fixparser-plugin-mcp 9.1.7-edd9ee17 → 9.1.7-eea80766

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.
@@ -1,51 +1,9 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
4
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  import { z } from "zod";
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6
- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
49
7
  // src/schemas/schemas.ts
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8
  var toolSchemas = {
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9
  parse: {
@@ -129,7 +87,7 @@ var toolSchemas = {
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  }
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  },
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  executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
133
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  schema: {
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  type: "object",
135
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  properties: {
@@ -282,63 +240,10 @@ import QuickChart from "quickchart-js";
282
240
  var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
241
  return async (args) => {
284
242
  try {
285
- parser.logger.log({
286
- level: "info",
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- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
288
- });
289
243
  const response = new Promise((resolve) => {
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244
  pendingRequests.set(args.mdReqID, resolve);
291
- parser.logger.log({
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- level: "info",
293
- message: `Registered callback for market data request ID: ${args.mdReqID}`
294
- });
295
245
  });
296
- const entryTypes = args.mdEntryTypes || [
297
- MDEntryType.Bid,
298
- MDEntryType.Offer,
299
- MDEntryType.Trade,
300
- MDEntryType.IndexValue,
301
- MDEntryType.OpeningPrice,
302
- MDEntryType.ClosingPrice,
303
- MDEntryType.SettlementPrice,
304
- MDEntryType.TradingSessionHighPrice,
305
- MDEntryType.TradingSessionLowPrice,
306
- MDEntryType.VWAP,
307
- MDEntryType.Imbalance,
308
- MDEntryType.TradeVolume,
309
- MDEntryType.OpenInterest,
310
- MDEntryType.CompositeUnderlyingPrice,
311
- MDEntryType.SimulatedSellPrice,
312
- MDEntryType.SimulatedBuyPrice,
313
- MDEntryType.MarginRate,
314
- MDEntryType.MidPrice,
315
- MDEntryType.EmptyBook,
316
- MDEntryType.SettleHighPrice,
317
- MDEntryType.SettleLowPrice,
318
- MDEntryType.PriorSettlePrice,
319
- MDEntryType.SessionHighBid,
320
- MDEntryType.SessionLowOffer,
321
- MDEntryType.EarlyPrices,
322
- MDEntryType.AuctionClearingPrice,
323
- MDEntryType.SwapValueFactor,
324
- MDEntryType.DailyValueAdjustmentForLongPositions,
325
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
326
- MDEntryType.DailyValueAdjustmentForShortPositions,
327
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
328
- MDEntryType.FixingPrice,
329
- MDEntryType.CashRate,
330
- MDEntryType.RecoveryRate,
331
- MDEntryType.RecoveryRateForLong,
332
- MDEntryType.RecoveryRateForShort,
333
- MDEntryType.MarketBid,
334
- MDEntryType.MarketOffer,
335
- MDEntryType.ShortSaleMinPrice,
336
- MDEntryType.PreviousClosingPrice,
337
- MDEntryType.ThresholdLimitPriceBanding,
338
- MDEntryType.DailyFinancingValue,
339
- MDEntryType.AccruedFinancingValue,
340
- MDEntryType.TWAP
341
- ];
246
+ const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
342
247
  const messageFields = [
343
248
  new Field(Fields.MsgType, Messages.MarketDataRequest),
344
249
  new Field(Fields.SenderCompID, parser.sender),
@@ -360,10 +265,6 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
360
265
  });
361
266
  const mdr = parser.createMessage(...messageFields);
362
267
  if (!parser.connected) {
363
- parser.logger.log({
364
- level: "error",
365
- message: "Not connected. Cannot send market data request."
