fixparser-plugin-mcp 9.1.7-fe71108a → 9.1.7-ff7241ee

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.
Files changed (10) hide show
  1. package/build/cjs/MCPLocal.js +1302 -540
  2. package/build/cjs/MCPLocal.js.map +2 -2
  3. package/build/esm/MCPLocal.mjs +1302 -546
  4. package/build/esm/MCPLocal.mjs.map +2 -2
  5. package/build-examples/cjs/example_mcp_local.js +62 -4
  6. package/build-examples/cjs/example_mcp_local.js.map +4 -4
  7. package/build-examples/esm/example_mcp_local.mjs +62 -4
  8. package/build-examples/esm/example_mcp_local.mjs.map +4 -4
  9. package/package.json +4 -5
  10. package/types/MCPLocal.d.ts +3 -0
package/build/esm/MCPLocal.mjs CHANGED
@@ -1,179 +1,106 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
- import {
5
- CallToolRequestSchema,
6
- GetPromptRequestSchema,
7
- ListPromptsRequestSchema,
8
- ListResourcesRequestSchema,
9
- ListToolsRequestSchema
10
- } from "@modelcontextprotocol/sdk/types.js";
11
4
  import { Field, Fields, Messages } from "fixparser";
12
- var parseInputSchema = {
13
- type: "object",
14
- properties: {
15
- fixString: {
16
- type: "string",
17
- description: "FIX message string to parse"
18
- }
19
- },
20
- required: ["fixString"]
21
- };
22
- var parseToJSONInputSchema = {
23
- type: "object",
24
- properties: {
25
- fixString: {
26
- type: "string",
27
- description: "FIX message string to parse"
28
- }
29
- },
30
- required: ["fixString"]
31
- };
32
- var newOrderSingleInputSchema = {
33
- type: "object",
34
- properties: {
35
- clOrdID: {
36
- type: "string",
37
- description: "Client Order ID"
38
- },
39
- handlInst: {
40
- type: "string",
41
- enum: ["1", "2", "3"],
42
- description: 'Handling instruction (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Manual, "2" for Automated, "3" for AutomatedNoIntervention)'
43
- },
44
- quantity: {
45
- type: "number",
46
- description: "Order quantity"
47
- },
48
- price: {
49
- type: "number",
50
- description: "Order price"
51
- },
52
- ordType: {
53
- type: "string",
54
- enum: [
55
- "1",
56
- "2",
57
- "3",
58
- "4",
59
- "5",
60
- "6",
61
- "7",
62
- "8",
63
- "9",
64
- "A",
65
- "B",
66
- "C",
67
- "D",
68
- "E",
69
- "F",
70
- "G",
71
- "H",
72
- "I",
73
- "J",
74
- "K",
75
- "L",
76
- "M",
77
- "P",
78
- "Q",
79
- "R",
80
- "S"
81
- ],
82
- description: 'Order type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Market, "2" for Limit, "3" for Stop)'
83
- },
84
- side: {
85
- type: "string",
86
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
87
- description: 'Order side (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Buy, "2" for Sell, "3" for BuyMinus, "4" for SellPlus, "5" for SellShort, "6" for SellShortExempt, "7" for Undisclosed, "8" for Cross, "9" for CrossShort, "A" for CrossShortExempt, "B" for AsDefined, "C" for Opposite, "D" for Subscribe, "E" for Redeem, "F" for Lend, "G" for Borrow, "H" for SellUndisclosed)'
88
- },
89
- symbol: {
90
- type: "string",
91
- description: "Trading symbol"
92
- },
93
- timeInForce: {
94
- type: "string",
95
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
96
- description: 'Time in force (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Day, "1" for Good Till Cancel, "2" for At Opening, "3" for Immediate or Cancel, "4" for Fill or Kill, "5" for Good Till Crossing, "6" for Good Till Date)'
97
- }
98
- },
99
- required: ["clOrdID", "quantity", "price", "side", "symbol", "handlInst", "ordType", "timeInForce"]
100
- };
101
- var marketDataRequestInputSchema = {
102
- type: "object",
103
- properties: {
104
- mdUpdateType: {
105
- type: "string",
106
- enum: ["0", "1"],
107
- description: 'Market data update type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for FullRefresh, "1" for IncrementalRefresh)'
108
- },
109
- symbol: {
110
- type: "string",
111
- description: "Trading symbol"
112
- },
113
- mdReqID: {
114
- type: "string",
115
- description: "Market data request ID"
116
- },
117
- subscriptionRequestType: {
118
- type: "string",
119
- enum: ["0", "1", "2"],
120
- description: 'Subscription request type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe)'
121
- },
122
- mdEntryType: {
123
- type: "string",
124
- enum: [
125
- "0",
126
- "1",
127
- "2",
128
- "3",
129
- "4",
130
- "5",
131
- "6",
132
- "7",
133
- "8",
134
- "9",
135
- "A",
136
- "B",
137
- "C",
138
- "D",
139
- "E",
140
- "F",
141
- "G",
142
- "H",
143
- "J",
144
- "K",
145
- "L",
146
- "M",
147
- "N",
148
- "O",
149
- "P",
150
- "Q",
151
- "S",
152
- "R",
153
- "T",
154
- "U",
155
- "V",
156
- "W",
157
- "X",
158
- "Y",
159
- "Z",
160
- "a",
161
- "b",
162
- "c",
163
- "d",
164
- "e",
165
- "g",
166
- "h",
167
- "i",
168
- "t"
169
- ],
170
- description: 'Market data entry type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price)'
171
- }
172
- },
173
- required: ["symbol", "mdReqID"]
174
- };
5
+ import { z } from "zod";
6
+ var symbolSchema = z.object({
7
+ symbol: z.string()
8
+ });
9
+ var fixStringSchema = z.object({
10
+ fixString: z.string()
11
+ });
12
+ var orderSchema = z.object({
13
+ clOrdID: z.string(),
14
+ handlInst: z.enum(["1", "2", "3"]),
15
+ quantity: z.string(),
16
+ price: z.string(),
17
+ ordType: z.enum([
18
+ "1",
19
+ "2",
20
+ "3",
21
+ "4",
22
+ "5",
23
+ "6",
24
+ "7",
25
+ "8",
26
+ "9",
27
+ "A",
28
+ "B",
29
+ "C",
30
+ "D",
31
+ "E",
32
+ "F",
33
+ "G",
34
+ "H",
35
+ "I",
36
+ "J",
37
+ "K",
38
+ "L",
39
+ "M",
40
+ "P",
41
+ "Q",
42
+ "R",
43
+ "S"
44
+ ]),
45
+ side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
46
+ symbol: z.string(),
47
+ timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
48
+ });
49
+ var marketDataRequestSchema = z.object({
50
+ mdUpdateType: z.enum(["0", "1"]),
51
+ symbols: z.array(z.string()),
52
+ mdReqID: z.string(),
53
+ subscriptionRequestType: z.enum(["0", "1", "2"]),
54
+ mdEntryTypes: z.array(
55
+ z.enum([
56
+ "0",
57
+ "1",
58
+ "2",
59
+ "3",
60
+ "4",
61
+ "5",
62
+ "6",
63
+ "7",
64
+ "8",
65
+ "9",
66
+ "A",
67
+ "B",
68
+ "C",
69
+ "D",
70
+ "E",
71
+ "F",
72
+ "G",
73
+ "H",
74
+ "J",
75
+ "K",
76
+ "L",
77
+ "M",
78
+ "N",
79
+ "O",
80
+ "P",
81
+ "Q",
82
+ "R",
83
+ "S",
84
+ "T",
85
+ "U",
86
+ "V",
87
+ "W",
88
+ "X",
89
+ "Y",
90
+ "Z",
91
+ "a",
