fixparser-plugin-mcp 9.2.2 → 9.2.3-175e9b8c

package/package.json

@@ -1,11 +1,12 @@
 {
     "name": "fixparser-plugin-mcp",
-    "version": "9.2.2",
+    "version": "9.2.3-175e9b8c",
     "description": "FIXParser MCP Plugin (Local/Remote)",
     "files": [
         "./build/",
         "./types/",
-        "./LICENSE.md"
+        "./LICENSE.md",
+        "./README.md"
     ],
     "main": "./build/cjs/MCPLocal.js",
     "type": "module",
@@ -28,12 +29,12 @@
     },
     "author": "Victor Norgren",
     "dependencies": {
-        "@modelcontextprotocol/sdk": "1.13.0",
+        "@modelcontextprotocol/sdk": "1.13.1",
         "body-parser": "2.2.0",
         "express": "5.1.0",
-        "fixparser": "^9.2.1",
-        "fixparser-common": "^9.2.1",
-        "fixparser-plugin-log-console": "^9.2.1",
+        "fixparser": "^9.2.2",
+        "fixparser-common": "^9.2.2",
+        "fixparser-plugin-log-console": "^9.2.2",
         "quickchart-js": "3.1.3",
         "zod": "3.25.67"
     },

package/types/RemoteServer.d.ts

@@ -0,0 +1 @@
+export {};

package/types/StdioServer.d.ts

@@ -0,0 +1 @@
+export {};

package/types/mcp/MCPBase.d.ts

@@ -0,0 +1,46 @@
+import type { IFIXParser, Logger } from 'fixparser';
+import type { IPlugin } from 'fixparser-common';
+import type { VerifiedOrder } from './schemas';
+import type { MarketDataPrices, PendingRequests } from './utils/messageHandler';
+export declare abstract class MCPBase implements IPlugin<IFIXParser> {
+    /**
+     * Optional logger instance for diagnostics and output.
+     * @protected
+     */
+    protected logger: Logger | undefined;
+    /**
+     * FIXParser instance, set during plugin register().
+     * @protected
+     */
+    protected parser: IFIXParser | undefined;
+    /**
+     * Called when server is setup and listening.
+     * @protected
+     */
+    protected onReady: (() => void) | undefined;
+    /**
+     * Map to store verified orders before execution
+     * @protected
+     */
+    protected verifiedOrders: Map<string, VerifiedOrder>;
+    /**
+     * Map to store pending market data requests
+     * @protected
+     */
+    protected pendingRequests: PendingRequests;
+    /**
+     * Map to store market data prices
+     * @protected
+     */
+    protected marketDataPrices: MarketDataPrices;
+    /**
+     * Maximum number of price history entries to keep per symbol
+     * @protected
+     */
+    protected readonly MAX_PRICE_HISTORY = 100000;
+    constructor({ logger, onReady }: {
+        logger?: Logger;
+        onReady?: () => void;
+    });
+    abstract register(parser: IFIXParser): Promise<void>;
+}

package/types/mcp/MCPLocal.d.ts

@@ -0,0 +1,32 @@
+import type { IFIXParser, Message } from 'fixparser';
+import { MCPBase } from './MCPBase';
+import type { PluginOptions } from './PluginOptions';
+import type { VerifiedOrder } from './schemas';
+import type { MarketDataEntry } from './schemas/marketData';
+export declare class MCPLocal extends MCPBase {
+    /**
+     * Map to store verified orders before execution
+     * @private
+     */
+    protected verifiedOrders: Map<string, VerifiedOrder>;
+    /**
+     * Map to store pending requests and their callbacks
+     * @private
+     */
+    protected pendingRequests: Map<string, (data: Message) => void>;
+    /**
+     * Map to store market data prices for each symbol
+     * @private
+     */
+    protected marketDataPrices: Map<string, MarketDataEntry[]>;
+    /**
+     * Maximum number of price history entries to keep per symbol
+     * @private
+     */
+    protected readonly MAX_PRICE_HISTORY = 100000;
+    private server;
+    private transport;
+    constructor({ logger, onReady }: PluginOptions);
+    register(parser: IFIXParser): Promise<void>;
+    private addWorkflows;
+}

