fixparser-plugin-mcp 9.1.7-f34f63d7 → 9.1.7-f3af791d

package/build-examples/esm/example_mcp_local.mjs

@@ -1,7 +1,16 @@
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+import{EncryptMethod as W,FIXParser as Q,Field as S,Fields as O,LicenseManager as U,Messages as K,ResetSeqNumFlag as _}from"fixparser";var E=class{format;useStderr;constructor({format:r="json",useStderr:i=!1}){this.format=r,this.useStderr=i}configure(r){this.format=r.format||"json",r.useStderr!==void 0&&(this.useStderr=r.useStderr)}async send(r){let i=this.useStderr?console.error:console.log;if(this.format==="json")i(JSON.stringify(r));else if(this.format==="jsonrpc"){let{message:e,...t}=r,o={jsonrpc:"2.0",method:r.level,params:{message:e,...t},id:r.id||Date.now()};i(JSON.stringify(o))}else{let{name:e,id:t,message:o,level:n,...l}=r,p=Object.entries(l).map(([T,f])=>`${T}: ${f}`),a="";e&&(a+=`${e} `),a+=`${t}: ${o}`,i(a,p.join(", "))}}async flush(){}async close(){}status(){return"connected"}};import{Server as M}from"@modelcontextprotocol/sdk/server/index.js";import{StdioServerTransport as R}from"@modelcontextprotocol/sdk/server/stdio.js";import{Fields as h,MDEntryType as F,Messages as y}from"fixparser";import{z as g}from"zod";import{Field as u,Fields as m,MDEntryType as v,Messages as w}from"fixparser";import N from"quickchart-js";import{Field as c,Fields as d,Messages as D}from"fixparser";var C={parse:{description:"Parses a FIX message and describes it in plain language",schema:{type:"object",properties:{fixString:{type:"string"}},required:["fixString"]}},parseToJSON:{description:"Parses a FIX message into JSON",schema:{type:"object",properties:{fixString:{type:"string"}},required:["fixString"]}},verifyOrder:{description:"Verifies order parameters before execution. verifyOrder must be called before executeOrder.",schema:{type:"object",properties:{clOrdID:{type:"string"},handlInst:{type:"string",enum:["1","2","3"],description:"Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"},quantity:{type:"string"},price:{type:"string"},ordType:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","P","Q","R","S"],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"},side:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H"],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"},symbol:{type:"string"},timeInForce:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C"],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"}},required:["clOrdID","handlInst","quantity","price","ordType","side","symbol","timeInForce"]}},executeOrder:{description:"Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",schema:{type:"object",properties:{clOrdID:{type:"string"},handlInst:{type:"string",enum:["1","2","3"],description:"Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"},quantity:{type:"string"},price:{type:"string"},ordType:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","P","Q","R","S"],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"},side:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H"],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"},symbol:{type:"string"},timeInForce:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C"],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"}},required:["clOrdID","handlInst","quantity","price","ordType","side","symbol","timeInForce"]}},marketDataRequest:{description:"Requests market data for specified symbols",schema:{type:"object",properties:{mdUpdateType:{type:"string",enum:["0","1"],description:"Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"},symbols:{type:"array",items:{type:"string"}},mdReqID:{type:"string"},subscriptionRequestType:{type:"string",enum:["0","1","2"],description:"Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"},mdEntryTypes:{type:"array",items:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","N","O","P","Q","R","S","T","U","V","W","X","Y","Z"]},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"}},required:["mdUpdateType","symbols","mdReqID","subscriptionRequestType"]}},getStockGraph:{description:"Generates a price chart for a given symbol",schema:{type:"object",properties:{symbol:{type:"string"}},required:["symbol"]}},getStockPriceHistory:{description:"Returns price history for a given