fixparser-plugin-mcp 9.1.7-ff35b2c1 → 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.
- package/build/cjs/MCPLocal.js +1315 -840
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +1315 -830
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +60 -12
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +56 -8
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +4 -5
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,9 +1,7 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -35,767 +25,105 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"A",
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"B",
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"C",
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"D",
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"F",
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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mdEntryTypes: {
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items: {
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enum: [
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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properties: {
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symbol: { type: "string" }
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required: ["symbol"]
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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// src/tools/marketData.ts
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387
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borderColor: "#6c757d",
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backgroundColor: "rgba(108, 117, 125, 0.1)",
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fill: false,
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tension: 0.4
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},
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|
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{
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label: "Volume",
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|
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data: volumeData,
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395
|
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borderColor: "#007bff",
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|
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backgroundColor: "rgba(0, 123, 255, 0.1)",
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|
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fill: true,
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|
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tension: 0.4
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|
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}
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|
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]
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401
|
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},
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402
|
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options: {
|
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403
|
-
responsive: true,
|
|
404
|
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plugins: {
|
|
405
|
-
title: {
|
|
406
|
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display: true,
|
|
407
|
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text: `${symbol} Market Data`
|
|
408
|
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}
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409
|
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},
|
|
410
|
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scales: {
|
|
411
|
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y: {
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|
412
|
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beginAtZero: false
|
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413
|
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}
|
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414
|
-
}
|
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415
|
-
}
|
|
416
|
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};
|
|
417
|
-
chart.setConfig(config);
|
|
418
|
-
const imageBuffer = await chart.toBinary();
|
|
419
|
-
const base64 = imageBuffer.toString("base64");
|
|
420
|
-
return {
|
|
421
|
-
content: [
|
|
422
|
-
{
|
|
423
|
-
type: "image",
|
|
424
|
-
data: base64,
|
|
425
|
-
mimeType: "image/png",
|
|
426
|
-
metadata: {
|
|
427
|
-
width: 300,
|
|
428
|
-
height: 150
|
|
429
|
-
}
|
|
430
|
-
}
|
|
431
|
-
]
|
|
432
|
-
};
|
|
433
|
-
} catch (error) {
|
|
434
|
-
return {
|
|
435
|
-
content: [
|
|
436
|
-
{
|
|
437
|
-
type: "text",
|
|
438
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
439
|
-
uri: "getStockGraph"
|
|
440
|
-
}
|
|
441
|
-
],
|
|
442
|
-
isError: true
|
|
443
|
-
};
|
|
444
|
-
}
|
|
445
|
-
};
|
|
446
|
-
};
|
|
447
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
448
|
-
return async (args) => {
|
|
449
|
-
try {
|
|
450
|
-
const symbol = args.symbol;
|
|
451
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
452
|
-
if (priceHistory.length === 0) {
|
|
453
|
-
return {
|
|
454
|
-
content: [
|
|
455
|
-
{
|
|
456
|
-
type: "text",
|
|
457
|
-
text: `No price data available for ${symbol}`,
|
|
458
|
-
uri: "getStockPriceHistory"
|
|
459
|
-
}
|
|
460
|
-
]
|
|
461
|
-
};
|
|
462
|
-
}
|
|
463
|
-
return {
|
|
464
|
-
content: [
|
|
465
|
-
{
|
|
466
|
-
type: "text",
|
|
467
|
-
text: JSON.stringify(
|
|
468
|
-
{
|
|
469
|
-
symbol,
|
|
470
|
-
count: priceHistory.length,
|
|
471
|
-
data: priceHistory.map((point) => ({
|
|
472
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
473
|
-
bid: point.bid,
|
|
474
|
-
offer: point.offer,
|
|
475
|
-
spread: point.spread,
|
|
476
|
-
volume: point.volume
|
|
477
|
-
}))
|
|
478
|
-
},
|
|
479
|
-
null,
|
|
480
|
-
2
|
|
481
|
-
),
|
|
482
|
-
uri: "getStockPriceHistory"
|
|
483
|
-
}
|
|
484
|
-
]
|
|
485
|
-
};
|
|
486
|
-
} catch (error) {
|
|
487
|
-
return {
|
|
488
|
-
content: [
|
|
489
|
-
{
|
|
490
|
-
type: "text",
|
|
491
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
492
|
-
uri: "getStockPriceHistory"
|
|
493
|
-
}
|
|
494
|
-
],
|
|
495
|
-
isError: true
|
|
496
|
-
};
|
|
497
|
-
}
|
|
498
|
-
};
|
|
499
|
-
};
|
|
500
|
-
|
|
501
|
-
// src/tools/order.ts
|
|
502
|
-
var import_fixparser2 = require("fixparser");
|
|
503
|
-
var ordTypeNames = {
|
|
504
|
-
"1": "Market",
|
|
505
|
-
"2": "Limit",
|
|
506
|
-
"3": "Stop",
|
|
507
|
-
"4": "StopLimit",
|
|
508
|
-
"5": "MarketOnClose",
|
|
509
|
-
"6": "WithOrWithout",
|
|
510
|
-
"7": "LimitOrBetter",
|
|
511
|
-
"8": "LimitWithOrWithout",
|
|
512
|
-
"9": "OnBasis",
|
|
513
|
-
A: "OnClose",
|
|
514
|
-
B: "LimitOnClose",
|
|
515
|
-
C: "ForexMarket",
|
|
516
|
-
D: "PreviouslyQuoted",
|
|
517
|
-
E: "PreviouslyIndicated",
|
|
518
|
-
F: "ForexLimit",
|
|
519
|
-
G: "ForexSwap",
|
|
520
|
-
H: "ForexPreviouslyQuoted",
|
|
521
|
-
I: "Funari",
|
|
522
|
-
J: "MarketIfTouched",
|
|
523
|
-
K: "MarketWithLeftOverAsLimit",
|
|
524
|
-
L: "PreviousFundValuationPoint",
|
|
525
|
-
M: "NextFundValuationPoint",
|
|
526
|
-
P: "Pegged",
|
|
527
|
-
Q: "CounterOrderSelection",
|
|
528
|
-
R: "StopOnBidOrOffer",
|
|
529
|
-
S: "StopLimitOnBidOrOffer"
|
|
530
|
-
};
|
|
531
|
-
var sideNames = {
|
|
532
|
-
"1": "Buy",
|
|
533
|
-
"2": "Sell",
|
|
534
|
-
"3": "BuyMinus",
|
|
535
|
-
"4": "SellPlus",
|
|
536
|
-
"5": "SellShort",
|
|
537
|
-
"6": "SellShortExempt",
|
|
538
|
-
"7": "Undisclosed",
|
|
539
|
-
"8": "Cross",
|
|
540
|
-
"9": "CrossShort",
|
|
541
|
-
A: "CrossShortExempt",
|
|
542
|
-
B: "AsDefined",
|
|
543
|
-
C: "Opposite",
|
|
544
|
-
D: "Subscribe",
|
|
545
|
-
E: "Redeem",
|
|
546
|