366
- });
367
268
  return {
368
269
  content: [
369
270
  {
@@ -375,16 +276,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
375
276
  isError: true
376
277
  };
377
278
  }
378
- parser.logger.log({
379
- level: "info",
380
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
381
- });
382
279
  parser.send(mdr);
383
280
  const fixData = await response;
384
- parser.logger.log({
385
- level: "info",
386
- message: `Received market data response for request ID: ${args.mdReqID}`
387
- });
388
281
  return {
389
282
  content: [
390
283
  {
@@ -425,17 +318,13 @@ var createGetStockGraphHandler = (marketDataPrices) => {
425
318
  };
426
319
  }
427
320
  const chart = new QuickChart();
428
- chart.setWidth(1200);
429
- chart.setHeight(600);
430
- chart.setBackgroundColor("transparent");
321
+ chart.setWidth(600);
322
+ chart.setHeight(300);
431
323
  const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
432
324
  const bidData = priceHistory.map((point) => point.bid);
433
325
  const offerData = priceHistory.map((point) => point.offer);
434
326
  const spreadData = priceHistory.map((point) => point.spread);
435
327
  const volumeData = priceHistory.map((point) => point.volume);
436
- const tradeData = priceHistory.map((point) => point.trade);
437
- const vwapData = priceHistory.map((point) => point.vwap);
438
- const twapData = priceHistory.map((point) => point.twap);
439
328
  const config = {
440
329
  type: "line",
441
330
  data: {
@@ -465,30 +354,6 @@ var createGetStockGraphHandler = (marketDataPrices) => {
465
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  fill: false,
466
355
  tension: 0.4
467
356
  },
468
- {
469
- label: "Trade",
470
- data: tradeData,
471
- borderColor: "#ffc107",
472
- backgroundColor: "rgba(255, 193, 7, 0.1)",
473
- fill: false,
474
- tension: 0.4
475
- },
476
- {
477
- label: "VWAP",
478
- data: vwapData,
479
- borderColor: "#17a2b8",
480
- backgroundColor: "rgba(23, 162, 184, 0.1)",
481
- fill: false,
482
- tension: 0.4
483
- },
484
- {
485
- label: "TWAP",
486
- data: twapData,
487
- borderColor: "#6610f2",
488
- backgroundColor: "rgba(102, 16, 242, 0.1)",
489
- fill: false,
490
- tension: 0.4
491
- },
492
357
  {
493
358
  label: "Volume",
494
359
  data: volumeData,
@@ -516,17 +381,24 @@ var createGetStockGraphHandler = (marketDataPrices) => {
516
381
  };
517
382
  chart.setConfig(config);
518
383
  const imageBuffer = await chart.toBinary();
519
- const base64 = imageBuffer.toString("base64");
384
+ const base64Image = imageBuffer.toString("base64");
520
385
  return {
521
386
  content: [
522
387
  {
523
- type: "resource",
524
- resource: {
525
- uri: "resource://graph",
526
- mimeType: "image/png",
527
- blob: base64
528
- }
388
+ type: "image",
389
+ data: base64Image,
390
+ mimeType: "image/png"
529
391
  }
392
+ // {
393
+ // type: 'image',
394
+ // image: {
395
+ // source: {
396
+ // filename: 'graph.png',
397
+ // data: `data:image/png;base64,${base64Image}`,
398
+ // },
399
+ // },
400
+ // mimeType: 'image/png',
401
+ // },
530
402
  ]
531
403
  };
532
404
  } catch (error) {
@@ -534,7 +406,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
534
406
  content: [
535
407
  {
536
408
  type: "text",
537
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
409
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
538
410
  uri: "getStockGraph"
539
411
  }
540
412
  ],
@@ -572,48 +444,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
572
444
  bid: point.bid,
573
445
  offer: point.offer,
574
446
  spread: point.spread,
575
- volume: point.volume,
576
- trade: point.trade,
577
- indexValue: point.indexValue,
578
- openingPrice: point.openingPrice,
579
- closingPrice: point.closingPrice,
580
- settlementPrice: point.settlementPrice,
581
- tradingSessionHighPrice: point.tradingSessionHighPrice,
582
- tradingSessionLowPrice: point.tradingSessionLowPrice,
583
- vwap: point.vwap,
584