symbol",schema:{type:"object",properties:{symbol:{type:"string"}},required:["symbol"]}}},k=(r,i)=>async e=>{try{let t=new Promise(a=>{i.set(e.mdReqID,a)}),o=e.mdEntryTypes||[v.Bid,v.Offer,v.TradeVolume],n=[new u(m.MsgType,w.MarketDataRequest),new u(m.SenderCompID,r.sender),new u(m.MsgSeqNum,r.getNextTargetMsgSeqNum()),new u(m.TargetCompID,r.target),new u(m.SendingTime,r.getTimestamp()),new u(m.MDReqID,e.mdReqID),new u(m.SubscriptionRequestType,e.subscriptionRequestType),new u(m.MarketDepth,0),new u(m.MDUpdateType,e.mdUpdateType)];n.push(new u(m.NoRelatedSym,e.symbols.length)),e.symbols.forEach(a=>{n.push(new u(m.Symbol,a))}),n.push(new u(m.NoMDEntryTypes,o.length)),o.forEach(a=>{n.push(new u(m.MDEntryType,a))});let l=r.createMessage(...n);if(!r.connected)return{content:[{type:"text",text:"Error: Not connected. Ignoring message.",uri:"marketDataRequest"}],isError:!0};r.send(l);let p=await t;return{content:[{type:"text",text:`Market data for ${e.symbols.join(", ")}: ${JSON.stringify(p.toFIXJSON())}`,uri:"marketDataRequest"}]}}catch(t){return{content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to request market data"}`,uri:"marketDataRequest"}],isError:!0}}},L=r=>async i=>{try{let e=i.symbol,t=r.get(e)||[];if(t.length===0)return{content:[{type:"text",text:`No price data available for ${e}`,uri:"getStockGraph"}]};let o=new N;o.setWidth(600),o.setHeight(300);let n=t.map(s=>new Date(s.timestamp).toLocaleTimeString()),l=t.map(s=>s.bid),p=t.map(s=>s.offer),a=t.map(s=>s.spread),T=t.map(s=>s.volume),f={type:"line",data:{labels:n,datasets:[{label:"Bid",data:l,borderColor:"#28a745",backgroundColor:"rgba(40, 167, 69, 0.1)",fill:!1,tension:.4},{label:"Offer",data:p,borderColor:"#dc3545",backgroundColor:"rgba(220, 53, 69, 0.1)",fill:!1,tension:.4},{label:"Spread",data:a,borderColor:"#6c757d",backgroundColor:"rgba(108, 117, 125, 0.1)",fill:!1,tension:.4},{label:"Volume",data:T,borderColor:"#007bff",backgroundColor:"rgba(0, 123, 255, 0.1)",fill:!0,tension:.4}]},options:{responsive:!0,plugins:{title:{display:!0,text:`${e} Market Data`}},scales:{y:{beginAtZero:!1}}}};return o.setConfig(f),{content:[{type:"image",image:{source:{data:(await o.toBinary()).toString("base64")}},uri:"getStockGraph",mimeType:"image/png"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to generate chart"}`,uri:"getStockGraph"}],isError:!0}}},A=r=>async i=>{try{let e=i.symbol,t=r.get(e)||[];return t.length===0?{content:[{type:"text",text:`No price data available for ${e}`,uri:"getStockPriceHistory"}]}:{content:[{type:"text",text:JSON.stringify({symbol:e,count:t.length,data:t.map(o=>({timestamp:new Date(o.timestamp).toISOString(),bid:o.bid,offer:o.offer,spread:o.spread,volume:o.volume}))},null,2),uri:"getStockPriceHistory"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to get stock price history"}`,uri:"getStockPriceHistory"}],isError:!0}}},q={1:"Market",2:"Limit",3:"Stop",4:"StopLimit",5:"MarketOnClose",6:"WithOrWithout",7:"LimitOrBetter",8:"LimitWithOrWithout",9:"OnBasis",A:"OnClose",B:"LimitOnClose",C:"ForexMarket",D:"PreviouslyQuoted",E:"PreviouslyIndicated",F:"ForexLimit",G:"ForexSwap",H:"ForexPreviouslyQuoted",I:"Funari",J:"MarketIfTouched",K:"MarketWithLeftOverAsLimit",L:"PreviousFundValuationPoint",M:"NextFundValuationPoint",P:"Pegged",Q:"CounterOrderSelection",R:"StopOnBidOrOffer",S:"StopLimitOnBidOrOffer"},B={1:"Buy",2:"Sell",3:"BuyMinus",4:"SellPlus",5:"SellShort",6:"SellShortExempt",7:"Undisclosed",8:"Cross",9:"CrossShort",A:"CrossShortExempt",B:"AsDefined",C:"Opposite",D:"Subscribe",E:"Redeem",F:"Lend",G:"Borrow",H:"SellUndisclosed"},G={0:"Day",1:"GoodTillCancel",2:"AtTheOpening",3:"ImmediateOrCancel",4:"FillOrKill",5:"GoodTillCrossing",6:"GoodTillDate",7:"AtTheClose",8:"GoodThroughCrossing",9:"AtCrossing",A:"GoodForTime",B:"GoodForAuction",C:"GoodForMonth"},H={1:"AutomatedExecutionNoIntervention",2:"AutomatedExecutionInterventionOK",3:"ManualOrder"},$=(r,i)=>async e=>{try{return i.set(e.clOrdID,{clOrdID:e.clOrdID,handlInst:e.handlInst,quantity:Number.parseFloat(String(e.quantity)),price:Number.parseFloat(String(e.price)),ordType:e.ordType,side:e.side,symbol:e.symbol,timeInForce:e.timeInForce}),{content:[{type:"text",text:`VERIFICATION: All parameters valid. Ready to proceed with order execution.
