fixparser-plugin-mcp/build/esm/RemoteServer.mjs.map

FIXParser MCP Plugin (Local/Remote)

{
  "version": 3,
  "sources": ["../../src/RemoteServer.ts", "../../../fixparser-plugin-log-console/src/ConsoleLogTransport.ts", "../../src/mcp/MCPRemote.ts", "../../src/mcp/MCPBase.ts", "../../src/mcp/schemas/schemas.ts", "../../src/mcp/tools/indicators/momentum.ts", "../../src/mcp/tools/indicators/movingAverages.ts", "../../src/mcp/tools/indicators/options.ts", "../../src/mcp/tools/indicators/performance.ts", "../../src/mcp/tools/indicators/signals.ts", "../../src/mcp/tools/indicators/statistical.ts", "../../src/mcp/tools/indicators/supportResistance.ts", "../../src/mcp/tools/indicators/trend.ts", "../../src/mcp/tools/indicators/volatility.ts", "../../src/mcp/tools/indicators/volume.ts", "../../src/mcp/tools/analytics.ts", "../../src/mcp/tools/marketData.ts", "../../src/mcp/tools/order.ts", "../../src/mcp/tools/parse.ts", "../../src/mcp/tools/parseToJSON.ts", "../../src/mcp/tools/index.ts", "../../src/mcp/utils/messageHandler.ts"],
  "sourcesContent": ["import {\n    EncryptMethod,\n    FIXParser,\n    Field,\n    Fields,\n    LicenseManager,\n    Messages,\n    type Options,\n    ResetSeqNumFlag,\n} from 'fixparser';\nimport { ConsoleLogTransport } from 'fixparser-plugin-log-console';\nimport { MCPRemote } from './mcp/MCPRemote';\n\nconst initializeServer = async () => {\n    await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY!);\n    const SENDER = process.env.FIXPARSER_SENDER || 'SENDER';\n    const TARGET = process.env.FIXPARSER_TARGET || 'TARGET';\n\n    const fixParser: FIXParser = new FIXParser({\n        plugins: [new MCPRemote({ port: 3099, onReady: () => console.log('ready!') })],\n    });\n\n    const sendLogon = () => {\n        const logon = fixParser.createMessage(\n            new Field(Fields.MsgType, Messages.Logon),\n            new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),\n            new Field(Fields.SenderCompID, SENDER),\n            new Field(Fields.SendingTime, fixParser.getTimestamp()),\n            new Field(Fields.TargetCompID, TARGET),\n            new Field(Fields.ResetSeqNumFlag, ResetSeqNumFlag.Yes),\n            new Field(Fields.EncryptMethod, EncryptMethod.None),\n            new Field(Fields.HeartBtInt, 10),\n        );\n        const messages = fixParser.parse(logon.encode());\n        console.log('sending message', messages[0].description, messages[0].messageString);\n        fixParser.send(logon);\n    };\n\n    const CONNECT_PARAMS: Options = {\n        host: process.env.FIXPARSER_HOST || '10.0.1.42',\n        port: process.env.FIXPARSER_PORT ? Number.parseInt(process.env.FIXPARSER_PORT, 10) : 5001,\n        protocol: 'tcp',\n        sender: SENDER,\n        target: TARGET,\n        fixVersion: 'FIX.4.4',\n        logging: true,\n        logOptions: {\n            name: SENDER,\n            level: 'info',\n            format: 'json',\n            transport: new ConsoleLogTransport({ format: 'console' }),\n        },\n        onOpen: () => {\n            console.log('Open');\n            sendLogon();\n        },\n        onClose: () => {\n            fixParser.logger.log({\n                level: 'info',\n                message: 'FIXParser disconnected. Reconnecting in 1 second...',\n            });\n            setTimeout(() => {\n                fixParser.connect(CONNECT_PARAMS);\n            }, 1000);\n        },\n    };\n\n    fixParser.connect(CONNECT_PARAMS);\n};\n\ninitializeServer().catch((err) => console.error('Error initializing server:', err));\n", "import type { ILogTransporter, LogMessage } from 'fixparser-common';\n\n/**\n * Logger output format options.\n *\n * - 'console': Output log in plain text format\n * - 'json': Output log in JSON format\n * - 'jsonrpc': Output log in JSON-RPC 2.0 format\n *\n * @public\n */\nexport type ConsoleFormat = 'console' | 'json' | 'jsonrpc';\n\n/**\n * A LogTransporter implementation for logging to the console.\n * It supports text (console), JSON, and JSON-RPC 2.0 formats.\n */\nexport class ConsoleLogTransport implements ILogTransporter {\n    private format: ConsoleFormat;\n    private useStderr: boolean;\n\n    constructor({ format = 'json', useStderr = false }: { format: ConsoleFormat; useStderr?: boolean }) {\n        this.format = format;\n        this.useStderr = useStderr;\n    }\n\n    /**\n     * Configures the format for console logging (either 'console' for text, 'json', or 'jsonrpc').\n     */\n    configure(config: { format: 'console' | 'json' | 'jsonrpc'; useStderr?: boolean }): void {\n        this.format = config.format || 'json';\n        if (config.useStderr !== undefined) {\n            this.useStderr = config.useStderr;\n        }\n    }\n\n    /**\n     * Sends the log message to the console in the configured format.