92
+ "b",
93
+ "c",
94
+ "d",
95
+ "e",
96
+ "g",
97
+ "h",
98
+ "i",
99
+ "t"
100
+ ])
101
+ )
102
+ });
175
103
  var MCPLocal = class {
176
- // private logger: Logger | undefined;
177
104
  parser;
178
105
  server = new Server(
179
106
  {
@@ -182,43 +109,241 @@ var MCPLocal = class {
182
109
  },
183
110
  {
184
111
  capabilities: {
185
- tools: {},
186
- prompts: {},
187
- resources: {}
112
+ tools: {
113
+ parse: {
114
+ description: "Parses a FIX message and describes it in plain language",
115
+ parameters: {
116
+ type: "object",
117
+ properties: {
118
+ fixString: { type: "string" }
119
+ },
120
+ required: ["fixString"]
121
+ }
122
+ },
123
+ parseToJSON: {
124
+ description: "Parses a FIX message into JSON",
125
+ parameters: {
126
+ type: "object",
127
+ properties: {
128
+ fixString: { type: "string" }
129
+ },
130
+ required: ["fixString"]
131
+ }
132
+ },
133
+ verifyOrder: {
134
+ description: "Verifies order parameters before execution",
135
+ parameters: {
136
+ type: "object",
137
+ properties: {
138
+ clOrdID: { type: "string" },
139
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
140
+ quantity: { type: "string" },
141
+ price: { type: "string" },
142
+ ordType: {
143
+ type: "string",
144
+ enum: [
145
+ "1",
146
+ "2",
147
+ "3",
148
+ "4",
149
+ "5",
150
+ "6",
151
+ "7",
152
+ "8",
153
+ "9",
154
+ "A",
155
+ "B",
156
+ "C",
157
+ "D",
158
+ "E",
159
+ "F",
160
+ "G",
161
+ "H",
162
+ "I",
163
+ "J",
164
+ "K",
165
+ "L",
166
+ "M",
167
+ "P",
168
+ "Q",
169
+ "R",
170
+ "S"
171
+ ]
172
+ },
173
+ side: {
174
+ type: "string",
175
+ enum: [
176
+ "1",
177
+ "2",
178
+ "3",
179
+ "4",
180
+ "5",
181
+ "6",
182
+ "7",
183
+ "8",
184
+ "9",
185
+ "A",
186
+ "B",
187
+ "C",
188
+ "D",
189
+ "E",
190
+ "F",
191
+ "G",
192
+ "H"
193
+ ]
194
+ },
195
+ symbol: { type: "string" },
196
+ timeInForce: {
197
+ type: "string",
198
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
199
+ }
200
+ },
201
+ required: [
202
+ "clOrdID",
203
+ "handlInst",
204
+ "quantity",
205
+ "price",
206
+ "ordType",
207
+ "side",
208
+ "symbol",
209
+ "timeInForce"
210
+ ]
211
+ }
212
+ },
213
+ executeOrder: {
214
+ description: "Executes a verified order",
215
+ parameters: {
216
+ type: "object",
217
+ properties: {
218
+ clOrdID: { type: "string" },
219
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
220
+ quantity: { type: "string" },
221
+ price: { type: "string" },
222
+ ordType: { type: "string" },
223
+ side: { type: "string" },
224
+ symbol: { type: "string" },
225
+ timeInForce: { type: "string" }
226
+ },
227
+ required: [
228
+ "clOrdID",
229
+ "handlInst",
230
+ "quantity",
231
+ "price",
232
+ "ordType",
233
+ "side",
234
+ "symbol",
235
+ "timeInForce"
236
+ ]
237
+ }
238
+ },
239
+ marketDataRequest: {
240
+ description: "Requests market data for specified symbols",
241
+ parameters: {
242
+ type: "object",
243
+ properties: {
244
+ mdUpdateType: { type: "string", enum: ["0", "1"] },
245
+ symbols: { type: "array", items: { type: "string" } },
246
+ mdReqID: { type: "string" },
247
+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
248
+ mdEntryTypes: { type: "array", items: { type: "string" } }
249
+ },
250
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
251
+ }
252
+ }
253
+ },
254
+ resources: {
255
+ greeting: {
256
+ description: "A simple greeting resource",
257
+ uri: "greeting-resource"
258
+ },
259
+ stockGraph: {
260
+ description: "Generates a price chart for a given symbol",
261
+ uri: "stockGraph",
262
+ parameters: {
263
+ type: "object",
264
+ properties: {
265
+ symbol: { type: "string" }
266
+ },
267
+ required: ["symbol"]
268
+ }
269
+ },
270
+ stockPriceHistory: {
271
+ description: "Returns price history for a given symbol",
272
+ uri: "stockPriceHistory",
273
+ parameters: {
274
+ type: "object",
275
+ properties: {
276
+ symbol: { type: "string" }
277
+ },
278
+ required: ["symbol"]
279
+ }
280
+ }
281
+ }
188
282
  }
189
283
  }
190
284
  );
191
285
  transport = new StdioServerTransport();
192
286
  onReady = void 0;
193
287
  pendingRequests = /* @__PURE__ */ new Map();
288
+ verifiedOrders = /* @__PURE__ */ new Map();
289
+ // Store market data prices with timestamps
290
+ marketDataPrices = /* @__PURE__ */ new Map();
291
+ MAX_PRICE_HISTORY = 1e5;
292
+ // Maximum number of price points to store per symbol
194
293
  constructor({ logger, onReady }) {
195
294
  if (onReady) this.onReady = onReady;
196
295
  }
197
296
  async register(parser) {
198
297
  this.parser = parser;
199
298
  this.parser.addOnMessageCallback((message) => {
299
+ this.parser?.logger.log({
300
+ level: "info",
301
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
302
+ });
200
303
  const msgType = message.messageType;
201
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
202
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : msgType === Messages.Reject ? message.getField(Fields.RefSeqNum) : message.getField(Fields.ClOrdID);
203
- if (idField) {
204
- const id = idField.value;
205
- if (typeof id === "string" || typeof id === "number") {
206
- if (msgType === Messages.Reject) {
207
- const refMsgType = message.getField(Fields.RefMsgType);
208
- if (refMsgType && refMsgType.value === Messages.NewOrderSingle) {
209
- const callback = this.pendingRequests.get(String(id));
210
- if (callback) {
211
- callback(message);
212
- this.pendingRequests.delete(String(id));
213
- }
214
- }
215
- } else {
216
- const callback = this.pendingRequests.get(String(id));
217
- if (callback) {
218
- callback(message);
219
- this.pendingRequests.delete(String(id));
220
- }
304
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
305
+ this.parser?.logger.log({
306
+ level: "info",
307
+ message: `MCP Server handling message type: ${msgType}`
308
+ });
309
+ let id;
310
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
311
+ const symbol = message.getField(Fields.Symbol);
312
+ const price = message.getField(Fields.MDEntryPx);
313
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
314
+ if (symbol?.value && price?.value) {
315
+ const symbolStr = String(symbol.value);
316
+ const priceNum = Number(price.value);
317
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
318