package/types/mcp/MCPRemote.d.ts

@@ -0,0 +1,58 @@
+import type { IFIXParser, Message } from 'fixparser';
+import { MCPBase } from './MCPBase';
+import type { PluginOptions } from './PluginOptions';
+import type { VerifiedOrder } from './schemas';
+import type { MarketDataEntry } from './schemas/marketData';
+export type RemotePluginOptions = PluginOptions & {
+    port: number;
+};
+export declare class MCPRemote extends MCPBase {
+    /**
+     * Port number the server will listen on.
+     * @private
+     */
+    private port;
+    /**
+     * Node.js HTTP server instance created internally.
+     * @private
+     */
+    private httpServer;
+    /**
+     * MCP server instance handling MCP protocol logic.
+     * @private
+     */
+    private mcpServer;
+    /**
+     * Optional name of the plugin/server instance.
+     * @private
+     */
+    private serverName;
+    /**
+     * Optional version string of the plugin/server.
+     * @private
+     */
+    private serverVersion;
+    /**
+     * Map to store verified orders before execution
+     * @private
+     */
+    protected verifiedOrders: Map<string, VerifiedOrder>;
+    /**
+     * Map to store pending requests and their callbacks
+     * @private
+     */
+    protected pendingRequests: Map<string, (data: Message) => void>;
+    /**
+     * Map to store market data prices for each symbol
+     * @private
+     */
+    protected marketDataPrices: Map<string, MarketDataEntry[]>;
+    /**
+     * Maximum number of price history entries to keep per symbol
+     * @private
+     */
+    protected readonly MAX_PRICE_HISTORY = 100000;
+    constructor({ port, logger, onReady }: RemotePluginOptions);
+    register(parser: IFIXParser): Promise<void>;
+    private setupTools;
+}

package/types/mcp/PluginOptions.d.ts

@@ -0,0 +1,6 @@
+import type { Logger } from 'fixparser';
+export type PluginOptions = {
+    port: number;
+    logger?: Logger;
+    onReady: () => void;
+};

package/types/mcp/index.d.ts

@@ -0,0 +1,3 @@
+export { MCPLocal } from './MCPLocal';
+export { MCPRemote } from './MCPRemote';
+export { PluginOptions } from './PluginOptions';

package/types/mcp/schemas/index.d.ts

@@ -0,0 +1,16 @@
+import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';
+export type { MarketDataEntry } from './marketData';
+export interface VerifiedOrder {
+    clOrdID: string;
+    handlInst: string;
+    quantity: number;
+    price: number;
+    ordType: string;
+    side: string;
+    symbol: string;
+    timeInForce: string;
+}
+export type ToolHandler = (args: any) => Promise<CallToolResult>;
+export interface ToolHandlers {
+    [key: string]: ToolHandler;
+}