-
F: "Lend",
|
|
547
|
-
G: "Borrow",
|
|
548
|
-
H: "SellUndisclosed"
|
|
549
|
-
};
|
|
550
|
-
var timeInForceNames = {
|
|
551
|
-
"0": "Day",
|
|
552
|
-
"1": "GoodTillCancel",
|
|
553
|
-
"2": "AtTheOpening",
|
|
554
|
-
"3": "ImmediateOrCancel",
|
|
555
|
-
"4": "FillOrKill",
|
|
556
|
-
"5": "GoodTillCrossing",
|
|
557
|
-
"6": "GoodTillDate",
|
|
558
|
-
"7": "AtTheClose",
|
|
559
|
-
"8": "GoodThroughCrossing",
|
|
560
|
-
"9": "AtCrossing",
|
|
561
|
-
A: "GoodForTime",
|
|
562
|
-
B: "GoodForAuction",
|
|
563
|
-
C: "GoodForMonth"
|
|
564
|
-
};
|
|
565
|
-
var handlInstNames = {
|
|
566
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
567
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
568
|
-
"3": "ManualOrder"
|
|
569
|
-
};
|
|
570
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
571
|
-
return async (args) => {
|
|
572
|
-
try {
|
|
573
|
-
verifiedOrders.set(args.clOrdID, {
|
|
574
|
-
clOrdID: args.clOrdID,
|
|
575
|
-
handlInst: args.handlInst,
|
|
576
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
577
|
-
price: Number.parseFloat(String(args.price)),
|
|
578
|
-
ordType: args.ordType,
|
|
579
|
-
side: args.side,
|
|
580
|
-
symbol: args.symbol,
|
|
581
|
-
timeInForce: args.timeInForce
|
|
582
|
-
});
|
|
583
|
-
return {
|
|
584
|
-
content: [
|
|
585
|
-
{
|
|
586
|
-
type: "text",
|
|
587
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
588
|
-
|
|
589
|
-
Parameters verified:
|
|
590
|
-
- ClOrdID: ${args.clOrdID}
|
|
591
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
592
|
-
- Quantity: ${args.quantity}
|
|
593
|
-
- Price: ${args.price}
|
|
594
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
595
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
596
|
-
- Symbol: ${args.symbol}
|
|
597
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
598
|
-
|
|
599
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
600
|
-
uri: "verifyOrder"
|
|
601
|
-
}
|
|
602
|
-
]
|
|
603
|
-
};
|
|
604
|
-
} catch (error) {
|
|
605
|
-
return {
|
|
606
|
-
content: [
|
|
607
|
-
{
|
|
608
|
-
type: "text",
|
|
609
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
610
|
-
uri: "verifyOrder"
|
|
611
|
-
}
|
|
612
|
-
],
|
|
613
|
-
isError: true
|
|
614
|
-
};
|
|
615
|
-
}
|
|
616
|
-
};
|
|
617
|
-
};
|
|
618
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
619
|
-
return async (args) => {
|
|
620
|
-
try {
|
|
621
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
622
|
-
if (!verifiedOrder) {
|
|
623
|
-
return {
|
|
624
|
-
content: [
|
|
625
|
-
{
|
|
626
|
-
type: "text",
|
|
627
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
628
|
-
uri: "executeOrder"
|
|
629
|
-
}
|
|
630
|
-
],
|
|
631
|
-
isError: true
|
|
632
|
-
};
|
|
633
|
-
}
|
|
634
|
-
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
635
|
-
return {
|
|
636
|
-
content: [
|
|
637
|
-
{
|
|
638
|
-
type: "text",
|
|
639
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
640
|
-
uri: "executeOrder"
|
|
641
|
-
}
|
|
642
|
-
],
|
|
643
|
-
isError: true
|
|
644
|
-
};
|
|
645
|
-
}
|
|
646
|
-
const response = new Promise((resolve) => {
|
|
647
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
648
|
-
});
|
|
649
|
-
const order = parser.createMessage(
|
|
650
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
651
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
652
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
653
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
654
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
655
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
656
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
657
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
658
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
659
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
660
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
661
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
662
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
663
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
664
|
-
);
|
|
665
|
-
if (!parser.connected) {
|
|
666
|
-
return {
|
|
667
|
-
content: [
|
|
668
|
-
{
|
|
669
|
-
type: "text",
|
|
670
|
-
text: "Error: Not connected. Ignoring message.",
|
|
671
|
-
uri: "executeOrder"
|
|
672
|
-
}
|
|
673
|
-
],
|
|
674
|
-
isError: true
|
|
675
|
-
};
|
|
676
|
-
}
|
|
677
|
-
parser.send(order);
|
|
678
|
-
const fixData = await response;
|
|
679
|
-
verifiedOrders.delete(args.clOrdID);
|
|
680
|
-
return {
|
|
681
|
-
content: [
|
|
682
|
-
{
|
|
683
|
-
type: "text",
|
|
684
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
685
|
-
uri: "executeOrder"
|
|
686
|
-
}
|
|
687
|
-
]
|
|
688
|
-
};
|
|
689
|
-
} catch (error) {
|
|
690
|
-
return {
|
|
691
|
-
content: [
|
|
692
|
-
{
|
|
693
|
-
type: "text",
|
|
694
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
695
|
-
uri: "executeOrder"
|
|
696
|
-
}
|
|
697
|
-
],
|
|
698
|
-
isError: true
|
|
699
|
-
};
|
|
700
|
-
}
|
|
701
|
-
};
|
|
702
|
-
};
|
|
703
|
-
|
|
704
|
-
// src/tools/parse.ts
|
|
705
|
-
var createParseHandler = (parser) => {
|
|
706
|
-
return async (args) => {
|
|
707
|
-
try {
|
|
708
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
709
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
710
|
-
return {
|
|
711
|
-
content: [
|
|
712
|
-
{
|
|
713
|
-
type: "text",
|
|
714
|
-
text: "Error: Failed to parse FIX string",
|
|
715
|
-
uri: "parse"
|
|
716
|
-
}
|
|
717
|
-
],
|
|
718
|
-
isError: true
|
|
719
|
-
};
|
|
720
|
-
}
|
|
721
|
-
return {
|
|
722
|
-
content: [
|
|
723
|
-
{
|
|
724
|
-
type: "text",
|
|
725
|
-
text: `${parsedMessage[0].description}
|
|
726
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
727
|
-
uri: "parse"
|
|
728
|
-
}
|
|
729
|
-
]
|
|
730
|
-
};
|
|
731
|
-
} catch (error) {
|
|
732
|
-
return {
|
|
733
|
-
content: [
|
|
734
|
-
{
|
|
735
|
-
type: "text",
|
|
736
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
737
|
-
uri: "parse"
|
|
738
|
-
}
|
|
739
|
-
],
|
|
740
|
-
isError: true
|
|
741
|
-
};
|
|
742
|
-
}
|
|
743
|
-
};
|
|
744
|
-
};
|
|
745
|
-
|
|
746
|
-
// src/tools/parseToJSON.ts
|
|
747
|
-
var createParseToJSONHandler = (parser) => {
|
|
748
|
-
return async (args) => {
|
|
749
|
-
try {
|
|
750
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
751
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
752
|
-
return {
|
|
753
|
-
content: [
|
|
754
|
-
{
|
|
755
|
-
type: "text",
|
|
756
|
-
text: "Error: Failed to parse FIX string",
|
|
757
|
-
uri: "parseToJSON"
|
|
758
|
-
}
|
|
759
|
-
],
|
|
760
|
-
isError: true
|
|
761
|
-
};
|
|
762
|
-
}
|
|
763
|
-
return {
|
|
764
|
-
content: [
|
|
765
|
-
{
|
|
766
|
-
type: "text",
|
|
767
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
768
|
-
uri: "parseToJSON"
|
|
769
|
-
}
|
|
770
|
-
]
|
|
771
|
-
};
|
|
772
|
-
} catch (error) {
|
|
773
|
-
return {
|
|
774
|
-
content: [
|
|
775
|
-
{
|
|
776
|
-
type: "text",
|
|
777
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
778
|
-
uri: "parseToJSON"
|
|
779
|
-
}
|
|
780
|
-
],
|
|
781
|
-
isError: true
|
|
782
|
-
};
|
|
783
|
-
}
|
|
784
|
-
};
|
|
785
|
-
};
|
|
786
|
-
|
|
787
|
-
// src/tools/index.ts
|
|
788
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
789
|
-
parse: createParseHandler(parser),
|
|
790
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
791
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
792
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
793
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
794
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
795
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
29
|
+
var import_zod = require("zod");
|
|
30
|
+
var symbolSchema = import_zod.z.object({
|
|
31
|
+
symbol: import_zod.z.string()
|
|
32
|
+
});
|
|
33
|
+
var fixStringSchema = import_zod.z.object({