\n     */\n    async send(log: LogMessage): Promise<void> {\n        const logMethod = this.useStderr ? console.error : console.log;\n\n        if (this.format === 'json') {\n            logMethod(JSON.stringify(log));\n        } else if (this.format === 'jsonrpc') {\n            const { message, ...rest } = log;\n            const jsonrpcMessage = {\n                jsonrpc: '2.0',\n                method: log.level,\n                params: {\n                    message,\n                    ...rest,\n                },\n                id: log.id || Date.now(),\n            };\n            logMethod(JSON.stringify(jsonrpcMessage));\n        } else {\n            const { name, id, message, level, ...additionalProperties } = log;\n            const kv = Object.entries(additionalProperties).map(([key, value]) => `${key}: ${value}`);\n            let logMessage = '';\n            if (name) {\n                logMessage += `${name} `;\n            }\n            logMessage += `${id}: ${message}`;\n            void kv;\n            void level;\n            logMethod(logMessage, kv.join(', '));\n        }\n    }\n\n    /**\n     * Flushes the log buffer (if any buffering mechanism exists).\n     */\n    async flush(): Promise<void> {\n        // No flushing needed for console transport\n    }\n\n    /**\n     * Closes the transport (not needed for console, but keeping the method for consistency).\n     */\n    async close(): Promise<void> {\n        // No close logic needed for console transport\n    }\n\n    /**\n     * Returns the status of the transport (always \"connected\" for console).\n     */\n    status(): string {\n        return 'connected';\n    }\n}\n", "import { randomUUID } from 'node:crypto';\nimport type { Server } from 'node:http';\nimport { createServer } from 'node:http';\n\nimport { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';\nimport { StreamableHTTPServerTransport } from '@modelcontextprotocol/sdk/server/streamableHttp.js';\nimport { isInitializeRequest } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\nimport { z } from 'zod';\n\nimport { MCPBase } from './MCPBase';\nimport type { PluginOptions } from './PluginOptions';\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataEntry } from './schemas/marketData';\nimport { toolSchemas } from './schemas/schemas';\nimport { createToolHandlers } from './tools';\nimport { handleMessage } from './utils/messageHandler';\n\nexport type RemotePluginOptions = PluginOptions & {\n    port: number;\n};\n\nconst transports: Record<string, StreamableHTTPServerTransport> = {};\n\n// Helper function to convert JSON Schema to Zod schema\nfunction jsonSchemaToZod(schema: any): z.ZodRawShape {\n    if (schema.type === 'object') {\n        const shape: Record<string, z.ZodTypeAny> = {};\n        for (const [key, prop] of Object.entries(schema.properties || {})) {\n            const propSchema = prop as any;\n            if (propSchema.type === 'string') {\n                if (propSchema.enum) {\n                    shape[key] = z.enum(propSchema.enum as [string, ...string[]]);\n                } else {\n                    shape[key] = z.string();\n                }\n            } else if (propSchema.type === 'number') {\n                shape[key] = z.number();\n            } else if (propSchema.type === 'boolean') {\n                shape[key] = z.boolean();\n            } else if (propSchema.type === 'array') {\n                if (propSchema.items.type === 'string') {\n                    shape[key] = z.array(z.string());\n                } else if (propSchema.items.type === 'number') {\n                    shape[key] = z.array(z.number());\n                } else if (propSchema.items.type === 'boolean') {\n                    shape[key] = z.array(z.boolean());\n                } else {\n                    shape[key] = z.array(z.any());\n                }\n            } else {\n                shape[key] = z.any();\n            }\n        }\n        return shape;\n    }\n    return {};\n}\n\nexport class MCPRemote extends MCPBase {\n    /**\n     * Port number the server will listen on.\n     * @private\n     */\n    private port: number;\n\n    /**\n     * Node.js HTTP server instance created internally.\n     * @private\n     */\n    private httpServer: Server | undefined;\n\n    /**\n     * MCP server instance handling MCP protocol logic.\n     * @private\n     */\n    private mcpServer: McpServer | undefined;\n\n    /**\n     * Optional name of the plugin/server instance.\n     * @private\n     */\n    private serverName: string | undefined;\n\n    /**\n     * Optional version string of the plugin/server.\n     * @private\n     */\n    private serverVersion: string | undefined;\n\n    /**\n     * Map to store verified orders before execution\n     * @private\n     */\n    protected override verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n    /**\n     * Map to store pending requests and their callbacks\n     * @private\n     */\n    protected override pendingRequests: Map<string, (data: Message) => void> = new Map();\n\n    /**\n     * Map to store market data prices for each symbol\n     * @private\n     */\n    protected override marketDataPrices: Map<string, MarketDataEntry[]> = new Map();\n\n    /**\n     * Maximum number of price history entries to keep per symbol\n     * @private\n     */\n    protected override readonly MAX_PRICE_HISTORY = 100000;\n\n    constructor({ port, logger, onReady }: RemotePluginOptions) {\n        super({ logger, onReady });\n        this.port = port;\n    }\n\n    public override async register(parser: IFIXParser): Promise<void> {\n        this.parser = parser;\n        this.logger = parser.logger;\n        this.logger?.log({\n            level: 'info',\n            message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`,\n        });\n\n        // Add message callback handler\n        this.parser.addOnMessageCallback((message: Message) => {\n            if (this.parser) {\n                handleMessage(\n                    message,\n                    this.parser,\n                    this.pendingRequests,\n                    this.marketDataPrices,\n                    this.MAX_PRICE_HISTORY,\n                );\n            }\n        });\n\n        this.httpServer = createServer(async (req, res) => {\n            if (!req.url || !req.method) {\n                res.writeHead(400);\n                res.end('Bad Request');\n                return;\n            }\n\n            if (req.url === '/mcp') {\n                const sessionId = req.headers['mcp-session-id'] as string | undefined;\n\n                if (req.method === 'POST') {\n                    const bodyChunks: Buffer[] = [];\n                    req.on('data', (chunk) => {\n                        bodyChunks.push(chunk);\n                    });\n                    req.on('end', async () => {\n                        let parsed: Record<string, any>;\n                        const body = Buffer.concat(bodyChunks).toString();\n                        try {\n                            parsed = JSON.parse(body);\n                        } catch (error) {\n                            void error;\n                            res.writeHead(400);\n                            res.end(JSON.stringify({ error: 'Invalid JSON' }));\n                            return;\n                        }\n\n                        let transport: StreamableHTTPServerTransport;\n\n                        if (sessionId && transports[sessionId]) {\n                            transport = transports[sessionId];\n                        } else if (!sessionId && req.method === 'POST' && isInitializeRequest(parsed)) {\n                            transport = new StreamableHTTPServerTransport({\n                                sessionIdGenerator: () => randomUUID(),\n                                onsessioninitialized: (sessionId) => {\n                                    transports[sessionId] = transport;\n                                },\n                            });\n\n                            transport.onclose = () => {\n                                if (transport.sessionId) {\n                                    delete transports[transport.sessionId];\n                                }\n                            };\n\n                            this.mcpServer = new McpServer({\n                                name: this.serverName || 'FIXParser',\n                                version: this.serverVersion || '1.0.0',\n                            });\n\n                            this.setupTools();\n\n                            await this.mcpServer.connect(transport);\n                        } else {\n                            res.writeHead(400, { 'Content-Type': 'application/json' });\n                            res.end(\n                                JSON.stringify({\n                                    jsonrpc: '2.0',\n                                    error: {\n                                        code: -32000,\n                                        message: 'Bad Request: No valid session ID provided',\n                                    },\n                                    id: null,\n                                }),\n                            );\n                            return;\n                        }\n\n                        try {\n                            await transport.handleRequest(req, res, parsed);\n                        } catch (error) {\n                            this.logger?.log({\n                                level: 'error',\n                                message: `Error handling request: ${error}`,\n                            });\n                            throw error;\n                        }\n                    });\n                } else if (req.method === 'GET' || req.method === 'DELETE') {\n                    if (!sessionId || !transports[sessionId]) {\n                        res.writeHead(400);\n                        res.end('Invalid or missing session ID');\n                        return;\n                    }\n                    const transport = transports[sessionId];\n                    try {\n                        await transport.handleRequest(req, res);\n                    } catch (error) {\n                        this.logger?.log({\n                            level: 'error',\n                            message: `Error handling ${req.method} request: ${error}`,\n                        });\n                        throw error;\n                    }\n                } else {\n                    this.logger?.log({\n                        level: 'error',\n                        message: `Method not allowed: ${req.method}`,\n                    });\n                    res.writeHead(405);\n                    res.end('Method Not Allowed');\n                }\n            } else {\n                res.writeHead(404);\n                res.end('Not Found');\n            }\n        });\n\n        this.httpServer.listen(this.port, () => {\n            this.logger?.log({\n                level: 