- imbalance: point.imbalance,
585
- openInterest: point.openInterest,
586
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
587
- simulatedSellPrice: point.simulatedSellPrice,
588
- simulatedBuyPrice: point.simulatedBuyPrice,
589
- marginRate: point.marginRate,
590
- midPrice: point.midPrice,
591
- emptyBook: point.emptyBook,
592
- settleHighPrice: point.settleHighPrice,
593
- settleLowPrice: point.settleLowPrice,
594
- priorSettlePrice: point.priorSettlePrice,
595
- sessionHighBid: point.sessionHighBid,
596
- sessionLowOffer: point.sessionLowOffer,
597
- earlyPrices: point.earlyPrices,
598
- auctionClearingPrice: point.auctionClearingPrice,
599
- swapValueFactor: point.swapValueFactor,
600
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
601
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
602
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
603
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
604
- fixingPrice: point.fixingPrice,
605
- cashRate: point.cashRate,
606
- recoveryRate: point.recoveryRate,
607
- recoveryRateForLong: point.recoveryRateForLong,
608
- recoveryRateForShort: point.recoveryRateForShort,
609
- marketBid: point.marketBid,
610
- marketOffer: point.marketOffer,
611
- shortSaleMinPrice: point.shortSaleMinPrice,
612
- previousClosingPrice: point.previousClosingPrice,
613
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
614
- dailyFinancingValue: point.dailyFinancingValue,
615
- accruedFinancingValue: point.accruedFinancingValue,
616
- twap: point.twap
447
+ volume: point.volume
617
448
  }))
618
449
  },
619
450
  null,
@@ -628,7 +459,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
628
459
  content: [
629
460
  {
630
461
  type: "text",
631
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
462
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
632
463
  uri: "getStockPriceHistory"
633
464
  }
634
465
  ],
@@ -736,7 +567,7 @@ Parameters verified:
736
567
  - Symbol: ${args.symbol}
737
568
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
738
569
 
739
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
570
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
740
571
  uri: "verifyOrder"
741
572
  }
742
573
  ]
@@ -935,285 +766,9 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
935
766
  getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
936
767
  });
937
768
 
938
- // src/utils/messageHandler.ts
939
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
940
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
941
- parser.logger.log({
942
- level: "info",
943
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
944
- });
945
- const msgType = message.messageType;
946
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
947
- const symbol = message.getField(Fields3.Symbol)?.value;
948
- parser.logger.log({
949
- level: "info",
950
- message: `Processing market data for symbol: ${symbol}`
951
- });
952
- const fixJson = message.toFIXJSON();
953
- const entries = fixJson.Body?.NoMDEntries || [];
954
- parser.logger.log({
955
- level: "info",
956
- message: `Found ${entries.length} market data entries`
957
- });
958
- const data = {
959
- timestamp: Date.now(),
960
- bid: 0,
961
- offer: 0,
962
- spread: 0,
963
- volume: 0,
964
- trade: 0,
965
- indexValue: 0,
966
- openingPrice: 0,
967
- closingPrice: 0,
968
- settlementPrice: 0,
969
- tradingSessionHighPrice: 0,
970
- tradingSessionLowPrice: 0,
971
- vwap: 0,
972
- imbalance: 0,
973
- openInterest: 0,
974
- compositeUnderlyingPrice: 0,
975
- simulatedSellPrice: 0,
976
- simulatedBuyPrice: 0,
977
- marginRate: 0,
978
- midPrice: 0,
979
- emptyBook: 0,
980
- settleHighPrice: 0,
981
- settleLowPrice: 0,
982
- priorSettlePrice: 0,
983
- sessionHighBid: 0,
984
- sessionLowOffer: 0,
985
- earlyPrices: 0,
986
- auctionClearingPrice: 0,
987
- swapValueFactor: 0,
988
- dailyValueAdjustmentForLongPositions: 0,
989