|
|
34
|
+
fixString: import_zod.z.string()
|
|
35
|
+
});
|
|
36
|
+
var orderSchema = import_zod.z.object({
|
|
37
|
+
clOrdID: import_zod.z.string(),
|
|
38
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]),
|
|
39
|
+
quantity: import_zod.z.string(),
|
|
40
|
+
price: import_zod.z.string(),
|
|
41
|
+
ordType: import_zod.z.enum([
|
|
42
|
+
"1",
|
|
43
|
+
"2",
|
|
44
|
+
"3",
|
|
45
|
+
"4",
|
|
46
|
+
"5",
|
|
47
|
+
"6",
|
|
48
|
+
"7",
|
|
49
|
+
"8",
|
|
50
|
+
"9",
|
|
51
|
+
"A",
|
|
52
|
+
"B",
|
|
53
|
+
"C",
|
|
54
|
+
"D",
|
|
55
|
+
"E",
|
|
56
|
+
"F",
|
|
57
|
+
"G",
|
|
58
|
+
"H",
|
|
59
|
+
"I",
|
|
60
|
+
"J",
|
|
61
|
+
"K",
|
|
62
|
+
"L",
|
|
63
|
+
"M",
|
|
64
|
+
"P",
|
|
65
|
+
"Q",
|
|
66
|
+
"R",
|
|
67
|
+
"S"
|
|
68
|
+
]),
|
|
69
|
+
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
70
|
+
symbol: import_zod.z.string(),
|
|
71
|
+
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
|
|
72
|
+
});
|
|
73
|
+
var marketDataRequestSchema = import_zod.z.object({
|
|
74
|
+
mdUpdateType: import_zod.z.enum(["0", "1"]),
|
|
75
|
+
symbols: import_zod.z.array(import_zod.z.string()),
|
|
76
|
+
mdReqID: import_zod.z.string(),
|
|
77
|
+
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]),
|
|
78
|
+
mdEntryTypes: import_zod.z.array(
|
|
79
|
+
import_zod.z.enum([
|
|
80
|
+
"0",
|
|
81
|
+
"1",
|
|
82
|
+
"2",
|
|
83
|
+
"3",
|
|
84
|
+
"4",
|
|
85
|
+
"5",
|
|
86
|
+
"6",
|
|
87
|
+
"7",
|
|
88
|
+
"8",
|
|
89
|
+
"9",
|
|
90
|
+
"A",
|
|
91
|
+
"B",
|
|
92
|
+
"C",
|
|
93
|
+
"D",
|
|
94
|
+
"E",
|
|
95
|
+
"F",
|
|
96
|
+
"G",
|
|
97
|
+
"H",
|
|
98
|
+
"J",
|
|
99
|
+
"K",
|
|
100
|
+
"L",
|
|
101
|
+
"M",
|
|
102
|
+
"N",
|
|
103
|
+
"O",
|
|
104
|
+
"P",
|
|
105
|
+
"Q",
|
|
106
|
+
"R",
|
|
107
|
+
"S",
|
|
108
|
+
"T",
|
|
109
|
+
"U",
|
|
110
|
+
"V",
|
|
111
|
+
"W",
|
|
112
|
+
"X",
|
|
113
|
+
"Y",
|
|
114
|
+
"Z",
|
|
115
|
+
"a",
|
|
116
|
+
"b",
|
|
117
|
+
"c",
|
|
118
|
+
"d",
|
|
119
|
+
"e",
|
|
120
|
+
"g",
|
|
121
|
+
"h",
|
|
122
|
+
"i",
|
|
123
|
+
"t"
|
|
124
|
+
])
|
|
125
|
+
)
|
|
796
126
|
});
|
|
797
|
-
|
|
798
|
-
// src/MCPLocal.ts
|
|
799
127
|
var MCPLocal = class {
|
|
800
128
|
parser;
|
|
801
129
|
server = new import_server.Server(
|
|
@@ -805,16 +133,176 @@ var MCPLocal = class {
|
|
|
805
133
|
},
|
|
806
134
|
{
|
|
807
135
|
capabilities: {
|
|
808
|
-
tools:
|
|
809
|
-
|
|
810
|
-
|
|
811
|
-
|
|
812
|
-
|
|
813
|
-
|
|
814
|
-
|
|
136
|
+
tools: {
|
|
137
|
+
parse: {
|
|
138
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
139
|
+
parameters: {
|
|
140
|
+
type: "object",
|
|
141
|
+
properties: {
|
|
142
|
+
fixString: { type: "string" }
|
|
143
|
+
},
|
|
144
|
+
required: ["fixString"]
|
|
145
|
+
}
|
|
146
|
+
},
|
|
147
|
+
parseToJSON: {
|
|
148
|
+
description: "Parses a FIX message into JSON",
|
|
149
|
+
parameters: {
|
|
150
|
+
type: "object",
|
|
151
|
+
properties: {
|
|
152
|
+
fixString: { type: "string" }
|
|
153
|
+
},
|
|
154
|
+
required: ["fixString"]
|
|
155
|
+
}
|
|
156
|
+
},
|
|
157
|
+
verifyOrder: {
|
|
158
|
+
description: "Verifies order parameters before execution",
|
|
159
|
+
parameters: {
|
|
160
|
+
type: "object",
|
|
161
|
+
properties: {
|
|
162
|
+
clOrdID: { type: "string" },
|
|
163
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
164
|
+
quantity: { type: "string" },
|
|
165
|
+
price: { type: "string" },
|
|
166
|
+
ordType: {
|
|
167
|
+
type: "string",
|
|
168
|
+
enum: [
|
|
169
|
+
"1",
|
|
170
|
+
"2",
|
|
171
|
+
"3",
|
|
172
|
+
"4",
|
|
173
|
+
"5",
|
|
174
|
+
"6",
|
|
175
|
+
"7",
|
|
176
|
+
"8",
|
|
177
|
+
"9",
|
|
178
|
+
"A",
|
|
179
|
+
"B",
|
|
180
|
+
"C",
|
|
181
|
+
"D",
|
|
182
|
+
"E",
|
|
183
|
+
"F",
|
|
184
|
+
"G",
|
|
185
|
+
"H",
|
|
186
|
+
"I",
|
|
187
|
+
"J",
|
|
188
|
+
"K",
|
|
189
|
+
"L",
|
|
190
|
+
"M",
|
|
191
|
+
"P",
|
|
192
|
+
"Q",
|
|
193
|
+
"R",
|
|
194
|
+
"S"
|
|
195
|
+
]
|
|
196
|
+
},
|
|
197
|
+
side: {
|
|
198
|
+
type: "string",
|
|
199
|
+
enum: [
|
|
200
|
+
"1",
|
|
201
|
+
"2",
|
|
202
|
+
"3",
|
|
203
|
+
"4",
|
|
204
|
+
"5",
|
|
205
|
+
"6",
|
|
206
|
+
"7",
|
|
207
|
+
"8",
|
|
208
|
+
"9",
|
|
209
|
+
"A",
|
|
210
|
+
"B",
|
|
211
|
+
"C",
|
|
212
|
+
"D",
|
|
213
|
+
"E",
|
|
214
|
+
"F",
|
|
215
|
+
"G",
|
|
216
|
+
"H"
|
|
217
|
+
]
|
|
218
|
+
},
|
|
219
|
+
symbol: { type: "string" },
|
|
220
|
+
timeInForce: {
|
|
221
|
+
type: "string",
|
|
222
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
223
|
+
}
|
|
224
|
+
},
|
|
225
|
+
required: [
|
|
226
|
+
"clOrdID",
|
|
227
|
+
"handlInst",
|
|
228
|
+
"quantity",
|
|
229
|
+
"price",
|
|
230
|
+
"ordType",
|
|
231
|
+
"side",
|
|
232
|
+
"symbol",
|
|
233
|
+
"timeInForce"
|
|
234
|
+
]
|
|
235
|
+
}
|
|
236
|
+
},
|
|
237
|
+
executeOrder: {
|
|
238
|
+
description: "Executes a verified order",
|
|
239
|
+
parameters: {
|
|
240
|
+
type: "object",
|
|
241
|
+
properties: {
|
|
242
|
+
clOrdID: { type: "string" },
|
|
243
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
244
|
+
quantity: { type: "string" },
|
|
245
|
+
price: { type: "string" },
|
|
246
|
+
ordType: { type: "string" },
|
|
247
|
+
side: { type: "string" },
|
|
248
|
+
symbol: { type: "string" },
|
|
249
|
+
timeInForce: { type: "string" }
|
|
250
|
+
},
|
|
251
|
+
required: [
|
|
252
|
+
"clOrdID",
|
|
253
|
+
"handlInst",
|
|
254
|
+
"quantity",
|
|
255
|
+
"price",
|
|
256
|
+
"ordType",
|
|
257
|
+
"side",
|
|
258
|
+
"symbol",
|
|
259
|
+
"timeInForce"
|
|
260
|
+
]
|
|
261
|
+
}
|
|
262
|
+
},
|
|
263
|
+
marketDataRequest: {
|
|
264
|
+
description: "Requests market data for specified symbols",
|
|
265
|
+
parameters: {
|
|
266
|
+
type: "object",
|
|
267
|
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properties: {
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mdUpdateType: { type: "string", enum: ["0", "1"] },
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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mdEntryTypes: { type: "array", items: { type: "string" } }
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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}
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}
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},
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resources: {
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greeting: {
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description: "A simple greeting resource",
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uri: "greeting-resource"
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},
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stockGraph: {
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description: "Generates a price chart for a given symbol",
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uri: "stockGraph",
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parameters: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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}
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{
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stockPriceHistory: {
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description: "Returns price history for a given symbol",
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uri: "stockPriceHistory",
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parameters: {
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symbol: { type: "string" }
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},
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}
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);
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@@ -822,6 +310,7 @@ var MCPLocal = class {
|
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onReady = void 0;
|