'info',\n                message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`,\n            });\n        });\n\n        if (this.onReady) {\n            this.onReady();\n        }\n    }\n\n    private setupTools(): void {\n        if (!this.parser) {\n            this.logger?.log({\n                level: 'error',\n                message: 'FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools...',\n            });\n            return;\n        }\n\n        if (!this.mcpServer) {\n            this.logger?.log({\n                level: 'error',\n                message: 'FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools...',\n            });\n            return;\n        }\n\n        // Create tool handlers\n        const toolHandlers = createToolHandlers(\n            this.parser,\n            this.verifiedOrders,\n            this.pendingRequests,\n            this.marketDataPrices,\n        );\n\n        // Register each tool with its schema\n        Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {\n            this.mcpServer?.registerTool(\n                name,\n                {\n                    description,\n                    inputSchema: jsonSchemaToZod(schema),\n                },\n                async (args) => {\n                    const handler = toolHandlers[name];\n                    if (!handler) {\n                        return {\n                            content: [\n                                {\n                                    type: 'text',\n                                    text: `Tool not found: ${name}`,\n                                },\n                            ],\n                            isError: true,\n                        };\n                    }\n\n                    const result = await handler(args);\n                    return {\n                        content: result.content,\n                        isError: result.isError,\n                    };\n                },\n            );\n        });\n    }\n}\n", "import type { IFIXParser, Logger } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\n\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataPrices, PendingRequests } from './utils/messageHandler';\n\nexport abstract class MCPBase implements IPlugin<IFIXParser> {\n    /**\n     * Optional logger instance for diagnostics and output.\n     * @protected\n     */\n    protected logger: Logger | undefined;\n\n    /**\n     * FIXParser instance, set during plugin register().\n     * @protected\n     */\n    protected parser: IFIXParser | undefined;\n\n    /**\n     * Called when server is setup and listening.\n     * @protected\n     */\n    protected onReady: (() => void) | undefined = undefined;\n\n    /**\n     * Map to store verified orders before execution\n     * @protected\n     */\n    protected verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n    /**\n     * Map to store pending market data requests\n     * @protected\n     */\n    protected pendingRequests: PendingRequests = new Map();\n\n    /**\n     * Map to store market data prices\n     * @protected\n     */\n    protected marketDataPrices: MarketDataPrices = new Map();\n\n    /**\n     * Maximum number of price history entries to keep per symbol\n     * @protected\n     */\n    protected readonly MAX_PRICE_HISTORY = 100000;\n\n    constructor({ logger, onReady }: { logger?: Logger; onReady?: () => void }) {\n        this.logger = logger;\n        this.onReady = onReady;\n    }\n\n    public abstract register(parser: IFIXParser): Promise<void>;\n}\n", "export const toolSchemas = {\n    parse: {\n        description: 'Parses a FIX message and describes it in plain language',\n        schema: {\n            type: 'object',\n            properties: {\n                fixString: { type: 'string' },\n            },\n            required: ['fixString'],\n        },\n    },\n    parseToJSON: {\n        description: 'Parses a FIX message into JSON',\n        schema: {\n            type: 'object',\n            properties: {\n                fixString: { type: 'string' },\n            },\n            required: ['fixString'],\n        },\n    },\n    verifyOrder: {\n        description: 'Verifies order parameters before execution. verifyOrder must be called before executeOrder.',\n        schema: {\n            type: 'object',\n            properties: {\n                clOrdID: { type: 'string' },\n                handlInst: {\n                    type: 'string',\n                    enum: ['1', '2', '3'],\n                    description:\n                        'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n                },\n                quantity: { type: 'string' },\n                price: { type: 'string' },\n                ordType: {\n                    type: 'string',\n                    enum: [\n                        '1',\n                        '2',\n                        '3',\n                        '4',\n                        '5',\n                        '6',\n                        '7',\n                        '8',\n                        '9',\n                        'A',\n                        'B',\n                        'C',\n                        'D',\n                        'E',\n                        