+ priceHistory.push({
319
+ timestamp: Number(timestamp),
320
+ price: priceNum
321
+ });
322
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
323
+ priceHistory.shift();
221
324
  }
325
+ this.marketDataPrices.set(symbolStr, priceHistory);
326
+ this.parser?.logger.log({
327
+ level: "info",
328
+ message: `MCP Server added ${symbol}: ${priceNum}`
329
+ });
330
+ }
331
+ }
332
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
333
+ const mdReqID = message.getField(Fields.MDReqID);
334
+ if (mdReqID) id = String(mdReqID.value);
335
+ } else if (msgType === Messages.ExecutionReport) {
336
+ const clOrdID = message.getField(Fields.ClOrdID);
337
+ if (clOrdID) id = String(clOrdID.value);
338
+ } else if (msgType === Messages.Reject) {
339
+ const refSeqNum = message.getField(Fields.RefSeqNum);
340
+ if (refSeqNum) id = String(refSeqNum.value);
341
+ }
342
+ if (id) {
343
+ const callback = this.pendingRequests.get(id);
344
+ if (callback) {
345
+ callback(message);
346
+ this.pendingRequests.delete(id);
222
347
  }
223
348
  }
224
349
  }
@@ -236,433 +361,1064 @@ var MCPLocal = class {
236
361
  if (!this.server) {
237
362
  return;
238
363
  }
239
- const validateArgs = (args, schema) => {
240
- const result = {};
241
- for (const [key, propSchema] of Object.entries(schema.properties || {})) {
242
- const prop = propSchema;
243
- const value = args?.[key];
244
- if (prop.required && (value === void 0 || value === null)) {
245
- throw new Error(`Required property '${key}' is missing`);
246
- }
247
- if (value !== void 0) {
248
- result[key] = value;
249
- } else if (prop.default !== void 0) {
250
- result[key] = prop.default;
251
- }
364
+ this.server.setRequestHandler(
365
+ z.object({ method: z.literal("resources/list") }),
366
+ async (request, extra) => {
367
+ return {
368
+ resources: [
369
+ {
370
+ name: "greeting",
371
+ description: "A simple greeting resource",
372
+ uri: "greeting-resource"
373
+ },
374
+ {
375
+ name: "stockGraph",
376
+ description: "Generates a price chart for a given symbol",
377
+ uri: "stockGraph",
378
+ parameters: {
379
+ type: "object",
380
+ properties: {
381
+ symbol: { type: "string" }
382
+ },
383
+ required: ["symbol"]
384
+ }
385
+ },
386
+ {
387
+ name: "stockPriceHistory",
388
+ description: "Returns price history for a given symbol",
389
+ uri: "stockPriceHistory",
390
+ parameters: {
391
+ type: "object",
392
+ properties: {
393
+ symbol: { type: "string" }
394
+ },
395
+ required: ["symbol"]
396
+ }
397
+ }
398
+ ]
399
+ };
252
400
  }
253
- return result;
254
- };
255
- this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
256
- return {
257
- resources: []
258
- };
259
- });
260
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
261
- return {
262
- tools: [
263
- {
264
- name: "parse",
265
- description: "Parses a FIX message and describes it in plain language",
266
- inputSchema: parseInputSchema
267
- },
268
- {
269
- name: "parseToJSON",
270
- description: "Parses a FIX message into JSON",
271
- inputSchema: parseToJSONInputSchema
272
- },
273
- {
274
- name: "newOrderSingle",
275
- description: "Creates and sends a New Order Single",
276
- inputSchema: newOrderSingleInputSchema
277
- },
278
- {
279
- name: "marketDataRequest",
280
- description: "Sends a request for Market Data with the given symbol",
281
- inputSchema: marketDataRequestInputSchema
282
- }
283
- ]
284
- };
285
- });
286
- this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
287
- const { name, arguments: args } = request.params;
288
- switch (name) {
289
- case "parse": {
290
- try {
291
- const { fixString } = validateArgs(args, parseInputSchema);
292
- const parsedMessage = this.parser?.parse(fixString);
293
- if (!parsedMessage || parsedMessage.length === 0) {
294
- return {
295
- isError: true,
296
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
297
- };
401
+ );
402
+ this.server.setRequestHandler(
403
+ z.object({ method: z.literal("tools/list") }),
404
+ async (request, extra) => {
405
+ return {
406
+ tools: [
407
+ {
408
+ name: "parse",
409
+ description: "Parses a FIX message and describes it in plain language",
410
+ inputSchema: {
411
+ type: "object",
412
+ properties: {
413
+ fixString: { type: "string" }
414
+ },
415
+ required: ["fixString"]
416
+ }
417
+ },
418
+ {
419
+ name: "parseToJSON",
420
+ description: "Parses a FIX message into JSON",
421
+ inputSchema: {
422
+ type: "object",
423
+ properties: {
424
+ fixString: { type: "string" }
425
+ },
426
+ required: ["fixString"]
427
+ }
428
+ },
429
+ {
430
+ name: "verifyOrder",
431
+ description: "Verifies order parameters before execution",
432
+ inputSchema: {
433
+ type: "object",
434
+ properties: {
435
+ clOrdID: { type: "string" },
436
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
437
+ quantity: { type: "string" },
438
+ price: { type: "string" },
439
+ ordType: {
440
+ type: "string",
441
+ enum: [
442
+ "1",
443
+ "2",
444
+ "3",
445
+ "4",
446
+ "5",
447
+ "6",
448
+ "7",
449
+ "8",
450
+ "9",
451
+ "A",
452
+ "B",
453
+ "C",
454
+ "D",
455
+ "E",
456
+ "F",
457
+ "G",
458
+ "H",
459
+ "I",
460
+ "J",
461
+ "K",
462
+ "L",
463
+ "M",
464
+ "P",
465
+ "Q",
466
+ "R",
467
+ "S"
468
+ ]
469
+ },
470
+ side: {
471
+ type: "string",
472
+ enum: [
473
+ "1",
474
+ "2",
475
+ "3",
476
+ "4",
477
+ "5",
478
+ "6",
479
+ "7",
480
+ "8",
481
+ "9",
482
+ "A",
483
+ "B",
484
+ "C",
485
+ "D",
486
+ "E",
487
+ "F",
488
+ "G",
489
+ "H"
490
+ ]
491
+ },
492
+ symbol: { type: "string" },
493
+ timeInForce: {
494
+ type: "string",
495
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
496
+ }
497
+ },
498
+ required: [
499
+ "clOrdID",
500
+ "handlInst",
501
+ "quantity",
502
+ "price",
503
+ "ordType",
504
+ "side",
505
+ "symbol",
506
+ "timeInForce"
507
+ ]
508
+ }
509
+ },
510
+ {
511
+ name: "executeOrder",
512
+ description: "Executes a verified order",
513
+ inputSchema: {
514
+ type: "object",
515
+ properties: {
516
+ clOrdID: { type: "string" },
517
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
518
+ quantity: { type: "string" },
519
+ price: { type: "string" },
520
+ ordType: { type: "string" },
521
+ side: { type: "string" },
522
+ symbol: { type: "string" },
523
+ timeInForce: { type: "string" }