+                            
+Parameters verified:
+- ClOrdID: ${e.clOrdID}
+- HandlInst: ${e.handlInst} (${H[e.handlInst]})
+- Quantity: ${e.quantity}
+- Price: ${e.price}
+- OrdType: ${e.ordType} (${q[e.ordType]})
+- Side: ${e.side} (${B[e.side]})
+- Symbol: ${e.symbol}
+- TimeInForce: ${e.timeInForce} (${G[e.timeInForce]})
+
+To execute this order, call the executeOrder tool with these exact same parameters.`,uri:"verifyOrder"}]}}catch(t){return{content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to verify order parameters"}`,uri:"verifyOrder"}],isError:!0}}},j=(r,i,e)=>async t=>{try{let o=i.get(t.clOrdID);if(!o)return{content:[{type:"text",text:`Error: Order ${t.clOrdID} has not been verified. Please call verifyOrder first.`,uri:"executeOrder"}],isError:!0};if(o.handlInst!==t.handlInst||o.quantity!==Number.parseFloat(String(t.quantity))||o.price!==Number.parseFloat(String(t.price))||o.ordType!==t.ordType||o.side!==t.side||o.symbol!==t.symbol||o.timeInForce!==t.timeInForce)return{content:[{type:"text",text:"Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",uri:"executeOrder"}],isError:!0};let n=new Promise(a=>{e.set(t.clOrdID,a)}),l=r.createMessage(new c(d.MsgType,D.NewOrderSingle),new c(d.MsgSeqNum,r.getNextTargetMsgSeqNum()),new c(d.SenderCompID,r.sender),new c(d.TargetCompID,r.target),new c(d.SendingTime,r.getTimestamp()),new c(d.ClOrdID,t.clOrdID),new c(d.Side,t.side),new c(d.Symbol,t.symbol),new c(d.OrderQty,Number.parseFloat(String(t.quantity))),new c(d.Price,Number.parseFloat(String(t.price))),new c(d.OrdType,t.ordType),new c(d.HandlInst,t.handlInst),new c(d.TimeInForce,t.timeInForce),new c(d.TransactTime,r.getTimestamp()));if(!r.connected)return{content:[{type:"text",text:"Error: Not connected. Ignoring message.",uri:"executeOrder"}],isError:!0};r.send(l);let p=await n;return i.delete(t.clOrdID),{content:[{type:"text",text:p.messageType===D.Reject?`Reject message for order ${t.clOrdID}: ${JSON.stringify(p.toFIXJSON())}`:`Execution Report for order ${t.clOrdID}: ${JSON.stringify(p.toFIXJSON())}`,uri:"executeOrder"}]}}catch(o){return{content:[{type:"text",text:`Error: ${o instanceof Error?o.message:"Failed to execute order"}`,uri:"executeOrder"}],isError:!0}}},J=r=>async i=>{try{let e=r.parse(i.fixString);return!e||e.length===0?{content:[{type:"text",text:"Error: Failed to parse FIX string",uri:"parse"}],isError:!0}:{content:[{type:"text",text:`${e[0].description}
+${e[0].messageTypeDescription}`,uri:"parse"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to parse FIX string"}`,uri:"parse"}],isError:!0}}},X=r=>async i=>{try{let e=r.parse(i.fixString);return!e||e.length===0?{content:[{type:"text",text:"Error: Failed to parse FIX string",uri:"parseToJSON"}],isError:!0}:{content:[{type:"text",text:`${e[0].toFIXJSON()}`,uri:"parseToJSON"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to parse FIX string"}`,uri:"parseToJSON"}],isError:!0}}},V=(r,i,e,t)=>({parse:J(r),parseToJSON:X(r),verifyOrder:$(r,i),executeOrder:j(r,i,e),marketDataRequest:k(r,e),getStockGraph:L(t),getStockPriceHistory:A(t)}),P=class{parser;server=new M({name:"fixparser",version:"1.0.0"},{capabilities:{tools:Object.entries(C).reduce((r,[i,{description:e,schema:t}])=>(r[i]={description:e,parameters:t},r),{})}});transport=new R;onReady=void 0;pendingRequests=new Map;verifiedOrders=new Map;marketDataPrices=new Map;MAX_PRICE_HISTORY=1e5;constructor({logger:r,onReady:i}){i&&(this.onReady=i)}async register(r){this.parser=r,this.parser.addOnMessageCallback(i=>{this.parser?.logger.log({level:"info",message:`MCP