
|
-
"1",
|
|
477
|
-
"2",
|
|
478
|
-
"3",
|
|
479
|
-
"4",
|
|
480
|
-
"5",
|
|
481
|
-
"6",
|
|
482
|
-
"7",
|
|
483
|
-
"8",
|
|
484
|
-
"9",
|
|
485
|
-
"A",
|
|
486
|
-
"B",
|
|
487
|
-
"C",
|
|
488
|
-
"D",
|
|
489
|
-
"E",
|
|
490
|
-
"F",
|
|
491
|
-
"G",
|
|
492
|
-
"H",
|
|
493
|
-
"J",
|
|
494
|
-
"K",
|
|
495
|
-
"L",
|
|
496
|
-
"M",
|
|
497
|
-
"N",
|
|
498
|
-
"O",
|
|
499
|
-
"P",
|
|
500
|
-
"Q",
|
|
501
|
-
"S",
|
|
502
|
-
"R",
|
|
503
|
-
"T",
|
|
504
|
-
"U",
|
|
505
|
-
"V",
|
|
506
|
-
"W",
|
|
507
|
-
"X",
|
|
508
|
-
"Y",
|
|
509
|
-
"Z",
|
|
510
|
-
"a",
|
|
511
|
-
"b",
|
|
512
|
-
"c",
|
|
513
|
-
"d",
|
|
514
|
-
"e",
|
|
515
|
-
"g",
|
|
516
|
-
"h",
|
|
517
|
-
"i",
|
|
518
|
-
"t"
|
|
519
|
-
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
520
|
-
},
|
|
521
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
522
|
-
const response = new Promise((resolve) => {
|
|
523
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
524
|
-
});
|
|
525
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
526
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
527
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
528
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
539
|
-
);
|
|
540
|
-
if (!this.parser?.connected) {
|
|
541
|
-
this.logger?.log({
|
|
542
|
-
level: "error",
|
|
543
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
-
});
|
|
1487
|
+
const result = await handler(args);
|
|
545
1488
|
return {
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: "Error: Not connected. Ignoring message."
|
|
551
|
-
}
|
|
552
|
-
]
|
|
1489
|
+
content: result.content,
|
|
1490
|
+
isError: result.isError
|
|
553
1491
|
};
|
|
554
1492
|
}
|
|
555
|
-
|
|
556
|
-
|
|
557
|
-
level: "info",
|
|
558
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
-
});
|
|
560
|
-
const fixData = await response;
|
|
561
|
-
return {
|
|
562
|
-
content: [
|
|
563
|
-
{
|
|
564
|
-
type: "text",
|
|
565
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
-
}
|
|
567
|
-
]
|
|
568
|
-
};
|
|
569
|
-
}
|
|
570
|
-
);
|
|
571
|
-
this.mcpServer.prompt(
|
|
572
|
-
"marketDataRequest",
|
|
573
|
-
"Sends a request for Market Data with the given symbol",
|
|
574
|
-
{
|
|
575
|
-
mdUpdateType: import_zod.z.string(),
|
|
576
|
-
symbol: import_zod.z.string(),
|
|
577
|
-
mdReqID: import_zod.z.string(),
|
|
578
|
-
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
-
mdEntryType: import_zod.z.string()
|
|
580
|
-
},
|
|
581
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
-
messages: [
|
|
583
|
-
{
|
|
584
|
-
role: "user",
|
|
585
|
-
content: {
|
|
586
|
-
type: "text",
|
|
587
|
-
text: [
|
|
588
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
-
`- Symbol: ${symbol}`,
|
|
591
|
-
`- MDReqID: ${mdReqID}`,
|
|
592
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
-
"",
|
|
595
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
-
].join("\n")
|
|
597
|
-
}
|
|
598
|
-
}
|
|
599
|
-
]
|
|
600
|
-
})
|
|
601
|
-
);
|
|
1493
|
+
);
|
|
1494
|
+
});
|
|
602
1495
|
}
|
|
603
1496
|
};
|
|
604
1497
|
// Annotate the CommonJS export names for ESM import in node:
|