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pendingRequests = /* @__PURE__ */ new Map();
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verifiedOrders = /* @__PURE__ */ new Map();
|
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// Store market data prices with timestamps
|
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|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
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|
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|
|
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// Maximum number of price points to store per symbol
|
|
@@ -836,63 +325,42 @@ var MCPLocal = class {
|
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message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
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});
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const msgType = message.messageType;
|
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if (msgType ===
|
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if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
|
|
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this.parser?.logger.log({
|
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|
level: "info",
|
|
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message: `MCP Server handling message type: ${msgType}`
|
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});
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let id;
|
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if (msgType ===
|
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|
-
const symbol = message.getField(
|
|
847
|
-
const
|
|
848
|
-
const
|
|
849
|
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const size = message.getField(import_fixparser3.Fields.MDEntrySize);
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const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
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if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
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|
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const price = message.getField(import_fixparser.Fields.MDEntryPx);
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const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
|
|
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const symbolStr = String(symbol.value);
|
|
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const priceNum = Number(price.value);
|
|
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|
-
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
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const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
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|
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|
|
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|
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timestamp: 0,
|
|
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|
-
bid: 0,
|
|
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|
-
offer: 0,
|
|
860
|
-
spread: 0,
|
|
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|
-
volume: 0
|
|
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|
-
};
|
|
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|
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const newEntry = {
|
|
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|
+
priceHistory.push({
|
|
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|
timestamp: Number(timestamp),
|
|
865
|
-
|
|
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|
-
|
|
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|
-
spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
868
|
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volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
|
|
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|
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};
|
|
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|
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priceHistory.push(newEntry);
|
|
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|
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price: priceNum
|
|
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|
+
});
|
|
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|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
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347
|
priceHistory.shift();
|
|
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|
}
|
|
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|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
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350
|
this.parser?.logger.log({
|
|
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351
|
level: "info",
|
|
877
|
-
message: `MCP Server added ${symbol}: ${
|
|
878
|
-
});
|
|
879
|
-
this.server.notification({
|
|
880
|
-
method: "priceUpdate",
|
|
881
|
-
params: {
|
|
882
|
-
symbol: symbolStr,
|
|
883
|
-
...newEntry
|
|
884
|
-
}
|
|
352
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
885
353
|
});
|
|
886
354
|
}
|
|
887
355
|
}
|
|
888
|
-
if (msgType ===
|
|
889
|
-
const mdReqID = message.getField(
|
|
356
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
357
|
+
const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
|
|
890
358
|
if (mdReqID) id = String(mdReqID.value);
|
|
891
|
-
} else if (msgType ===
|
|
892
|
-
const clOrdID = message.getField(
|
|
359
|
+
} else if (msgType === import_fixparser.Messages.ExecutionReport) {
|
|
360
|
+
const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
|
|
893
361
|
if (clOrdID) id = String(clOrdID.value);
|
|
894
|
-
} else if (msgType ===
|
|
895
|
-
const refSeqNum = message.getField(
|
|
362
|
+
} else if (msgType === import_fixparser.Messages.Reject) {
|
|
363
|
+
const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
|
|
896
364
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
897
365
|
}
|
|
898
366
|
if (id) {
|
|
@@ -917,57 +385,1064 @@ var MCPLocal = class {
|
|
|
917
385
|
if (!this.server) {
|
|
918
386
|
return;
|
|
919
387
|
}
|
|
388
|
+
this.server.setRequestHandler(
|
|
389
|
+
import_zod.z.object({ method: import_zod.z.literal("resources/list") }),
|
|
390
|
+
async (request, extra) => {
|
|
391
|
+
return {
|
|
392
|
+
resources: [
|
|
393
|
+
{
|
|
394
|
+
name: "greeting",
|
|
395
|
+
description: "A simple greeting resource",
|
|
396
|
+
uri: "greeting-resource"
|
|
397
|
+
},
|
|
398
|
+
{
|
|
399
|
+
name: "stockGraph",
|
|
400
|
+
description: "Generates a price chart for a given symbol",
|
|
401
|
+
uri: "stockGraph",
|
|
402
|
+
parameters: {
|
|
403
|
+
type: "object",
|
|
404
|
+
properties: {
|
|
405
|
+
symbol: { type: "string" }
|
|
406
|
+
},
|
|
407
|
+
required: ["symbol"]
|
|
408
|
+
}
|
|
409
|
+
},
|
|
410
|
+
{
|
|
411
|
+
name: "stockPriceHistory",
|
|
412
|
+
description: "Returns price history for a given symbol",
|
|
413
|
+
uri: "stockPriceHistory",
|
|
414
|
+
parameters: {
|
|
415
|
+
type: "object",
|
|
416
|
+
properties: {
|
|
417
|
+
symbol: { type: "string" }
|
|
418
|
+
},
|
|
419
|
+
required: ["symbol"]
|
|
420
|
+
}
|
|
421
|
+
}
|
|
422
|
+
]
|
|
423
|
+
};
|
|
424
|
+
}
|
|
425
|
+
);
|
|
920
426
|
this.server.setRequestHandler(
|
|
921
427
|
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
922
428
|
async (request, extra) => {
|
|
923
429
|
return {
|
|
924
|
-
tools:
|
|
925
|
-
|
|
926
|
-
|
|
927
|
-
|
|
928
|
-
|
|
430
|
+
tools: [
|
|
431
|
+
{
|
|
432
|
+
name: "parse",
|
|
433
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
434
|
+
inputSchema: {
|
|
435
|
+
type: "object",
|
|
436
|
+
properties: {
|
|
437
|
+
fixString: { type: "string" }
|
|
438
|
+
},
|
|
439
|
+
required: ["fixString"]
|
|
440
|
+
}
|
|
441
|
+
},
|
|
442
|
+
{
|