524
+ },
525
+ required: [
526
+ "clOrdID",
527
+ "handlInst",
528
+ "quantity",
529
+ "price",
530
+ "ordType",
531
+ "side",
532
+ "symbol",
533
+ "timeInForce"
534
+ ]
535
+ }
536
+ },
537
+ {
538
+ name: "marketDataRequest",
539
+ description: "Requests market data for specified symbols",
540
+ inputSchema: {
541
+ type: "object",
542
+ properties: {
543
+ mdUpdateType: { type: "string", enum: ["0", "1"] },
544
+ symbols: { type: "array", items: { type: "string" } },
545
+ mdReqID: { type: "string" },
546
+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
547
+ mdEntryTypes: { type: "array", items: { type: "string" } }
548
+ },
549
+ required: [
550
+ "mdUpdateType",
551
+ "symbols",
552
+ "mdReqID",
553
+ "subscriptionRequestType",
554
+ "mdEntryTypes"
555
+ ]
556
+ }
298
557
  }
558
+ ]
559
+ };
560
+ }
561
+ );
562
+ this.server.setRequestHandler(
563
+ z.object({
564
+ method: z.literal("resources/read"),
565
+ params: z.object({
566
+ uri: z.string()
567
+ })
568
+ }),
569
+ async (request, extra) => {
570
+ const { uri } = request.params;
571
+ switch (uri) {
572
+ case "greeting-resource":
299
573
  return {
300
- content: [
574
+ contents: [
301
575
  {
302
576
  type: "text",
303
- text: `${parsedMessage[0].description}
304
- ${parsedMessage[0].messageTypeDescription}`
577
+ text: "Hello, world!",
578
+ uri: "greeting-resource"
305
579
  }
306
580
  ]
307
581
  };
308
- } catch (error) {
582
+ case "stockGraph":
309
583
  return {
310
- isError: true,
311
- content: [
584
+ contents: [
312
585
  {
313
586
  type: "text",
314
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
587
+ text: "This resource requires a symbol parameter. Please use the stockGraph resource with a symbol parameter.",
588
+ uri: "stockGraph"
315
589
  }
316
590
  ]
317
591
  };
318
- }
319
- }
320
- case "parseToJSON": {
321
- try {
322
- const { fixString } = validateArgs(args, parseToJSONInputSchema);
323
- const parsedMessage = this.parser?.parse(fixString);
324
- if (!parsedMessage || parsedMessage.length === 0) {
325
- return {
326
- isError: true,
327
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
328
- };
329
- }
592
+ case "stockPriceHistory":
330
593
  return {
331
- content: [
594
+ contents: [
332
595
  {
333
596
  type: "text",
334
- text: `${parsedMessage[0].toFIXJSON()}`
597
+ text: "This resource requires a symbol parameter. Please use the stockPriceHistory resource with a symbol parameter.",
598
+ uri: "stockPriceHistory"
335
599
  }
336
600
  ]
337
601
  };
338
- } catch (error) {
602
+ default:
339
603
  return {
340
- isError: true,
341
- content: [
604
+ contents: [
342
605
  {
343
606
  type: "text",
344
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
607
+ text: `Resource not found: ${uri}`,
608
+ uri
345
609
  }
346
- ]
610
+ ],
611
+ isError: true
612
+ };
613
+ }
614
+ }
615
+ );
616
+ this.server.setRequestHandler(
617
+ z.object({
618
+ method: z.literal("parse"),
619
+ params: fixStringSchema
620
+ }),
621
+ async (request, extra) => {
622
+ try {
623
+ const args = request.params;
624
+ const parsedMessage = this.parser?.parse(args.fixString);
625
+ if (!parsedMessage || parsedMessage.length === 0) {
626
+ return {
627
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
628
+ isError: true
347
629
  };
348
630
  }
631
+ return {
632
+ contents: [
633
+ {
634
+ type: "text",
635
+ text: `${parsedMessage[0].description}
636
+ ${parsedMessage[0].messageTypeDescription}`
637
+ }
638
+ ]
639
+ };
640
+ } catch (error) {
641
+ return {
642
+ contents: [
643
+ {
644
+ type: "text",
645
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
646
+ }
647
+ ],
648
+ isError: true
649
+ };
349
650
  }
350
- case "newOrderSingle": {
351
- try {
352
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, newOrderSingleInputSchema);
353
- const response = new Promise((resolve) => {
354
- this.pendingRequests.set(clOrdID, resolve);
355
- });
356
- const order = this.parser?.createMessage(
357
- new Field(Fields.MsgType, Messages.NewOrderSingle),
358
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
359
- new Field(Fields.SenderCompID, this.parser?.sender),
360
- new Field(Fields.TargetCompID, this.parser?.target),
361
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
362
- new Field(Fields.ClOrdID, clOrdID),
363
- new Field(Fields.Side, side),
364
- new Field(Fields.Symbol, symbol),
365
- new Field(Fields.OrderQty, quantity),
366
- new Field(Fields.Price, price),
367
- new Field(Fields.OrdType, ordType),
368
- new Field(Fields.HandlInst, handlInst),
369
- new Field(Fields.TimeInForce, timeInForce),
370
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
371
- );
372
- if (!this.parser?.connected) {
373
- return {
374
- isError: true,
375
- content: [
376
- {
377
- type: "text",
378
- text: "Error: Not connected. Ignoring message."
379
- }
380
- ]
381
- };
382
- }
383
- this.parser?.send(order);
384
- const fixData = await response;
651
+ }
652
+ );
653
+ this.server.setRequestHandler(
654
+ z.object({
655
+ method: z.literal("parseToJSON"),
656
+ params: fixStringSchema
657
+ }),
658
+ async (request, extra) => {
659
+ try {
660
+ const args = request.params;
661
+ const parsedMessage = this.parser?.parse(args.fixString);
662
+ if (!parsedMessage || parsedMessage.length === 0) {
385
663
  return {
386
- content: [
387
- {
388
- type: "text",
389
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
390
- }
391
- ]
664
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
665
+ isError: true
392
666
  };
393
- } catch (error) {
667
+ }
668
+ return {
669
+ contents: [
670
+ {
671
+ type: "text",
672
+ text: `${parsedMessage[0].toFIXJSON()}`
673
+ }
674
+ ]
675
+ };
676
+ } catch (error) {
677
+ return {
678
+ contents: [
679
+ {
680
+ type: "text",
681
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
682
+ }
683
+ ],
684
+ isError: true
685
+ };
686
+ }
687
+ }
688
+ );
689
+ this.server.setRequestHandler(
690
+ z.object({
691
+ method: z.literal("verifyOrder"),
692
+ params: orderSchema
693
+ }),
694
+ async (request, extra) => {
695
+ try {
696
+ const args = request.params;
697
+ this.verifiedOrders.set(args.clOrdID, {
698
+ clOrdID: args.clOrdID,
699