- cumulativeValueAdjustmentForLongPositions: 0,
990
- dailyValueAdjustmentForShortPositions: 0,
991
- cumulativeValueAdjustmentForShortPositions: 0,
992
- fixingPrice: 0,
993
- cashRate: 0,
994
- recoveryRate: 0,
995
- recoveryRateForLong: 0,
996
- recoveryRateForShort: 0,
997
- marketBid: 0,
998
- marketOffer: 0,
999
- shortSaleMinPrice: 0,
1000
- previousClosingPrice: 0,
1001
- thresholdLimitPriceBanding: 0,
1002
- dailyFinancingValue: 0,
1003
- accruedFinancingValue: 0,
1004
- twap: 0
1005
- };
1006
- for (const entry of entries) {
1007
- const entryType = entry.MDEntryType;
1008
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1009
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1010
- if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
1011
- parser.logger.log({
1012
- level: "info",
1013
- message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
1014
- });
1015
- }
1016
- switch (entryType) {
1017
- case MDEntryType2.Bid:
1018
- data.bid = price;
1019
- break;
1020
- case MDEntryType2.Offer:
1021
- data.offer = price;
1022
- break;
1023
- case MDEntryType2.Trade:
1024
- data.trade = price;
1025
- break;
1026
- case MDEntryType2.IndexValue:
1027
- data.indexValue = price;
1028
- break;
1029
- case MDEntryType2.OpeningPrice:
1030
- data.openingPrice = price;
1031
- break;
1032
- case MDEntryType2.ClosingPrice:
1033
- data.closingPrice = price;
1034
- break;
1035
- case MDEntryType2.SettlementPrice:
1036
- data.settlementPrice = price;
1037
- break;
1038
- case MDEntryType2.TradingSessionHighPrice:
1039
- data.tradingSessionHighPrice = price;
1040
- break;
1041
- case MDEntryType2.TradingSessionLowPrice:
1042
- data.tradingSessionLowPrice = price;
1043
- break;
1044
- case MDEntryType2.VWAP:
1045
- data.vwap = price;
1046
- break;
1047
- case MDEntryType2.Imbalance:
1048
- data.imbalance = size;
1049
- break;
1050
- case MDEntryType2.TradeVolume:
1051
- data.volume = size;
1052
- break;
1053
- case MDEntryType2.OpenInterest:
1054
- data.openInterest = size;
1055
- break;
1056
- case MDEntryType2.CompositeUnderlyingPrice:
1057
- data.compositeUnderlyingPrice = price;
1058
- break;
1059
- case MDEntryType2.SimulatedSellPrice:
1060
- data.simulatedSellPrice = price;
1061
- break;
1062
- case MDEntryType2.SimulatedBuyPrice:
1063
- data.simulatedBuyPrice = price;
1064
- break;
1065
- case MDEntryType2.MarginRate:
1066
- data.marginRate = price;
1067
- break;
1068
- case MDEntryType2.MidPrice:
1069
- data.midPrice = price;
1070
- break;
1071
- case MDEntryType2.EmptyBook:
1072
- data.emptyBook = 1;
1073
- break;
1074
- case MDEntryType2.SettleHighPrice:
1075
- data.settleHighPrice = price;
1076
- break;
1077
- case MDEntryType2.SettleLowPrice:
1078
- data.settleLowPrice = price;
1079
- break;
1080
- case MDEntryType2.PriorSettlePrice:
1081
- data.priorSettlePrice = price;
1082
- break;
1083
- case MDEntryType2.SessionHighBid:
1084
- data.sessionHighBid = price;
1085
- break;
1086
- case MDEntryType2.SessionLowOffer:
1087
- data.sessionLowOffer = price;
1088
- break;
1089
- case MDEntryType2.EarlyPrices:
1090
- data.earlyPrices = price;
1091
- break;
1092
- case MDEntryType2.AuctionClearingPrice:
1093
- data.auctionClearingPrice = price;
1094
- break;
1095
- case MDEntryType2.SwapValueFactor:
1096
- data.swapValueFactor = price;
1097
- break;
1098
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1099
- data.dailyValueAdjustmentForLongPositions = price;
1100
- break;
1101
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1102
- data.cumulativeValueAdjustmentForLongPositions = price;
1103
- break;
1104
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1105
- data.dailyValueAdjustmentForShortPositions = price;
1106
- break;
1107
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1108
- data.cumulativeValueAdjustmentForShortPositions = price;
1109
- break;
1110
- case MDEntryType2.FixingPrice:
1111
- data.fixingPrice = price;
1112
- break;