package/types/mcp/schemas/indicatortypes.d.ts

@@ -0,0 +1,413 @@
+export interface BollingerBands {
+    upper: number;
+    middle: number;
+    lower: number;
+    bandwidth: number;
+    percentB: number;
+}
+export interface KeltnerChannels {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export interface DonchianChannels {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export interface IchimokuCloud {
+    tenkan: number;
+    kijun: number;
+    senkouA: number;
+    senkouB: number;
+    chikou: number;
+}
+export interface MACD {
+    macd: number;
+    signal: number;
+    histogram: number;
+}
+export interface DMI {
+    plusDI: number;
+    minusDI: number;
+    adx: number;
+}
+export interface Stochastic {
+    k: number;
+    d: number;
+}
+export interface PivotPoints {
+    pp: number;
+    r1: number;
+    r2: number;
+    r3: number;
+    s1: number;
+    s2: number;
+    s3: number;
+}
+export interface FibonacciLevels {
+    retracement: {
+        level0: number;
+        level236: number;
+        level382: number;
+        level500: number;
+        level618: number;
+        level786: number;
+        level100: number;
+    };
+    extension: {
+        level1272: number;
+        level1618: number;
+        level2618: number;
+        level4236: number;
+    };
+}
+export interface ElliottWave {
+    waves: number[];
+    currentWave: number;
+    wavePosition: number;
+}
+export interface HarmonicPattern {
+    type: string;
+    completion: number;
+    target: number;
+    stopLoss: number;
+}
+export interface BlackScholes {
+    callPrice: number;
+    putPrice: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface VARModel {
+    priceForecast: number[];
+    volumeForecast: number[];
+    coefficients: number[][];
+    residuals: number[][];
+}
+export interface GaussianProcess {
+    mean: number[];
+    variance: number[];
+    confidenceInterval: {
+        lower: number[];
+        upper: number[];
+    };
+}
+export interface PairsTrading {
+    spread: number[];
+    zScore: number[];
+    hedgeRatio: number;
+    entrySignal: string;
+    exitSignal: string;
+    position: string;
+}
+export interface FourierTransform {
+    frequencies: number[];
+    amplitudes: number[];
+    phases: number[];
+    dominantFrequencies: number[];
+}
+export interface EmpiricalModeDecomposition {
+    imfs: number[][];
+    residual: number[];
+    frequencies: number[];
+}
+export interface BinomialTree {
+    callPrice: number;
+    putPrice: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface TrinomialTree {
+    callPrice: number;
+    putPrice: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface MonteCarlo {
+    callPrice: number;
+    putPrice: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+    confidenceInterval: {
+        lower: number;
+        upper: number;
+    };
+}
+export interface HestonModel {
+    callPrice: number;
+    putPrice: number;
+    impliedVolatility: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface SABRModel {
+    callPrice: number;
+    putPrice: number;
+    impliedVolatility: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface VarianceGamma {
+    callPrice: number;
+    putPrice: number;
+    impliedVolatility: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+}
+export interface TechnicalIndicators {
+    sma5: number[];
+    sma10: number[];
+    sma20: number[];
+    sma50: number[];
+    sma200: number[];
+    ema8: number[];
+    ema12: number[];
+    ema21: number[];
+    ema26: number[];
+    wma20: number[];
+    vwma20: number[];
+    macd: MACD[];
+    adx: number[];
+    dmi: DMI[];
+    ichimoku: IchimokuCloud[];
+    parabolicSAR: number[];
+    rsi: number[];
+    stochastic: Stochastic[];
+    cci: number[];
+    roc: number[];
+    williamsR: number[];
+    momentum: number[];
+    bollinger: BollingerBands[];
+    atr: number[];
+    keltner: KeltnerChannels[];
+    donchian: DonchianChannels[];
+    chaikinVolatility: number[];
+    obv: number[];
+    cmf: number[];
+    adl: number[];
+    volumeROC: number[];
+    mfi: number[];
+    vwap: number[];
+    pivotPoints: PivotPoints[];
+    fibonacci: FibonacciLevels[];
+    gannLevels: number[];
+    elliottWave: ElliottWave[];
+    harmonicPatterns: HarmonicPattern[];
+}
+export interface MarketAnalysis {
+    currentPrice: number;
+    startPrice: number;
+    sessionHigh: number;
+    sessionLow: number;
+    totalVolume: number;
+    avgVolume: number;
+    volatility: number;
+    sessionReturn: number;
+    pricePosition: number;
+    trueVWAP: number;
+    momentum5: number;
+    momentum10: number;
+    maxDrawdown: number;
+    atr: number;
+    impliedVolatility: number;
+    realizedVolatility: number;
+    sharpeRatio: number;
+    sortinoRatio: number;
+    calmarRatio: number;
+    maxConsecutiveLosses: number;
+    winRate: number;
+    profitFactor: number;
+}
+export interface TradingSignals {
+    bullishSignals: number;
+    bearishSignals: number;
+    signals: string[];
+    overallSignal: string;
+    signalScore: number;
+    confidence: number;
+    riskLevel: string;
+}
+export interface StatisticalModels {
+    zScore: number;
+    ornsteinUhlenbeck: {
+        mean: number;
+        speed: number;
+        volatility: number;
+        currentValue: number;
+    };
+    kalmanFilter: {
+        state: number;
+        covariance: number;
+        gain: number;
+    };
+    pairsTrading: PairsTrading;
+    arima: {
+        forecast: number[];
+        residuals: number[];
+        aic: number;
+    };
+    garch: {
+        volatility: number;
+        persistence: number;
+        meanReversion: number;
+    };
+    var: VARModel;
+    gaussianProcess: GaussianProcess;
+    hilbertTransform: {
+        analytic: number[];
+        phase: number[];
+        amplitude: number[];
+    };
+    waveletTransform: {
+        coefficients: number[];
+        scales: number[];
+    };
+    fourierTransform: FourierTransform;
+    empiricalModeDecomposition: EmpiricalModeDecomposition;
+}
+export interface OptionsAnalysis {
+    blackScholes: BlackScholes;
+    binomialTree: BinomialTree;
+    trinomialTree: TrinomialTree;
+    monteCarlo: MonteCarlo;
+    hestonModel: HestonModel;
+    sabrModel: SABRModel;
+    varianceGamma: VarianceGamma;
+    impliedVolatility: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+    greeks: {
+        delta: number;
+        gamma: number;
+        theta: number;
+        vega: number;
+        rho: number;
+    };
+}
+export interface TechnicalAnalysisOutput {
+    symbol: string;
+    timestamp: string;
+    marketStructure: {
+        currentPrice: number;
+        startPrice: number;
+        sessionHigh: number;
+        sessionLow: number;
+        rangeWidth: number;
+        totalVolume: number;
+        sessionPerformance: number;
+        positionInRange: number;
+    };
+    volatility: {
+        impliedVolatility: number;
+        realizedVolatility: number;
+        atr: number;
+        maxDrawdown: number;
+        currentDrawdown: number;
+    };
+    technicalIndicators: {
+        sma5: number | null;
+        sma10: number | null;
+        sma20: number | null;
+        sma50: number | null;
+        sma200: number | null;
+        ema8: number;
+        ema12: number;
+        ema21: number;
+        ema26: number;
+        wma20: number | null;
+        vwma20: number | null;
+        macd: MACD | null;
+        adx: number | null;
+        dmi: DMI | null;
+        ichimoku: IchimokuCloud | null;
+        parabolicSAR: number | null;
+        rsi: number | null;
+        stochastic: Stochastic | null;
+        cci: number | null;
+        roc: number | null;
+        williamsR: number | null;
+        momentum: number | null;
+        bollingerBands: BollingerBands | null;
+        atr: number | null;
+        keltnerChannels: KeltnerChannels | null;
+        donchianChannels: DonchianChannels | null;
+        chaikinVolatility: number | null;
+        obv: number | null;
+        cmf: number | null;
+        adl: number | null;
+        volumeROC: number | null;
+        mfi: number | null;
+        vwap: number | null;
+    };
+    volumeAnalysis: {
+        currentVolume: number;
+        averageVolume: number;
+        volumeRatio: number;
+        trueVWAP: number;
+        priceVsVWAP: number;
+        obv: number | null;
+        cmf: number | null;
+        mfi: number | null;
+    };
+    momentum: {
+        momentum5: number;
+        momentum10: number;
+        sessionROC: number;
+        rsi: number | null;
+        stochastic: Stochastic | null;
+        cci: number | null;
+    };
+    supportResistance: {
+        pivotPoints: PivotPoints | null;
+        fibonacci: FibonacciLevels | null;
+        gannLevels: number[];
+        elliottWave: ElliottWave | null;
+        harmonicPatterns: HarmonicPattern[];
+    };
+    tradingSignals: TradingSignals;
+    statisticalModels: StatisticalModels;
+    optionsAnalysis: OptionsAnalysis | null;
+    riskManagement: {
+        targetEntry: number;
+        stopLoss: number;
+        profitTarget: number;
+        riskRewardRatio: number;
+        positionSize: number;
+        maxRisk: number;
+    };
+    performance: {
+        sharpeRatio: number;
+        sortinoRatio: number;
+        calmarRatio: number;
+        maxDrawdown: number;
+        winRate: number;
+        profitFactor: number;
+        totalReturn: number;
+        volatility: number;
+    };
+}