|
443
|
+
name: "parseToJSON",
|
|
444
|
+
description: "Parses a FIX message into JSON",
|
|
445
|
+
inputSchema: {
|
|
446
|
+
type: "object",
|
|
447
|
+
properties: {
|
|
448
|
+
fixString: { type: "string" }
|
|
449
|
+
},
|
|
450
|
+
required: ["fixString"]
|
|
451
|
+
}
|
|
452
|
+
},
|
|
453
|
+
{
|
|
454
|
+
name: "verifyOrder",
|
|
455
|
+
description: "Verifies order parameters before execution",
|
|
456
|
+
inputSchema: {
|
|
457
|
+
type: "object",
|
|
458
|
+
properties: {
|
|
459
|
+
clOrdID: { type: "string" },
|
|
460
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
461
|
+
quantity: { type: "string" },
|
|
462
|
+
price: { type: "string" },
|
|
463
|
+
ordType: {
|
|
464
|
+
type: "string",
|
|
465
|
+
enum: [
|
|
466
|
+
"1",
|
|
467
|
+
"2",
|
|
468
|
+
"3",
|
|
469
|
+
"4",
|
|
470
|
+
"5",
|
|
471
|
+
"6",
|
|
472
|
+
"7",
|
|
473
|
+
"8",
|
|
474
|
+
"9",
|
|
475
|
+
"A",
|
|
476
|
+
"B",
|
|
477
|
+
"C",
|
|
478
|
+
"D",
|
|
479
|
+
"E",
|
|
480
|
+
"F",
|
|
481
|
+
"G",
|
|
482
|
+
"H",
|
|
483
|
+
"I",
|
|
484
|
+
"J",
|
|
485
|
+
"K",
|
|
486
|
+
"L",
|
|
487
|
+
"M",
|
|
488
|
+
"P",
|
|
489
|
+
"Q",
|
|
490
|
+
"R",
|
|
491
|
+
"S"
|
|
492
|
+
]
|
|
493
|
+
},
|
|
494
|
+
side: {
|
|
495
|
+
type: "string",
|
|
496
|
+
enum: [
|
|
497
|
+
"1",
|
|
498
|
+
"2",
|
|
499
|
+
"3",
|
|
500
|
+
"4",
|
|
501
|
+
"5",
|
|
502
|
+
"6",
|
|
503
|
+
"7",
|
|
504
|
+
"8",
|
|
505
|
+
"9",
|
|
506
|
+
"A",
|
|
507
|
+
"B",
|
|
508
|
+
"C",
|
|
509
|
+
"D",
|
|
510
|
+
"E",
|
|
511
|
+
"F",
|
|
512
|
+
"G",
|
|
513
|
+
"H"
|
|
514
|
+
]
|
|
515
|
+
},
|
|
516
|
+
symbol: { type: "string" },
|
|
517
|
+
timeInForce: {
|
|
518
|
+
type: "string",
|
|
519
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
520
|
+
}
|
|
521
|
+
},
|
|
522
|
+
required: [
|
|
523
|
+
"clOrdID",
|
|
524
|
+
"handlInst",
|
|
525
|
+
"quantity",
|
|
526
|
+
"price",
|
|
527
|
+
"ordType",
|
|
528
|
+
"side",
|
|
529
|
+
"symbol",
|
|
530
|
+
"timeInForce"
|
|
531
|
+
]
|
|
532
|
+
}
|
|
533
|
+
},
|
|
534
|
+
{
|
|
535
|
+
name: "executeOrder",
|
|
536
|
+
description: "Executes a verified order",
|
|
537
|
+
inputSchema: {
|
|
538
|
+
type: "object",
|
|
539
|
+
properties: {
|
|
540
|
+
clOrdID: { type: "string" },
|
|
541
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
542
|
+
quantity: { type: "string" },
|
|
543
|
+
price: { type: "string" },
|
|
544
|
+
ordType: { type: "string" },
|
|
545
|
+
side: { type: "string" },
|
|
546
|
+
symbol: { type: "string" },
|
|
547
|
+
timeInForce: { type: "string" }
|
|
548
|
+
},
|
|
549
|
+
required: [
|
|
550
|
+
"clOrdID",
|
|
551
|
+
"handlInst",
|
|
552
|
+
"quantity",
|
|
553
|
+
"price",
|
|
554
|
+
"ordType",
|
|
555
|
+
"side",
|
|
556
|
+
"symbol",
|
|
557
|
+
"timeInForce"
|
|
558
|
+
]
|
|
559
|
+
}
|
|
560
|
+
},
|
|
561
|
+
{
|
|
562
|
+
name: "marketDataRequest",
|
|
563
|
+
description: "Requests market data for specified symbols",
|
|
564
|
+
inputSchema: {
|
|
565
|
+
type: "object",
|
|
566
|
+
properties: {
|
|
567
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
568
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
569
|
+
mdReqID: { type: "string" },
|
|
570
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
571
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
572
|
+
},
|
|
573
|
+
required: [
|
|
574
|
+
"mdUpdateType",
|
|
575
|
+
"symbols",
|
|
576
|
+
"mdReqID",
|
|
577
|
+
"subscriptionRequestType",
|
|
578
|
+
"mdEntryTypes"
|
|
579
|
+
]
|
|
580
|
+
}
|
|
581
|
+
}
|
|
582
|
+
]
|
|
929
583
|
};
|
|
930
584
|
}
|
|
931
585
|
);
|
|
932
586
|
this.server.setRequestHandler(
|
|
933
587
|
import_zod.z.object({
|
|
934
|
-
method: import_zod.z.literal("
|
|
588
|
+
method: import_zod.z.literal("resources/read"),
|
|
935
589
|
params: import_zod.z.object({
|
|
936
|
-
|
|
937
|
-
arguments: import_zod.z.any(),
|
|
938
|
-
_meta: import_zod.z.object({
|
|
939
|
-
progressToken: import_zod.z.number()
|
|
940
|
-
}).optional()
|
|
590
|
+
uri: import_zod.z.string()
|
|
941
591
|
})
|
|
942
592
|
}),
|
|
943
593
|
async (request, extra) => {
|
|
944
|
-
const {
|
|
945
|
-
|
|
946
|
-
|
|
947
|
-
|
|
948
|
-
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
|
|
952
|
-
|
|
594
|
+
const { uri } = request.params;
|
|
595
|
+
switch (uri) {
|
|
596
|
+
case "greeting-resource":
|
|
597
|
+
return {
|
|
598
|
+
contents: [
|
|
599
|
+
{
|
|
600
|
+
type: "text",
|
|
601
|
+
text: "Hello, world!",
|
|
602
|
+
uri: "greeting-resource"
|
|
603
|
+
}
|
|
604
|
+
]
|
|
605
|
+
};
|
|
606
|
+
case "stockGraph":
|
|
607
|
+
return {
|
|
608
|
+
contents: [
|
|
609
|
+
{
|
|
610
|
+
type: "text",
|
|
611
|
+
text: "This resource requires a symbol parameter. Please use the stockGraph resource with a symbol parameter.",
|
|
612
|
+
uri: "stockGraph"
|
|
613
|
+
}
|
|
614
|
+
]
|
|
615
|
+
};
|
|
616
|
+
case "stockPriceHistory":
|
|
617
|
+
return {
|
|
618
|
+
contents: [
|
|
619
|
+
{
|
|
620
|
+
type: "text",
|
|
621
|
+
text: "This resource requires a symbol parameter. Please use the stockPriceHistory resource with a symbol parameter.",
|
|
622
|
+
uri: "stockPriceHistory"
|
|
623
|
+
}
|
|
624
|
+
]
|
|
625
|
+
};
|
|
626
|
+
default:
|
|
627
|
+
return {
|
|
628
|
+
contents: [
|
|
629
|
+
{
|
|
630
|
+
type: "text",
|
|
631
|
+
text: `Resource not found: ${uri}`,
|
|
632
|
+
uri
|
|
633
|
+
}
|
|
634
|
+
],
|
|
635
|
+
isError: true
|
|
636
|
+
};
|
|
637
|
+
}
|
|
638
|
+
}
|
|
639
|
+
);
|
|
640
|
+
this.server.setRequestHandler(
|
|
641
|
+
import_zod.z.object({
|
|
642
|
+
method: import_zod.z.literal("parse"),
|
|
643
|
+
params: fixStringSchema
|
|
644
|
+
}),
|
|
645
|
+
async (request, extra) => {
|
|
646
|
+
try {
|
|
647
|
+
const args = request.params;
|
|
648
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
649
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
650
|
+
return {
|
|
651
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
652
|
+
isError: true
|
|
653
|
+
};
|
|
654
|
+
}
|
|
953
655
|
return {
|
|
954
|
-
|
|
656
|
+
contents: [
|
|
955
657
|
{
|
|
956
658
|
type: "text",
|
|
957
|
-
text:
|
|
958
|
-
|
|
659
|
+
text: `${parsedMessage[0].description}
|
|
660
|
+
${parsedMessage[0].messageTypeDescription}`
|
|
661
|
+
}
|
|
662
|
+
]
|
|
663
|
+
};
|
|
664
|
+
} catch (error) {
|
|
665
|
+
return {
|
|
666
|
+
contents: [
|
|
667
|
+
{
|
|
668
|
+
type: "text",
|
|
669
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
959
670
|
}
|
|
960
671
|
],
|
|
961
672
|
isError: true
|
|
962
673
|
};
|
|
963
674
|
}
|
|
964
|
-
|
|
675
|
+
}
|
|
676
|
+
);
|
|
677
|
+
this.server.setRequestHandler(
|
|
678
|
+
import_zod.z.object({
|
|
679
|
+
method: import_zod.z.literal("parseToJSON"),
|
|
680
|
+
params: fixStringSchema
|
|
681
|
+
}),
|
|
682
|
+
async (request, extra) => {
|
|
683
|
+
try {
|
|
684
|
+
const args = request.params;
|
|
685
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
686
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
687
|
+
return {
|
|
688
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
689
|
+
isError: true
|
|
690
|
+
};
|
|
691
|
+
}
|
|
692
|
+
return {
|
|
693
|
+
contents: [
|
|
694
|
+
{
|
|
695
|
+
type: "text",
|
|
696
|
+
text: `${parsedMessage[0].toFIXJSON()}`
|
|
697
|
+
}
|
|
698
|
+
]
|
|
699
|
+
};
|
|
700
|
+
} catch (error) {
|
|
701
|
+
return {
|
|
702
|
+
contents: [
|
|
703
|
+
{
|
|
704
|
+
type: "text",
|
|
705
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
706
|
+
}
|
|
707
|
+
],
|
|
708
|
+
isError: true
|
|
709
|
+
};
|
|
710
|
+
}
|
|
711
|
+
}
|
|
712
|
+
);
|
|
713
|
+
this.server.setRequestHandler(
|
|
714
|
+
import_zod.z.object({
|
|
715
|
+
method: import_zod.z.literal("verifyOrder"),
|
|
716
|
+
params: orderSchema
|
|
717
|
+
}),
|
|
718
|
+
async (request, extra) => {
|
|
719
|
+
try {
|
|
720
|
+
const args = request.params;
|
|
721