+ handlInst: args.handlInst,
700
+ quantity: Number.parseFloat(args.quantity),
701
+ price: Number.parseFloat(args.price),
702
+ ordType: args.ordType,
703
+ side: args.side,
704
+ symbol: args.symbol,
705
+ timeInForce: args.timeInForce
706
+ });
707
+ const ordTypeNames = {
708
+ "1": "Market",
709
+ "2": "Limit",
710
+ "3": "Stop",
711
+ "4": "StopLimit",
712
+ "5": "MarketOnClose",
713
+ "6": "WithOrWithout",
714
+ "7": "LimitOrBetter",
715
+ "8": "LimitWithOrWithout",
716
+ "9": "OnBasis",
717
+ A: "OnClose",
718
+ B: "LimitOnClose",
719
+ C: "ForexMarket",
720
+ D: "PreviouslyQuoted",
721
+ E: "PreviouslyIndicated",
722
+ F: "ForexLimit",
723
+ G: "ForexSwap",
724
+ H: "ForexPreviouslyQuoted",
725
+ I: "Funari",
726
+ J: "MarketIfTouched",
727
+ K: "MarketWithLeftOverAsLimit",
728
+ L: "PreviousFundValuationPoint",
729
+ M: "NextFundValuationPoint",
730
+ P: "Pegged",
731
+ Q: "CounterOrderSelection",
732
+ R: "StopOnBidOrOffer",
733
+ S: "StopLimitOnBidOrOffer"
734
+ };
735
+ const sideNames = {
736
+ "1": "Buy",
737
+ "2": "Sell",
738
+ "3": "BuyMinus",
739
+ "4": "SellPlus",
740
+ "5": "SellShort",
741
+ "6": "SellShortExempt",
742
+ "7": "Undisclosed",
743
+ "8": "Cross",
744
+ "9": "CrossShort",
745
+ A: "CrossShortExempt",
746
+ B: "AsDefined",
747
+ C: "Opposite",
748
+ D: "Subscribe",
749
+ E: "Redeem",
750
+ F: "Lend",
751
+ G: "Borrow",
752
+ H: "SellUndisclosed"
753
+ };
754
+ const timeInForceNames = {
755
+ "0": "Day",
756
+ "1": "GoodTillCancel",
757
+ "2": "AtTheOpening",
758
+ "3": "ImmediateOrCancel",
759
+ "4": "FillOrKill",
760
+ "5": "GoodTillCrossing",
761
+ "6": "GoodTillDate",
762
+ "7": "AtTheClose",
763
+ "8": "GoodThroughCrossing",
764
+ "9": "AtCrossing",
765
+ A: "GoodForTime",
766
+ B: "GoodForAuction",
767
+ C: "GoodForMonth"
768
+ };
769
+ const handlInstNames = {
770
+ "1": "AutomatedExecutionNoIntervention",
771
+ "2": "AutomatedExecutionInterventionOK",
772
+ "3": "ManualOrder"
773
+ };
774
+ return {
775
+ contents: [
776
+ {
777
+ type: "text",
778
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
779
+
780
+ Parameters verified:
781
+ - ClOrdID: ${args.clOrdID}
782
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
783
+ - Quantity: ${args.quantity}
784
+ - Price: ${args.price}
785
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
786
+ - Side: ${args.side} (${sideNames[args.side]})
787
+ - Symbol: ${args.symbol}
788
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
789
+
790
+ To execute this order, call the executeOrder tool with these exact same parameters.`
791
+ }
792
+ ]
793
+ };
794
+ } catch (error) {
795
+ return {
796
+ contents: [
797
+ {
798
+ type: "text",
799
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
800
+ }
801
+ ],
802
+ isError: true
803
+ };
804
+ }
805
+ }
806
+ );
807
+ this.server.setRequestHandler(
808
+ z.object({
809
+ method: z.literal("executeOrder"),
810
+ params: orderSchema
811
+ }),
812
+ async (request, extra) => {
813
+ try {
814
+ const args = request.params;
815
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
816
+ if (!verifiedOrder) {
394
817
  return {
395
- isError: true,
396
- content: [
818
+ contents: [
397
819
  {
398
820
  type: "text",
399
- text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
821
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
400
822
  }
401
- ]
823
+ ],
824
+ isError: true
402
825
  };
403
826
  }
404
- }
405
- case "marketDataRequest": {
406
- try {
407
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
408
- args,
409
- marketDataRequestInputSchema
410
- );
411
- const response = new Promise((resolve) => {
412
- this.pendingRequests.set(mdReqID, resolve);
413
- });
414
- const marketDataRequest = this.parser?.createMessage(
415
- new Field(Fields.MsgType, Messages.MarketDataRequest),
416
- new Field(Fields.SenderCompID, this.parser?.sender),
417
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
418
- new Field(Fields.TargetCompID, this.parser?.target),
419
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
420
- new Field(Fields.MarketDepth, 0),
421
- new Field(Fields.MDUpdateType, mdUpdateType),
422
- new Field(Fields.NoRelatedSym, 1),
423
- new Field(Fields.Symbol, symbol),
424
- new Field(Fields.MDReqID, mdReqID),
425
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
426
- new Field(Fields.NoMDEntryTypes, 1),
427
- new Field(Fields.MDEntryType, mdEntryType)
428
- );
429
- if (!this.parser?.connected) {
430
- return {
431
- isError: true,
432
- content: [
433
- {
434
- type: "text",
435
- text: "Error: Not connected. Ignoring message."
436
- }
437
- ]
438
- };
439
- }
440
- this.parser?.send(marketDataRequest);
441
- const fixData = await response;
827
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
442
828
  return {
443
- content: [
829
+ contents: [
444
830
  {
445
831
  type: "text",
446
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
832
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
447
833
  }
448
- ]
834
+ ],
835
+ isError: true
449
836
  };
450
- } catch (error) {
837
+ }
838
+ const response = new Promise((resolve) => {
839
+ this.pendingRequests.set(args.clOrdID, resolve);
840
+ });
841
+ const order = this.parser?.createMessage(
842
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
843
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
844
+ new Field(Fields.SenderCompID, this.parser?.sender),
845
+ new Field(Fields.TargetCompID, this.parser?.target),
846
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
847
+ new Field(Fields.ClOrdID, args.clOrdID),
848
+ new Field(Fields.Side, args.side),
849
+ new Field(Fields.Symbol, args.symbol),
850
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
851
+ new Field(Fields.Price, Number.parseFloat(args.price)),
852
+ new Field(Fields.OrdType, args.ordType),
853
+ new Field(Fields.HandlInst, args.handlInst),
854
+ new Field(Fields.TimeInForce, args.timeInForce),
855
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
856
+ );
857
+ if (!this.parser?.connected) {
451
858
  return {
452
- isError: true,
453
- content: [
859
+ contents: [
454
860
  {
455
861
  type: "text",
456
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
862
+ text: "Error: Not connected. Ignoring message."