1113
- case MDEntryType2.CashRate:
1114
- data.cashRate = price;
1115
- break;
1116
- case MDEntryType2.RecoveryRate:
1117
- data.recoveryRate = price;
1118
- break;
1119
- case MDEntryType2.RecoveryRateForLong:
1120
- data.recoveryRateForLong = price;
1121
- break;
1122
- case MDEntryType2.RecoveryRateForShort:
1123
- data.recoveryRateForShort = price;
1124
- break;
1125
- case MDEntryType2.MarketBid:
1126
- data.marketBid = price;
1127
- break;
1128
- case MDEntryType2.MarketOffer:
1129
- data.marketOffer = price;
1130
- break;
1131
- case MDEntryType2.ShortSaleMinPrice:
1132
- data.shortSaleMinPrice = price;
1133
- break;
1134
- case MDEntryType2.PreviousClosingPrice:
1135
- data.previousClosingPrice = price;
1136
- break;
1137
- case MDEntryType2.ThresholdLimitPriceBanding:
1138
- data.thresholdLimitPriceBanding = price;
1139
- break;
1140
- case MDEntryType2.DailyFinancingValue:
1141
- data.dailyFinancingValue = price;
1142
- break;
1143
- case MDEntryType2.AccruedFinancingValue:
1144
- data.accruedFinancingValue = price;
1145
- break;
1146
- case MDEntryType2.TWAP:
1147
- data.twap = price;
1148
- break;
1149
- }
1150
- }
1151
- data.spread = data.offer - data.bid;
1152
- if (!marketDataPrices.has(symbol)) {
1153
- parser.logger.log({
1154
- level: "info",
1155
- message: `Creating new price history array for symbol: ${symbol}`
1156
- });
1157
- marketDataPrices.set(symbol, []);
1158
- }
1159
- const prices = marketDataPrices.get(symbol);
1160
- prices.push(data);
1161
- parser.logger.log({
1162
- level: "info",
1163
- message: `Updated price history for ${symbol}. Current size: ${prices.length}`
1164
- });
1165
- if (prices.length > maxPriceHistory) {
1166
- prices.splice(0, prices.length - maxPriceHistory);
1167
- parser.logger.log({
1168
- level: "info",
1169
- message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
1170
- });
1171
- }
1172
- onPriceUpdate?.(symbol, data);
1173
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1174
- if (mdReqID) {
1175
- const callback = pendingRequests.get(mdReqID);
1176
- if (callback) {
1177
- callback(message);
1178
- pendingRequests.delete(mdReqID);
1179
- parser.logger.log({
1180
- level: "info",
1181
- message: `Resolved market data request for ID: ${mdReqID}`
1182
- });
1183
- }
1184
- }
1185
- } else if (msgType === Messages3.ExecutionReport) {
1186
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1187
- const callback = pendingRequests.get(reqId);
1188
- if (callback) {
1189
- callback(message);
1190
- pendingRequests.delete(reqId);
1191
- }
1192
- }
1193
- }
1194
-
1195
769
  // src/MCPLocal.ts
1196
- var MCPLocal = class extends MCPBase {
1197
- /**
1198
- * Map to store verified orders before execution
1199
- * @private
1200
- */
1201
- verifiedOrders = /* @__PURE__ */ new Map();
1202
- /**
1203
- * Map to store pending requests and their callbacks
1204
- * @private
1205
- */
1206
- pendingRequests = /* @__PURE__ */ new Map();
1207
- /**
1208
- * Map to store market data prices for each symbol
1209
- * @private
1210
- */
1211
- marketDataPrices = /* @__PURE__ */ new Map();
1212
- /**
1213
- * Maximum number of price history entries to keep per symbol
1214
- * @private
1215
- */
1216
- MAX_PRICE_HISTORY = 1e5;
770
+ var MCPLocal = class {
771
+ parser;
1217
772
  server = new Server(
1218
773
  {
1219
774
  name: "fixparser",
@@ -1235,13 +790,90 @@ var MCPLocal = class extends MCPBase {
1235
790
  }
1236
791
  );
1237
792
  transport = new StdioServerTransport();
793
+ onReady = void 0;
794
+ pendingRequests = /* @__PURE__ */ new Map();
795
+ verifiedOrders = /* @__PURE__ */ new Map();
796
+ marketDataPrices = /* @__PURE__ */ new Map();
797
+ MAX_PRICE_HISTORY = 1e5;
798
+ // Maximum number of price points to store per symbol
1238
799
  constructor({ logger, onReady }) {
1239
- super({ logger, onReady });
800
+ if (onReady) this.onReady = onReady;
1240
801
  }
1241
802