package/types/mcp/schemas/marketData.d.ts

@@ -0,0 +1,48 @@
+export type MarketDataEntry = {
+    timestamp: number;
+    bid: number;
+    offer: number;
+    spread: number;
+    volume: number;
+    trade: number;
+    indexValue: number;
+    openingPrice: number;
+    closingPrice: number;
+    settlementPrice: number;
+    tradingSessionHighPrice: number;
+    tradingSessionLowPrice: number;
+    vwap: number;
+    imbalance: number;
+    openInterest: number;
+    compositeUnderlyingPrice: number;
+    simulatedSellPrice: number;
+    simulatedBuyPrice: number;
+    marginRate: number;
+    midPrice: number;
+    emptyBook: number;
+    settleHighPrice: number;
+    settleLowPrice: number;
+    priorSettlePrice: number;
+    sessionHighBid: number;
+    sessionLowOffer: number;
+    earlyPrices: number;
+    auctionClearingPrice: number;
+    swapValueFactor: number;
+    dailyValueAdjustmentForLongPositions: number;
+    cumulativeValueAdjustmentForLongPositions: number;
+    dailyValueAdjustmentForShortPositions: number;
+    cumulativeValueAdjustmentForShortPositions: number;
+    fixingPrice: number;
+    cashRate: number;
+    recoveryRate: number;
+    recoveryRateForLong: number;
+    recoveryRateForShort: number;
+    marketBid: number;
+    marketOffer: number;
+    shortSaleMinPrice: number;
+    previousClosingPrice: number;
+    thresholdLimitPriceBanding: number;
+    dailyFinancingValue: number;
+    accruedFinancingValue: number;
+    twap: number;
+};