457
863
  }
458
- ]
864
+ ],
865
+ isError: true
459
866
  };
460
867
  }
461
- }
462
- default:
463
- throw new Error(`Unknown tool: ${name}`);
464
- }
465
- });
466
- this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
467
- return {
468
- prompts: [
469
- {
470
- name: "parse",
471
- description: "Parses a FIX message and describes it in plain language",
472
- arguments: [
473
- {
474
- name: "fixString",
475
- description: "FIX message string to parse",
476
- required: true
477
- }
478
- ]
479
- },
480
- {
481
- name: "parseToJSON",
482
- description: "Parses a FIX message into JSON",
483
- arguments: [
484
- {
485
- name: "fixString",
486
- description: "FIX message string to parse",
487
- required: true
488
- }
489
- ]
490
- },
491
- {
492
- name: "newOrderSingle",
493
- description: "Creates and sends a New Order Single",
494
- arguments: [
495
- {
496
- name: "clOrdID",
497
- description: "Client Order ID",
498
- required: true
499
- },
500
- {
501
- name: "handlInst",
502
- description: "Handling instruction",
503
- required: true
504
- },
505
- {
506
- name: "quantity",
507
- description: "Order quantity",
508
- required: true
509
- },
510
- {
511
- name: "price",
512
- description: "Order price",
513
- required: true
514
- },
515
- {
516
- name: "ordType",
517
- description: "Order type",
518
- required: true
519
- },
520
- {
521
- name: "side",
522
- description: "Order 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)",
523
- required: true
524
- },
525
- {
526
- name: "symbol",
527
- description: "Trading symbol",
528
- required: true
529
- },
868
+ this.parser?.send(order);
869
+ const fixData = await response;
870
+ this.verifiedOrders.delete(args.clOrdID);
871
+ return {
872
+ contents: [
530
873
  {
531
- name: "timeInForce",
532
- description: "Time in force",
533
- required: true
874
+ type: "text",
875
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
534
876
  }
535
877
  ]
536
- },
537
- {
538
- name: "marketDataRequest",
539
- description: "Sends a request for Market Data with the given symbol",
540
- arguments: [
541
- {
542
- name: "mdUpdateType",
543
- description: "Market data update type",
544
- required: true
545
- },
546
- {
547
- name: "symbol",
548
- description: "Trading symbol",
549
- required: true
550
- },
551
- {
552
- name: "mdReqID",
553
- description: "Market data request ID",
554
- required: true
555
- },
556
- {
557
- name: "subscriptionRequestType",
558
- description: "Subscription request type",
559
- required: true
560
- },
878
+ };
879
+ } catch (error) {
880
+ return {
881
+ contents: [
561
882
  {
562
- name: "mdEntryType",
563
- description: "Market data entry type",
564
- required: true
883
+ type: "text",
884
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
565
885
  }
566
- ]
886
+ ],
887
+ isError: true
888
+ };
889
+ }
890
+ }
891
+ );
892
+ this.server.setRequestHandler(
893
+ z.object({
894
+ method: z.literal("marketDataRequest"),
895
+ params: marketDataRequestSchema
896
+ }),
897
+ async (request, extra) => {
898
+ try {
899
+ const args = request.params;
900
+ const response = new Promise((resolve) => {
901
+ this.pendingRequests.set(args.mdReqID, resolve);
902
+ });
903
+ const messageFields = [
904
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
905
+ new Field(Fields.SenderCompID, this.parser?.sender),
906
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
907
+ new Field(Fields.TargetCompID, this.parser?.target),
908
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
909
+ new Field(Fields.MDReqID, args.mdReqID),
910
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
911
+ new Field(Fields.MarketDepth, 0),
912
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
913
+ ];
914
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
915
+ args.symbols.forEach((symbol) => {
916
+ messageFields.push(new Field(Fields.Symbol, symbol));
917
+ });
918
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
919
+ args.mdEntryTypes.forEach((entryType) => {
920
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
921
+ });
922
+ const mdr = this.parser?.createMessage(...messageFields);
923
+ if (!this.parser?.connected) {
924
+ return {
925
+ contents: [
926
+ {
927
+ type: "text",
928
+ text: "Error: Not connected. Ignoring message."
929
+ }
930
+ ],
931
+ isError: true
932
+ };
567
933
  }
568
- ]
569
- };
570
- });
571
- this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {
572
- const { name, arguments: args } = request.params;
573
- switch (name) {
574
- case "parse": {
575
- const fixString = args?.fixString || "";
934
+ this.parser?.send(mdr);
935
+ const fixData = await response;
576
936
  return {
577
- messages: [
937
+ contents: [
578
938
  {
579
- role: "user",
580
- content: {
581
- type: "text",
582
- text: `Please parse and explain this FIX message: ${fixString}`
583
- }
939
+ type: "text",
940
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
584
941
  }
585
942
  ]
586
943
  };
587
- }
588
- case "parseToJSON": {
589
- const fixString = args?.fixString || "";
944
+ } catch (error) {
590
945
  return {
591
- messages: [
946
+ contents: [
592
947
  {
593
- role: "user",
594
- content: {
595
- type: "text",
596
- text: `Please parse the FIX message to JSON: ${fixString}`
597
- }
948
+ type: "text",
949
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
598
950
  }
599
- ]
951
+ ],
952
+ isError: true
600
953
  };
601
954
  }
602
- case "newOrderSingle": {
603
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
955
+ }
956
+ );
957
+ this.server.setRequestHandler(
958
+ z.object({
959
+ method: z.literal("stockGraph"),
960
+ params: symbolSchema
961
+ }),
962
+ async (request, extra) => {
963
+ this.parser?.logger.log({
964
+ level: "info",
965
+ message: "MCP Server Resource called: stockGraph"
966
+ });
967
+ const args = request.params;
968
+ const symbol = args.symbol;
969
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
970
+ if (priceHistory.length === 0) {
604
971
  return {
605
- messages: [
972
+ contents: [
606
973
  {
607
- role: "user",
608
- content: {
609
- type: "text",
610
- text: [
611
- "Create a New Order Single FIX message with the following parameters:",
612
- `- ClOrdID: ${clOrdID}`,
613
- `- HandlInst: ${handlInst ?? "3"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Manual, '2' for Automated, '3' for AutomatedNoIntervention)`,
614
- `- Quantity: ${quantity}`,
615
- `- Price: ${price}`,
616
- `- OrdType: ${ordType ?? "1"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Market, '2' for Limit, '3' for Stop)`,
617
- `- Side: ${side} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Buy, '2' for Sell)`,
618
- `- Symbol: ${symbol}`,
619
- `- TimeInForce: ${timeInForce ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Day, '1' for Good Till Cancel, '2' for At Opening, '3' for Immediate or Cancel, '4' for Fill or Kill, '5' for Good Till Crossing, '6' for Good Till Date)`,
620
- "",
621
- 'Note: For the OrdType parameter, always use the numeric/alphabetic value (e.g., "1" for Market, "2" for Limit, "3" for Stop) as defined in the FIX protocol, not the descriptive name.',
622
- 'Note: For the TimeInForce parameter, always use the numeric/alphabetic value (e.g., "0" for Day, "1" for Good Till Cancel, "2" for At Opening) as defined in the FIX protocol, not the descriptive name.',