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
722
|
+
clOrdID: args.clOrdID,
|
|
723
|
+
handlInst: args.handlInst,
|
|
724
|
+
quantity: Number.parseFloat(args.quantity),
|
|
725
|
+
price: Number.parseFloat(args.price),
|
|
726
|
+
ordType: args.ordType,
|
|
727
|
+
side: args.side,
|
|
728
|
+
symbol: args.symbol,
|
|
729
|
+
timeInForce: args.timeInForce
|
|
730
|
+
});
|
|
731
|
+
const ordTypeNames = {
|
|
732
|
+
"1": "Market",
|
|
733
|
+
"2": "Limit",
|
|
734
|
+
"3": "Stop",
|
|
735
|
+
"4": "StopLimit",
|
|
736
|
+
"5": "MarketOnClose",
|
|
737
|
+
"6": "WithOrWithout",
|
|
738
|
+
"7": "LimitOrBetter",
|
|
739
|
+
"8": "LimitWithOrWithout",
|
|
740
|
+
"9": "OnBasis",
|
|
741
|
+
A: "OnClose",
|
|
742
|
+
B: "LimitOnClose",
|
|
743
|
+
C: "ForexMarket",
|
|
744
|
+
D: "PreviouslyQuoted",
|
|
745
|
+
E: "PreviouslyIndicated",
|
|
746
|
+
F: "ForexLimit",
|
|
747
|
+
G: "ForexSwap",
|
|
748
|
+
H: "ForexPreviouslyQuoted",
|
|
749
|
+
I: "Funari",
|
|
750
|
+
J: "MarketIfTouched",
|
|
751
|
+
K: "MarketWithLeftOverAsLimit",
|
|
752
|
+
L: "PreviousFundValuationPoint",
|
|
753
|
+
M: "NextFundValuationPoint",
|
|
754
|
+
P: "Pegged",
|
|
755
|
+
Q: "CounterOrderSelection",
|
|
756
|
+
R: "StopOnBidOrOffer",
|
|
757
|
+
S: "StopLimitOnBidOrOffer"
|
|
758
|
+
};
|
|
759
|
+
const sideNames = {
|
|
760
|
+
"1": "Buy",
|
|
761
|
+
"2": "Sell",
|
|
762
|
+
"3": "BuyMinus",
|
|
763
|
+
"4": "SellPlus",
|
|
764
|
+
"5": "SellShort",
|
|
765
|
+
"6": "SellShortExempt",
|
|
766
|
+
"7": "Undisclosed",
|
|
767
|
+
"8": "Cross",
|
|
768
|
+
"9": "CrossShort",
|
|
769
|
+
A: "CrossShortExempt",
|
|
770
|
+
B: "AsDefined",
|
|
771
|
+
C: "Opposite",
|
|
772
|
+
D: "Subscribe",
|
|
773
|
+
E: "Redeem",
|
|
774
|
+
F: "Lend",
|
|
775
|
+
G: "Borrow",
|
|
776
|
+
H: "SellUndisclosed"
|
|
777
|
+
};
|
|
778
|
+
const timeInForceNames = {
|
|
779
|
+
"0": "Day",
|
|
780
|
+
"1": "GoodTillCancel",
|
|
781
|
+
"2": "AtTheOpening",
|
|
782
|
+
"3": "ImmediateOrCancel",
|
|
783
|
+
"4": "FillOrKill",
|
|
784
|
+
"5": "GoodTillCrossing",
|
|
785
|
+
"6": "GoodTillDate",
|
|
786
|
+
"7": "AtTheClose",
|
|
787
|
+
"8": "GoodThroughCrossing",
|
|
788
|
+
"9": "AtCrossing",
|
|
789
|
+
A: "GoodForTime",
|
|
790
|
+
B: "GoodForAuction",
|
|
791
|
+
C: "GoodForMonth"
|
|
792
|
+
};
|
|
793
|
+
const handlInstNames = {
|
|
794
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
795
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
796
|
+
"3": "ManualOrder"
|
|
797
|
+
};
|
|
798
|
+
return {
|
|
799
|
+
contents: [
|
|
800
|
+
{
|
|
801
|
+
type: "text",
|
|
802
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
803
|
+
|
|
804
|
+
Parameters verified:
|
|
805
|
+
- ClOrdID: ${args.clOrdID}
|
|
806
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
807
|
+
- Quantity: ${args.quantity}
|
|
808
|
+
- Price: ${args.price}
|
|
809
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
810
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
811
|
+
- Symbol: ${args.symbol}
|
|
812
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
813
|
+
|
|
814
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
815
|
+
}
|
|
816
|
+
]
|
|
817
|
+
};
|
|
818
|
+
} catch (error) {
|
|
819
|
+
return {
|
|
820
|
+
contents: [
|
|
821
|
+
{
|
|
822
|
+
type: "text",
|
|
823
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
824
|
+
}
|
|
825
|
+
],
|
|
826
|
+
isError: true
|
|
827
|
+
};
|
|
828
|
+
}
|
|
829
|
+
}
|
|
830
|
+
);
|
|
831
|
+
this.server.setRequestHandler(
|
|
832
|
+
import_zod.z.object({
|
|
833
|
+
method: import_zod.z.literal("executeOrder"),
|
|
834
|
+
params: orderSchema
|
|
835
|
+
}),
|
|
836
|
+
async (request, extra) => {
|
|
837
|
+
try {
|
|
838
|
+
const args = request.params;
|
|
839
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
840
|
+
if (!verifiedOrder) {
|
|
841
|
+
return {
|
|
842
|
+
contents: [
|
|
843
|
+
{
|
|
844
|
+
type: "text",
|
|
845
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
846
|
+
}
|
|
847
|
+
],
|
|
848
|
+
isError: true
|
|
849
|
+
};
|
|
850
|
+
}
|
|
851
|
+
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) {
|
|
852
|
+
return {
|
|
853
|
+
contents: [
|
|
854
|
+
{
|
|
855
|
+
type: "text",
|
|
856
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
857
|
+
}
|
|
858
|
+
],
|
|
859
|
+
isError: true
|
|
860
|
+
};
|
|
861
|
+
}
|
|
862
|
+
const response = new Promise((resolve) => {
|
|
863
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
864
|
+
});
|
|
865
|
+
const order = this.parser?.createMessage(
|
|
866
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
867
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
868
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
869
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
870
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
871
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
872
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
873
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
874
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
875
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
876
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
877
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
878
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
879
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
880
|
+
);
|
|
881
|
+
if (!this.parser?.connected) {
|
|
882
|
+
return {
|
|
883
|
+
contents: [
|
|
884
|
+
{
|
|
885
|
+
type: "text",
|
|
886
|
+
text: "Error: Not connected. Ignoring message."
|
|
887
|
+
}
|
|
888
|
+
],
|
|
889
|
+
isError: true
|
|
890
|
+
};
|
|
891
|
+
}
|
|
892
|
+
this.parser?.send(order);
|
|
893
|
+
const fixData = await response;
|
|
894
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
895
|
+
return {
|
|
896
|
+
contents: [
|
|
897
|
+
{
|
|
898
|
+
type: "text",
|
|
899
|
+
text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
900
|
+
}
|
|
901
|
+
]
|
|
902
|
+
};
|
|
903
|
+
} catch (error) {
|
|
904
|
+
return {
|
|
905
|
+
contents: [
|
|
906
|
+
{
|
|
907
|
+
type: "text",
|
|
908
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
909
|
+
}
|
|
910
|
+
],
|
|
911
|
+
isError: true
|
|
912
|
+
};
|
|
913
|
+
}
|
|
914
|
+
}
|
|
915
|
+
);
|
|
916
|
+
this.server.setRequestHandler(
|
|
917
|
+
import_zod.z.object({
|
|
918
|
+
method: import_zod.z.literal("marketDataRequest"),
|
|
919
|
+
params: marketDataRequestSchema
|
|
920
|
+
}),
|
|
921
|
+
async (request, extra) => {
|
|
922
|
+
try {
|
|
923
|
+
const args = request.params;
|
|
924
|
+
const response = new Promise((resolve) => {
|
|
925
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
926
|
+
});
|
|
927
|
+
const messageFields = [
|
|
928
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
929
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
930
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
931
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
932
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
933
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
934
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
935
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
936
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
937
|
+
];
|
|
938
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
939
|
+
args.symbols.forEach((symbol) => {
|
|
940
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
941
|
+
});
|
|
942
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
943
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
944
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
945
|
+
});
|
|
946
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
947
|
+
if (!this.parser?.connected) {
|
|
948
|
+
return {
|
|
949
|
+
contents: [
|
|
950
|
+
{
|
|
951
|
+
type: "text",
|
|
952
|
+
text: "Error: Not connected. Ignoring message."