Server received message: ${i.messageType}: ${i.description}`});let e=i.messageType;if(e===y.MarketDataSnapshotFullRefresh||e===y.ExecutionReport||e===y.Reject||e===y.MarketDataIncrementalRefresh){this.parser?.logger.log({level:"info",message:`MCP Server handling message type: ${e}`});let t;if(e===y.MarketDataIncrementalRefresh||e===y.MarketDataSnapshotFullRefresh){let o=i.getField(h.Symbol),n=i.getField(h.MDEntryType),l=i.getField(h.MDEntryPx),p=i.getField(h.MDEntrySize),a=i.getField(h.MDEntryTime)?.value||Date.now();if(o?.value&&l?.value){let T=String(o.value),f=Number(l.value),b=p?.value?Number(p.value):0,I=this.marketDataPrices.get(T)||[],s=I[I.length-1]||{timestamp:0,bid:0,offer:0,spread:0,volume:0},x={timestamp:Number(a),bid:n?.value===F.Bid?f:s.bid,offer:n?.value===F.Offer?f:s.offer,spread:n?.value===F.Offer?f-s.bid:n?.value===F.Bid?s.offer-f:s.spread,volume:n?.value===F.TradeVolume?b:s.volume};I.push(x),I.length>this.MAX_PRICE_HISTORY&&I.shift(),this.marketDataPrices.set(T,I),this.parser?.logger.log({level:"info",message:`MCP Server added ${o}: ${JSON.stringify(x)}`}),this.server.notification({method:"priceUpdate",params:{symbol:T,...x}})}}if(e===y.MarketDataSnapshotFullRefresh){let o=i.getField(h.MDReqID);o&&(t=String(o.value))}else if(e===y.ExecutionReport){let o=i.getField(h.ClOrdID);o&&(t=String(o.value))}else if(e===y.Reject){let o=i.getField(h.RefSeqNum);o&&(t=String(o.value))}if(t){let o=this.pendingRequests.get(t);o&&(o(i),this.pendingRequests.delete(t))}}}),this.addWorkflows(),await this.server.connect(this.transport),this.onReady&&this.onReady()}addWorkflows(){this.parser&&this.server&&(this.server.setRequestHandler(g.object({method:g.literal("tools/list")}),async(r,i)=>({tools:Object.entries(C).map(([e,{description:t,schema:o}])=>({name:e,description:t,inputSchema:o}))})),this.server.setRequestHandler(g.object({method:g.literal("tools/call"),params:g.object({name:g.string(),arguments:g.any(),_meta:g.object({progressToken:g.number()}).optional()})}),async(r,i)=>{let{name:e,arguments:t}=r.params,n=V(this.parser,this.verifiedOrders,this.pendingRequests,this.marketDataPrices)[e];if(!n)return{content:[{type:"text",text:`Tool not found: ${e}`,uri:e}],isError:!0};let l=await n(t);return{content:l.content,isError:l.isError}}),process.on("SIGINT",async()=>{await this.server.close(),process.exit(0)}))}};var z=async()=>{await U.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);let r=process.env.FIXPARSER_SENDER||"SENDER",i=process.env.FIXPARSER_TARGET||"TARGET",e=new Q({logging:!0,logOptions:{level:"info",format:"jsonrpc",transport:new E({format:"jsonrpc"})},plugins:[new P({port:3099,onReady:()=>{}})]}),t=()=>{let n=e.createMessage(new S(O.MsgType,K.Logon),new S(O.MsgSeqNum,e.getNextTargetMsgSeqNum()),new S(O.SenderCompID,r),new S(O.SendingTime,e.getTimestamp()),new S(O.TargetCompID,i),new S(O.ResetSeqNumFlag,_.Yes),new S(O.EncryptMethod,W.None),new S(O.HeartBtInt,10));e.send(n)},o={host:process.env.FIXPARSER_HOST||"10.0.1.42",port:process.env.FIXPARSER_PORT?Number.parseInt(process.env.FIXPARSER_PORT,10):5001,protocol:"tcp",sender:r,target:i,fixVersion:"FIX.4.4",onOpen:()=>{e.logger.log({level:"info",message:"FIXParser logging in..."}),t()},onClose:()=>{e.logger.log({level:"info",message:"FIXParser disconnected. Reconnecting in 1 second..."}),setTimeout(()=>{e.connect(o)},1e3)}};e.connect(o)};z().catch(r=>console.error("Error initializing server:",r));
 //# sourceMappingURL=example_mcp_local.mjs.map