623
- "",
624
- "IMPORTANT: All parameters must be set before sending the order. Missing or invalid parameters will result in a Reject message.",
625
- "",
626
- "IMPORTANT: The response will be either:",
627
- "1. An Execution Report (MsgType=8) if the order was successfully placed",
628
- "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
629
- ].join("\n")
630
- }
974
+ type: "text",
975
+ text: `No price data available for ${symbol}`
631
976
  }
632
977
  ]
633
978
  };
634
979
  }
635
- case "marketDataRequest": {
636
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
980
+ const width = 600;
981
+ const height = 300;
982
+ const padding = 40;
983
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
984
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
985
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
986
+ const yScale = (height - 2 * padding) / (yMax - yMin);
987
+ const points = priceHistory.map((d, i) => {
988
+ const x = padding + i * xScale;
989
+ const y = height - padding - (d.price - yMin) * yScale;
990
+ return `${x},${y}`;
991
+ }).join(" L ");
992
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
993
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
994
+ <!-- Background -->
995
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
996
+
997
+ <!-- Grid lines -->
998
+ <g stroke="#e9ecef" stroke-width="1">
999
+ ${Array.from({ length: 5 }, (_, i) => {
1000
+ const y = padding + (height - 2 * padding) * i / 4;
1001
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
1002
+ }).join("\n")}
1003
+ </g>
1004
+
1005
+ <!-- Price line -->
1006
+ <path d="M ${points}"
1007
+ fill="none"
1008
+ stroke="#007bff"
1009
+ stroke-width="2"/>
1010
+
1011
+ <!-- Data points -->
1012
+ ${priceHistory.map((d, i) => {
1013
+ const x = padding + i * xScale;
1014
+ const y = height - padding - (d.price - yMin) * yScale;
1015
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
1016
+ }).join("\n")}
1017
+
1018
+ <!-- Labels -->
1019
+ <g font-family="Arial" font-size="12" fill="#495057">
1020
+ ${Array.from({ length: 5 }, (_, i) => {
1021
+ const x = padding + (width - 2 * padding) * i / 4;
1022
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
1023
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
1024
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
1025
+ }).join("\n")}
1026
+ ${Array.from({ length: 5 }, (_, i) => {
1027
+ const y = padding + (height - 2 * padding) * i / 4;
1028
+ const price = yMax - (yMax - yMin) * i / 4;
1029
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
1030
+ }).join("\n")}
1031
+ </g>
1032
+
1033
+ <!-- Title -->
1034
+ <text x="${width / 2}" y="${padding / 2}"
1035
+ font-family="Arial" font-size="16" font-weight="bold"
1036
+ text-anchor="middle" fill="#212529">
1037
+ ${symbol} - Price Chart (${priceHistory.length} points)
1038
+ </text>
1039
+ </svg>`;
1040
+ return {
1041
+ contents: [
1042
+ {
1043
+ type: "text",
1044
+ text: svg
1045
+ }
1046
+ ]
1047
+ };
1048
+ }
1049
+ );
1050
+ this.server.setRequestHandler(
1051
+ z.object({
1052
+ method: z.literal("stockPriceHistory"),
1053
+ params: symbolSchema
1054
+ }),
1055
+ async (request, extra) => {
1056
+ this.parser?.logger.log({
1057
+ level: "info",
1058
+ message: "MCP Server Resource called: stockPriceHistory"
1059
+ });
1060
+ const args = request.params;
1061
+ const symbol = args.symbol;
1062
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
1063
+ if (priceHistory.length === 0) {
637
1064
  return {
638
- messages: [
1065
+ contents: [
639
1066
  {
640
- role: "user",
641
- content: {
642
- type: "text",
643
- text: [
644
- "Create a Market Data Request FIX message with the following parameters:",
645
- `- MDUpdateType: ${mdUpdateType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for FullRefresh, '1' for IncrementalRefresh)`,
646
- `- Symbol: ${symbol}`,
647
- `- MDReqID: ${mdReqID}`,
648
- `- SubscriptionRequestType: ${subscriptionRequestType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Snapshot + Updates, '1' for Snapshot, '2' for Unsubscribe)`,
649
- `- MDEntryType: ${mdEntryType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Bid, '1' for Offer, '2' for Trade, '3' for Index Value, '4' for Opening Price)`,
650
- "",
651
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
652
- "",
653
- 'Note: For the MDUpdateType parameter, always use the numeric/alphabetic value (e.g., "0" for FullRefresh, "1" for IncrementalRefresh) as defined in the FIX protocol, not the descriptive name.',
654
- 'Note: For the SubscriptionRequestType parameter, always use the numeric/alphabetic value (e.g., "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe) as defined in the FIX protocol, not the descriptive name.',
655
- 'Note: For the MDEntryType parameter, always use the numeric/alphabetic value (e.g., "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price) as defined in the FIX protocol, not the descriptive name.'
656
- ].join("\n")
657
- }
1067
+ type: "text",
1068
+ text: `No price data available for ${symbol}`
658
1069
  }
659
1070
  ]
660
1071
  };
661
1072
  }
662
- default:
663
- throw new Error(`Unknown prompt: ${name}`);
1073
+ return {
1074
+ contents: [
1075
+ {
1076
+ type: "text",
1077
+ text: JSON.stringify(
1078
+ {
1079
+ symbol,
1080
+ count: priceHistory.length,
1081
+ prices: priceHistory.map((point) => ({
1082
+ timestamp: new Date(point.timestamp).toISOString(),
1083
+ price: point.price
1084
+ }))
1085
+ },
1086
+ null,
1087
+ 2
1088
+ )
1089
+ }
1090
+ ]
1091
+ };
664
1092
  }
665
- });
1093
+ );
1094
+ this.server.setRequestHandler(
1095
+ z.object({
1096
+ method: z.literal("tools/call"),
1097
+ params: z.object({
1098
+ name: z.string(),
1099
+ arguments: z.record(z.any()),
1100
+ _meta: z.object({
1101
+ progressToken: z.number()
1102
+ }).optional()
1103
+ })
1104
+ }),
1105
+ async (request, extra) => {
1106
+ const { name, arguments: args } = request.params;
1107
+ switch (name) {
1108
+ case "parse":
1109
+ try {
1110
+ const parsedMessage = this.parser?.parse(args.fixString);
1111
+ if (!parsedMessage || parsedMessage.length === 0) {
1112
+ return {
1113
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
1114
+ isError: true
1115
+ };
1116
+ }
1117
+ return {
1118
+ contents: [
1119
+ {
1120
+ type: "text",
1121
+ text: `${parsedMessage[0].description}
1122
+ ${parsedMessage[0].messageTypeDescription}`
1123
+ }
1124
+ ]
1125
+ };
1126
+ } catch (error) {
1127
+ return {
1128
+ contents: [
1129
+ {
1130
+ type: "text",
1131
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
1132
+ }
1133
+ ],
1134
+ isError: true
1135
+ };
1136
+ }
1137
+ case "parseToJSON":
1138
+ try {
1139
+ const parsedMessage = this.parser?.parse(args.fixString);
1140
+ if (!parsedMessage || parsedMessage.length === 0) {
1141
+ return {
1142
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
1143
+ isError: true
1144
+ };
1145
+ }
1146
+ return {
1147
+ contents: [
1148
+ {
1149
+ type: "text",
1150
+ text: `${parsedMessage[0].toFIXJSON()}`
1151
+ }
1152
+ ]
1153
+ };
1154
+ } catch (error) {
1155
+ return {
1156
+ contents: [
1157
+ {
1158
+ type: "text",
1159
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
1160
+ }
1161
+ ],
1162
+ isError: true