|
|
953
|
+
}
|
|
954
|
+
],
|
|
955
|
+
isError: true
|
|
956
|
+
};
|
|
957
|
+
}
|
|
958
|
+
this.parser?.send(mdr);
|
|
959
|
+
const fixData = await response;
|
|
960
|
+
return {
|
|
961
|
+
contents: [
|
|
962
|
+
{
|
|
963
|
+
type: "text",
|
|
964
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
965
|
+
}
|
|
966
|
+
]
|
|
967
|
+
};
|
|
968
|
+
} catch (error) {
|
|
969
|
+
return {
|
|
970
|
+
contents: [
|
|
971
|
+
{
|
|
972
|
+
type: "text",
|
|
973
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
974
|
+
}
|
|
975
|
+
],
|
|
976
|
+
isError: true
|
|
977
|
+
};
|
|
978
|
+
}
|
|
979
|
+
}
|
|
980
|
+
);
|
|
981
|
+
this.server.setRequestHandler(
|
|
982
|
+
import_zod.z.object({
|
|
983
|
+
method: import_zod.z.literal("stockGraph"),
|
|
984
|
+
params: symbolSchema
|
|
985
|
+
}),
|
|
986
|
+
async (request, extra) => {
|
|
987
|
+
this.parser?.logger.log({
|
|
988
|
+
level: "info",
|
|
989
|
+
message: "MCP Server Resource called: stockGraph"
|
|
990
|
+
});
|
|
991
|
+
const args = request.params;
|
|
992
|
+
const symbol = args.symbol;
|
|
993
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
994
|
+
if (priceHistory.length === 0) {
|
|
995
|
+
return {
|
|
996
|
+
contents: [
|
|
997
|
+
{
|
|
998
|
+
type: "text",
|
|
999
|
+
text: `No price data available for ${symbol}`
|
|
1000
|
+
}
|
|
1001
|
+
]
|
|
1002
|
+
};
|
|
1003
|
+
}
|
|
1004
|
+
const width = 600;
|
|
1005
|
+
const height = 300;
|
|
1006
|
+
const padding = 40;
|
|
1007
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
1008
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
1009
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
1010
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
1011
|
+
const points = priceHistory.map((d, i) => {
|
|
1012
|
+
const x = padding + i * xScale;
|
|
1013
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
1014
|
+
return `${x},${y}`;
|
|
1015
|
+
}).join(" L ");
|
|
1016
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
1017
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
1018
|
+
<!-- Background -->
|
|
1019
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
1020
|
+
|
|
1021
|
+
<!-- Grid lines -->
|
|
1022
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
1023
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
1024
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
1025
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
1026
|
+
}).join("\n")}
|
|
1027
|
+
</g>
|
|
1028
|
+
|
|
1029
|
+
<!-- Price line -->
|
|
1030
|
+
<path d="M ${points}"
|
|
1031
|
+
fill="none"
|
|
1032
|
+
stroke="#007bff"
|
|
1033
|
+
stroke-width="2"/>
|
|
1034
|
+
|
|
1035
|
+
<!-- Data points -->
|
|
1036
|
+
${priceHistory.map((d, i) => {
|
|
1037
|
+
const x = padding + i * xScale;
|
|
1038
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
1039
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
1040
|
+
}).join("\n")}
|
|
1041
|
+
|
|
1042
|
+
<!-- Labels -->
|
|
1043
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
1044
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
1045
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
1046
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
1047
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
1048
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
1049
|
+
}).join("\n")}
|
|
1050
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
1051
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
1052
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
1053
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
1054
|
+
}).join("\n")}
|
|
1055
|
+
</g>
|
|
1056
|
+
|
|
1057
|
+
<!-- Title -->
|
|
1058
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
1059
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
1060
|
+
text-anchor="middle" fill="#212529">
|
|
1061
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
1062
|
+
</text>
|
|
1063
|
+
</svg>`;
|
|
1064
|
+
return {
|
|
1065
|
+
contents: [
|
|
1066
|
+
{
|
|
1067
|
+
type: "text",
|
|
1068
|
+
text: svg
|
|
1069
|
+
}
|
|
1070
|
+
]
|
|
1071
|
+
};
|
|
1072
|
+
}
|
|
1073
|
+
);
|
|
1074
|
+
this.server.setRequestHandler(
|
|
1075
|
+
import_zod.z.object({
|
|
1076
|
+
method: import_zod.z.literal("stockPriceHistory"),
|
|
1077
|
+
params: symbolSchema
|
|
1078
|
+
}),
|
|
1079
|
+
async (request, extra) => {
|
|
1080
|
+
this.parser?.logger.log({
|
|
1081
|
+
level: "info",
|
|
1082
|
+
message: "MCP Server Resource called: stockPriceHistory"
|
|
1083
|
+
});
|
|
1084
|
+
const args = request.params;
|
|
1085
|
+
const symbol = args.symbol;
|
|
1086
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
1087
|
+
if (priceHistory.length === 0) {
|
|
1088
|
+
return {
|
|
1089
|
+
contents: [
|
|
1090
|
+
{
|
|
1091
|
+
type: "text",
|
|
1092
|
+
text: `No price data available for ${symbol}`
|
|
1093
|
+
}
|
|
1094
|
+
]
|
|
1095
|
+
};
|
|
1096
|
+
}
|
|
965
1097
|
return {
|
|
966
|
-
|
|
967
|
-
|
|
1098
|
+
contents: [
|
|
1099
|
+
{
|
|
1100
|
+
type: "text",
|
|
1101
|
+
text: JSON.stringify(
|
|
1102
|
+
{
|
|
1103
|
+
symbol,
|
|
1104
|
+
count: priceHistory.length,
|
|
1105
|
+
prices: priceHistory.map((point) => ({
|
|
1106
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
1107
|
+
price: point.price
|
|
1108
|
+
}))
|
|
1109
|
+
},
|
|
1110
|
+
null,
|
|
1111
|
+
2
|
|
1112
|
+
)
|
|
1113
|
+
}
|
|
1114
|
+
]
|
|
968
1115
|
};
|
|
969
1116
|
}
|
|
970
1117
|
);
|
|
1118
|
+
this.server.setRequestHandler(
|
|
1119
|
+
import_zod.z.object({
|
|
1120
|
+
method: import_zod.z.literal("tools/call"),
|
|
1121
|
+
params: import_zod.z.object({
|
|
1122
|
+
name: import_zod.z.string(),
|
|
1123
|
+
arguments: import_zod.z.record(import_zod.z.any()),
|
|
1124
|
+
_meta: import_zod.z.object({
|
|
1125
|
+
progressToken: import_zod.z.number()
|
|
1126
|
+
}).optional()
|
|
1127
|
+
})
|
|
1128
|
+
}),
|
|
1129
|
+
async (request, extra) => {
|
|
1130
|
+
const { name, arguments: args } = request.params;
|
|
1131
|
+
switch (name) {
|
|
1132
|
+
case "parse":
|
|
1133
|
+
try {
|
|
1134
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
1135
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
1136
|
+
return {
|
|
1137
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
1138
|
+
isError: true
|
|
1139
|
+
};
|
|
1140
|
+
}
|
|
1141
|
+
return {
|
|
1142
|
+
contents: [
|
|
1143
|
+
{
|
|
1144
|
+
type: "text",
|
|
1145
|
+
text: `${parsedMessage[0].description}
|
|
1146
|
+
${parsedMessage[0].messageTypeDescription}`
|
|
1147
|
+
}
|
|
1148
|
+
]
|
|
1149
|
+
};
|
|
1150
|
+
} catch (error) {
|
|
1151
|
+
return {
|
|
1152
|
+
contents: [
|
|
1153
|
+
{
|
|
1154
|
+
type: "text",
|
|
1155
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
1156
|
+
}
|
|
1157
|
+
],
|
|
1158
|
+
isError: true
|
|
1159
|
+
};
|
|
1160
|
+
}
|
|
1161
|
+
case "parseToJSON":
|
|
1162
|
+
try {
|
|
1163
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
1164
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
1165
|
+
return {
|
|
1166
|
+
contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
1167
|
+
isError: true
|
|
1168
|
+
};
|
|
1169
|
+
}
|
|
1170
|
+
return {
|
|
1171
|
+
contents: [
|
|
1172
|
+
{
|
|
1173
|
+
type: "text",
|
|
1174
|
+
text: `${parsedMessage[0].toFIXJSON()}`
|
|
1175
|
+
}
|
|
1176
|
+
]
|
|
1177
|
+
};
|
|
1178
|
+
} catch (error) {
|
|
1179
|
+
return {
|
|
1180
|
+
contents: [
|
|
1181
|
+
{
|
|
1182
|
+
type: "text",
|
|
1183
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
1184
|
+
}
|
|
1185
|
+
],
|
|
1186
|
+
isError: true
|
|
1187
|
+
};
|
|
1188
|
+
}
|
|
1189
|
+
case "verifyOrder":
|
|
1190
|
+
try {
|
|
1191
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
1192
|
+
clOrdID: args.clOrdID,
|
|
1193
|
+
handlInst: args.handlInst,
|
|
1194
|
+
quantity: Number.parseFloat(args.quantity),
|
|
1195
|
+
price: Number.parseFloat(args.price),
|
|
1196
|
+
ordType: args.ordType,
|
|
1197
|
+
side: args.side,
|
|
1198
|
+
symbol: args.symbol,
|
|
1199
|
+
timeInForce: args.timeInForce
|
|
1200
|
+
});
|
|
1201
|
+
const ordTypeNames = {
|
|
1202
|
+
"1": "Market",
|
|