  async register(parser) {
1242
803
  this.parser = parser;
1243
804
  this.parser.addOnMessageCallback((message) => {
1244
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
805
+ this.parser?.logger.log({
806
+ level: "info",
807
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
808
+ });
809
+ const msgType = message.messageType;
810
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
811
+ this.parser?.logger.log({
812
+ level: "info",
813
+ message: `MCP Server handling message type: ${msgType}`
814
+ });
815
+ let id;
816
+ if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
817
+ const symbol = message.getField(Fields3.Symbol);
818
+ const entryType = message.getField(Fields3.MDEntryType);
819
+ const price = message.getField(Fields3.MDEntryPx);
820
+ const size = message.getField(Fields3.MDEntrySize);
821
+ const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
822
+ if (symbol?.value && price?.value) {
823
+ const symbolStr = String(symbol.value);
824
+ const priceNum = Number(price.value);
825
+ const sizeNum = size?.value ? Number(size.value) : 0;
826
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
827
+ const lastEntry = priceHistory[priceHistory.length - 1] || {
828
+ timestamp: 0,
829
+ bid: 0,
830
+ offer: 0,
831
+ spread: 0,
832
+ volume: 0
833
+ };
834
+ const newEntry = {
835
+ timestamp: Number(timestamp),
836
+ bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
837
+ offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
838
+ spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
839
+ volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
840
+ };
841
+ priceHistory.push(newEntry);
842
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
843
+ priceHistory.shift();
844
+ }
845
+ this.marketDataPrices.set(symbolStr, priceHistory);
846
+ this.parser?.logger.log({
847
+ level: "info",
848
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
849
+ });
850
+ this.server.notification({
851
+ method: "priceUpdate",
852
+ params: {
853
+ symbol: symbolStr,
854
+ ...newEntry
855
+ }
856
+ });
857
+ }
858
+ }
859
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
860
+ const mdReqID = message.getField(Fields3.MDReqID);
861
+ if (mdReqID) id = String(mdReqID.value);
862
+ } else if (msgType === Messages3.ExecutionReport) {
863
+ const clOrdID = message.getField(Fields3.ClOrdID);
864
+ if (clOrdID) id = String(clOrdID.value);
865
+ } else if (msgType === Messages3.Reject) {
866
+ const refSeqNum = message.getField(Fields3.RefSeqNum);
867
+ if (refSeqNum) id = String(refSeqNum.value);
868
+ }
869
+ if (id) {
870
+ const callback = this.pendingRequests.get(id);
871
+ if (callback) {
872
+ callback(message);
873
+ this.pendingRequests.delete(id);
874
+ }
875
+ }
876
+ }
1245
877
  });
1246
878
  this.addWorkflows();
1247
879
  await this.server.connect(this.transport);
@@ -1256,15 +888,18 @@ var MCPLocal = class extends MCPBase {
1256
888
  if (!this.server) {
1257
889
  return;
1258
890
  }
1259
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1260
- return {
1261
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1262
- name,
1263
- description,
1264
- inputSchema: schema
1265
- }))
1266
- };
1267
- });
891
+ this.server.setRequestHandler(
892
+ z.object({ method: z.literal("tools/list") }),
893
+ async (request, extra) => {
894
+ return {
895
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
896
+ name,
897
+ description,
898
+ inputSchema: schema
899
+ }))
900
+ };
901
+ }
902
+ );
1268
903
  this.server.setRequestHandler(
1269
904
  z.object({
1270
905
  method: z.literal("tools/call"),
@@ -1276,7 +911,7 @@ var MCPLocal = class extends MCPBase {
1276
911
  }).optional()
1277
912
  })
1278
913
  }),
1279
- async (request) => {
914
+ async (request, extra) => {
1280
915
  const { name, arguments: args } = request.params;
1281
916
  const toolHandlers = createToolHandlers(
1282
917
  this.parser,