1163
+ };
1164
+ }
1165
+ case "verifyOrder":
1166
+ try {
1167
+ this.verifiedOrders.set(args.clOrdID, {
1168
+ clOrdID: args.clOrdID,
1169
+ handlInst: args.handlInst,
1170
+ quantity: Number.parseFloat(args.quantity),
1171
+ price: Number.parseFloat(args.price),
1172
+ ordType: args.ordType,
1173
+ side: args.side,
1174
+ symbol: args.symbol,
1175
+ timeInForce: args.timeInForce
1176
+ });
1177
+ const ordTypeNames = {
1178
+ "1": "Market",
1179
+ "2": "Limit",
1180
+ "3": "Stop",
1181
+ "4": "StopLimit",
1182
+ "5": "MarketOnClose",
1183
+ "6": "WithOrWithout",
1184
+ "7": "LimitOrBetter",
1185
+ "8": "LimitWithOrWithout",
1186
+ "9": "OnBasis",
1187
+ A: "OnClose",
1188
+ B: "LimitOnClose",
1189
+ C: "ForexMarket",
1190
+ D: "PreviouslyQuoted",
1191
+ E: "PreviouslyIndicated",
1192
+ F: "ForexLimit",
1193
+ G: "ForexSwap",
1194
+ H: "ForexPreviouslyQuoted",
1195
+ I: "Funari",
1196
+ J: "MarketIfTouched",
1197
+ K: "MarketWithLeftOverAsLimit",
1198
+ L: "PreviousFundValuationPoint",
1199
+ M: "NextFundValuationPoint",
1200
+ P: "Pegged",
1201
+ Q: "CounterOrderSelection",
1202
+ R: "StopOnBidOrOffer",
1203
+ S: "StopLimitOnBidOrOffer"
1204
+ };
1205
+ const sideNames = {
1206
+ "1": "Buy",
1207
+ "2": "Sell",
1208
+ "3": "BuyMinus",
1209
+ "4": "SellPlus",
1210
+ "5": "SellShort",
1211
+ "6": "SellShortExempt",
1212
+ "7": "Undisclosed",
1213
+ "8": "Cross",
1214
+ "9": "CrossShort",
1215
+ A: "CrossShortExempt",
1216
+ B: "AsDefined",
1217
+ C: "Opposite",
1218
+ D: "Subscribe",
1219
+ E: "Redeem",
1220
+ F: "Lend",
1221
+ G: "Borrow",
1222
+ H: "SellUndisclosed"
1223
+ };
1224
+ const timeInForceNames = {
1225
+ "0": "Day",
1226
+ "1": "GoodTillCancel",
1227
+ "2": "AtTheOpening",
1228
+ "3": "ImmediateOrCancel",
1229
+ "4": "FillOrKill",
1230
+ "5": "GoodTillCrossing",
1231
+ "6": "GoodTillDate",
1232
+ "7": "AtTheClose",
1233
+ "8": "GoodThroughCrossing",
1234
+ "9": "AtCrossing",
1235
+ A: "GoodForTime",
1236
+ B: "GoodForAuction",
1237
+ C: "GoodForMonth"
1238
+ };
1239
+ const handlInstNames = {
1240
+ "1": "AutomatedExecutionNoIntervention",
1241
+ "2": "AutomatedExecutionInterventionOK",
1242
+ "3": "ManualOrder"
1243
+ };
1244
+ return {
1245
+ contents: [
1246
+ {
1247
+ type: "text",
1248
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1249
+
1250
+ Parameters verified:
1251
+ - ClOrdID: ${args.clOrdID}
1252
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1253
+ - Quantity: ${args.quantity}
1254
+ - Price: ${args.price}
1255
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1256
+ - Side: ${args.side} (${sideNames[args.side]})
1257
+ - Symbol: ${args.symbol}
1258
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1259
+
1260
+ To execute this order, call the executeOrder tool with these exact same parameters.`
1261
+ }
1262
+ ]
1263
+ };
1264
+ } catch (error) {
1265
+ return {
1266
+ contents: [
1267
+ {
1268
+ type: "text",
1269
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
1270
+ }
1271
+ ],
1272
+ isError: true
1273
+ };
1274
+ }
1275
+ case "executeOrder":
1276
+ try {
1277
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
1278
+ if (!verifiedOrder) {
1279
+ return {
1280
+ contents: [
1281
+ {
1282
+ type: "text",
1283
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
1284
+ }
1285
+ ],
1286
+ isError: true
1287
+ };
1288
+ }
1289
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
1290
+ return {
1291
+ contents: [
1292
+ {
1293
+ type: "text",
1294
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
1295
+ }
1296
+ ],
1297
+ isError: true
1298
+ };
1299
+ }
1300
+ const response = new Promise((resolve) => {
1301
+ this.pendingRequests.set(args.clOrdID, resolve);
1302
+ });
1303
+ const order = this.parser?.createMessage(
1304
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
1305
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
1306
+ new Field(Fields.SenderCompID, this.parser?.sender),
1307
+ new Field(Fields.TargetCompID, this.parser?.target),
1308
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
1309
+ new Field(Fields.ClOrdID, args.clOrdID),
1310
+ new Field(Fields.Side, args.side),
1311
+ new Field(Fields.Symbol, args.symbol),
1312
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
1313
+ new Field(Fields.Price, Number.parseFloat(args.price)),
1314
+ new Field(Fields.OrdType, args.ordType),
1315
+ new Field(Fields.HandlInst, args.handlInst),
1316
+ new Field(Fields.TimeInForce, args.timeInForce),
1317
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
1318
+ );
1319
+ if (!this.parser?.connected) {
1320
+ return {
1321
+ contents: [
1322
+ {
1323
+ type: "text",
1324
+ text: "Error: Not connected. Ignoring message."
1325
+ }
1326
+ ],
1327
+ isError: true
1328
+ };
1329
+ }
1330
+ this.parser?.send(order);
1331
+ const fixData = await response;
1332
+ this.verifiedOrders.delete(args.clOrdID);
1333
+ return {
1334
+ contents: [
1335
+ {
1336
+ type: "text",
1337
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
1338
+ }
1339
+ ]
1340
+ };
1341
+ } catch (error) {
1342
+ return {
1343
+ contents: [
1344
+ {
1345
+ type: "text",
1346
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
1347
+ }
1348
+ ],
1349
+ isError: true
1350
+ };
1351
+ }
1352
+ case "marketDataRequest":
1353
+ try {
1354
+ const response = new Promise((resolve) => {
1355
+ this.pendingRequests.set(args.mdReqID, resolve);
1356
+ });
1357
+ const messageFields = [
1358
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
1359
+ new Field(Fields.SenderCompID, this.parser?.sender),
1360
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
1361
+ new Field(Fields.TargetCompID, this.parser?.target),
1362
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
1363
+ new Field(Fields.MDReqID, args.mdReqID),
1364
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1365
+ new Field(Fields.MarketDepth, 0),
1366
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
1367
+ ];
1368
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1369
+ args.symbols.forEach((symbol) => {
1370
+ messageFields.push(new Field(Fields.Symbol, symbol));
1371
+ });
1372
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
1373
+ args.mdEntryTypes.forEach((entryType) => {
1374
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
1375
+ });
1376
+ const mdr = this.parser?.createMessage(...messageFields);
1377
+ if (!this.parser?.connected) {
1378
+ return {
1379
+ contents: [
1380
+ {
1381
+ type: "text",
1382
+ text: "Error: Not connected. Ignoring message."
1383
+ }
1384
+ ],
1385
+ isError: true
1386
+ };
1387
+ }
1388
+ this.parser?.send(mdr);
1389
+ const fixData = await response;
1390
+ return {
1391
+ contents: [
1392
+ {
1393
+ type: "text",
1394
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
1395
+ }
1396
+ ]
1397
+ };
1398
+ } catch (error) {
1399
+ return {
1400
+ contents: [
1401
+ {
1402
+ type: "text",
1403
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
1404
+ }
1405
+ ],
1406
+ isError: true
1407
+ };
1408
+ }
1409
+ default:
1410
+ return {
1411
+ contents: [
1412
+ {
1413
+ type: "text",
1414
+ text: `Tool not found: ${name}`
1415
+ }
1416
+ ],
1417
+ isError: true
1418
+ };
1419
+ }
1420
+ }
1421
+ );
666
1422
  process.on("SIGINT", async () => {
667
1423
  await this.server.close();
668
1424
  process.exit(0);