1203
|
+
"2": "Limit",
|
|
1204
|
+
"3": "Stop",
|
|
1205
|
+
"4": "StopLimit",
|
|
1206
|
+
"5": "MarketOnClose",
|
|
1207
|
+
"6": "WithOrWithout",
|
|
1208
|
+
"7": "LimitOrBetter",
|
|
1209
|
+
"8": "LimitWithOrWithout",
|
|
1210
|
+
"9": "OnBasis",
|
|
1211
|
+
A: "OnClose",
|
|
1212
|
+
B: "LimitOnClose",
|
|
1213
|
+
C: "ForexMarket",
|
|
1214
|
+
D: "PreviouslyQuoted",
|
|
1215
|
+
E: "PreviouslyIndicated",
|
|
1216
|
+
F: "ForexLimit",
|
|
1217
|
+
G: "ForexSwap",
|
|
1218
|
+
H: "ForexPreviouslyQuoted",
|
|
1219
|
+
I: "Funari",
|
|
1220
|
+
J: "MarketIfTouched",
|
|
1221
|
+
K: "MarketWithLeftOverAsLimit",
|
|
1222
|
+
L: "PreviousFundValuationPoint",
|
|
1223
|
+
M: "NextFundValuationPoint",
|
|
1224
|
+
P: "Pegged",
|
|
1225
|
+
Q: "CounterOrderSelection",
|
|
1226
|
+
R: "StopOnBidOrOffer",
|
|
1227
|
+
S: "StopLimitOnBidOrOffer"
|
|
1228
|
+
};
|
|
1229
|
+
const sideNames = {
|
|
1230
|
+
"1": "Buy",
|
|
1231
|
+
"2": "Sell",
|
|
1232
|
+
"3": "BuyMinus",
|
|
1233
|
+
"4": "SellPlus",
|
|
1234
|
+
"5": "SellShort",
|
|
1235
|
+
"6": "SellShortExempt",
|
|
1236
|
+
"7": "Undisclosed",
|
|
1237
|
+
"8": "Cross",
|
|
1238
|
+
"9": "CrossShort",
|
|
1239
|
+
A: "CrossShortExempt",
|
|
1240
|
+
B: "AsDefined",
|
|
1241
|
+
C: "Opposite",
|
|
1242
|
+
D: "Subscribe",
|
|
1243
|
+
E: "Redeem",
|
|
1244
|
+
F: "Lend",
|
|
1245
|
+
G: "Borrow",
|
|
1246
|
+
H: "SellUndisclosed"
|
|
1247
|
+
};
|
|
1248
|
+
const timeInForceNames = {
|
|
1249
|
+
"0": "Day",
|
|
1250
|
+
"1": "GoodTillCancel",
|
|
1251
|
+
"2": "AtTheOpening",
|
|
1252
|
+
"3": "ImmediateOrCancel",
|
|
1253
|
+
"4": "FillOrKill",
|
|
1254
|
+
"5": "GoodTillCrossing",
|
|
1255
|
+
"6": "GoodTillDate",
|
|
1256
|
+
"7": "AtTheClose",
|
|
1257
|
+
"8": "GoodThroughCrossing",
|
|
1258
|
+
"9": "AtCrossing",
|
|
1259
|
+
A: "GoodForTime",
|
|
1260
|
+
B: "GoodForAuction",
|
|
1261
|
+
C: "GoodForMonth"
|
|
1262
|
+
};
|
|
1263
|
+
const handlInstNames = {
|
|
1264
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
1265
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
1266
|
+
"3": "ManualOrder"
|
|
1267
|
+
};
|
|
1268
|
+
return {
|
|
1269
|
+
contents: [
|
|
1270
|
+
{
|
|
1271
|
+
type: "text",
|
|
1272
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
1273
|
+
|
|
1274
|
+
Parameters verified:
|
|
1275
|
+
- ClOrdID: ${args.clOrdID}
|
|
1276
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
1277
|
+
- Quantity: ${args.quantity}
|
|
1278
|
+
- Price: ${args.price}
|
|
1279
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
1280
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
1281
|
+
- Symbol: ${args.symbol}
|
|
1282
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
1283
|
+
|
|
1284
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
1285
|
+
}
|
|
1286
|
+
]
|
|
1287
|
+
};
|
|
1288
|
+
} catch (error) {
|
|
1289
|
+
return {
|
|
1290
|
+
contents: [
|
|
1291
|
+
{
|
|
1292
|
+
type: "text",
|
|
1293
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
1294
|
+
}
|
|
1295
|
+
],
|
|
1296
|
+
isError: true
|
|
1297
|
+
};
|
|
1298
|
+
}
|
|
1299
|
+
case "executeOrder":
|
|
1300
|
+
try {
|
|
1301
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
1302
|
+
if (!verifiedOrder) {
|
|
1303
|
+
return {
|
|
1304
|
+
contents: [
|
|
1305
|
+
{
|
|
1306
|
+
type: "text",
|
|
1307
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
1308
|
+
}
|
|
1309
|
+
],
|
|
1310
|
+
isError: true
|
|
1311
|
+
};
|
|
1312
|
+
}
|
|
1313
|
+
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) {
|
|
1314
|
+
return {
|
|
1315
|
+
contents: [
|
|
1316
|
+
{
|
|
1317
|
+
type: "text",
|
|
1318
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
1319
|
+
}
|
|
1320
|
+
],
|
|
1321
|
+
isError: true
|
|
1322
|
+
};
|
|
1323
|
+
}
|
|
1324
|
+
const response = new Promise((resolve) => {
|
|
1325
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
1326
|
+
});
|
|
1327
|
+
const order = this.parser?.createMessage(
|
|
1328
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
1329
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1330
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
1331
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1332
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1333
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
1334
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
1335
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
1336
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
1337
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
1338
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
1339
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
1340
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
1341
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
1342
|
+
);
|
|
1343
|
+
if (!this.parser?.connected) {
|
|
1344
|
+
return {
|
|
1345
|
+
contents: [
|
|
1346
|
+
{
|
|
1347
|
+
type: "text",
|
|
1348
|
+
text: "Error: Not connected. Ignoring message."
|
|
1349
|
+
}
|
|
1350
|
+
],
|
|
1351
|
+
isError: true
|
|
1352
|
+
};
|
|
1353
|
+
}
|
|
1354
|
+
this.parser?.send(order);
|
|
1355
|
+
const fixData = await response;
|
|
1356
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
1357
|
+
return {
|
|
1358
|
+
contents: [
|
|
1359
|
+
{
|
|
1360
|
+
type: "text",
|
|
1361
|
+
text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1362
|
+
}
|
|
1363
|
+
]
|
|
1364
|
+
};
|
|
1365
|
+
} catch (error) {
|
|
1366
|
+
return {
|
|
1367
|
+
contents: [
|
|
1368
|
+
{
|
|
1369
|
+
type: "text",
|
|
1370
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
1371
|
+
}
|
|
1372
|
+
],
|
|
1373
|
+
isError: true
|
|
1374
|
+
};
|
|
1375
|
+
}
|
|
1376
|
+
case "marketDataRequest":
|
|
1377
|
+
try {
|
|
1378
|
+
const response = new Promise((resolve) => {
|
|
1379
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
1380
|
+
});
|
|
1381
|
+
const messageFields = [
|
|
1382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
1383
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
1384
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1385
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1386
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1387
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
1388
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1389
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
1390
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
1391
|
+
];
|
|
1392
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
1393
|
+
args.symbols.forEach((symbol) => {
|
|
1394
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
1395
|
+
});
|
|
1396
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
1397
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
1398
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
1399
|
+
});
|
|
1400
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
1401
|
+
if (!this.parser?.connected) {
|
|
1402
|
+
return {
|
|
1403
|
+
contents: [
|
|
1404
|
+
{
|
|
1405
|
+
type: "text",
|
|
1406
|
+
text: "Error: Not connected. Ignoring message."
|
|
1407
|
+
}
|
|
1408
|
+
],
|
|
1409
|
+
isError: true
|
|
1410
|
+
};
|
|
1411
|
+
}
|
|
1412
|
+
this.parser?.send(mdr);
|
|
1413
|
+
const fixData = await response;
|
|
1414
|
+
return {
|
|
1415
|
+
contents: [
|
|
1416
|
+
{
|
|
1417
|
+
type: "text",
|
|
1418
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1419
|
+
}
|
|
1420
|
+
]
|
|
1421
|
+
};
|
|
1422
|
+
} catch (error) {
|
|
1423
|
+
return {
|
|
1424
|
+
contents: [
|
|
1425
|
+
{
|
|
1426
|
+
type: "text",
|
|
1427
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
1428
|
+
}
|
|
1429
|
+
],
|
|
1430
|
+
isError: true
|
|
1431
|
+
};
|
|
1432
|
+
}
|
|
1433
|
+
default:
|
|
1434
|
+
return {
|
|
1435
|
+
contents: [
|
|
1436
|
+
{
|
|
1437
|
+
type: "text",
|
|
1438
|
+
text: `Tool not found: ${name}`
|
|
1439
|
+
}
|
|
1440
|
+
],
|
|
1441
|
+
isError: true
|
|
1442
|
+
};
|
|
1443
|
+
}
|
|
1444
|
+
}
|
|
1445
|
+
);
|
|
971
1446
|
process.on("SIGINT", async () => {
|
|
972
1447
|
await this.server.close();
|
|
973
1448
|
process.exit(0);
|