'F',\n                        'G',\n                        'H',\n                        'I',\n                        'J',\n                        'K',\n                        'L',\n                        'M',\n                        'P',\n                        'Q',\n                        'R',\n                        'S',\n                    ],\n                    description:\n                        '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',\n                },\n                side: {\n                    type: 'string',\n                    enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n                    description:\n                        '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',\n                },\n                symbol: { type: 'string' },\n                timeInForce: {\n                    type: 'string',\n                    enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n                    description:\n                        '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',\n                },\n            },\n            required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n        },\n    },\n    executeOrder: {\n        description: 'Executes a verified order. verifyOrder must be called before executeOrder.',\n        schema: {\n            type: 'object',\n            properties: {\n                clOrdID: { type: 'string' },\n                handlInst: {\n                    type: 'string',\n                    enum: ['1', '2', '3'],\n                    description:\n                        'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n                },\n                quantity: { type: 'string' },\n                price: { type: 'string' },\n                ordType: {\n                    type: 'string',\n                    enum: [\n                        '1',\n                        '2',\n                        '3',\n                        '4',\n                        '5',\n                        '6',\n                        '7',\n                        '8',\n                        '9',\n                        'A',\n                        'B',\n                        'C',\n                        'D',\n                        'E',\n                        'F',\n                        'G',\n                        'H',\n                        'I',\n                        'J',\n                        'K',\n                        'L',\n                        'M',\n                        'P',\n                        'Q',\n                        'R',\n                        'S',\n                    ],\n                    description:\n                        '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',\n                },\n                side: {\n                    type: 'string',\n                    enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n                    description:\n                        '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',\n                },\n                symbol: { type: 'string' },\n                timeInForce: {\n                    type: 'string',\n                    enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n                    description:\n                        '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',\n                },\n            },\n            required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n        },\n    },\n    marketDataRequest: {\n        description: 'Requests market data for specified symbols',\n        schema: {\n            type: 'object',\n            properties: {\n                mdUpdateType: {\n                    type: 'string',\n                    enum: ['0', '1'],\n                    description: 'Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh',\n                },\n                symbols: { type: 'array', items: { type: 'string' } },\n                mdReqID: { type: 'string' },\n                subscriptionRequestType: {\n                    type: 'string',\n                    enum: ['0', '1', '2'],\n                    description:\n                        'Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request',\n                },\n                mdEntryTypes: {\n                    type: 'array',\n                    items: {\n                        type: 'string',\n                        enum: [\n                            '0',\n                            '1',\n                            '2',\n                            '3',\n                            '4',\n                            '5',\n                            '6',\n                            '7',\n                            '8',\n                            '9',\n                            'A',\n                            'B',\n                            'C',\n                            'D',\n                            'E',\n                            'F',\n                            'G',\n                            'H',\n                            'I',\n                            'J',\n                            'K',\n                            'L',\n                            'M',\n                            'N',\n                            'O',\n                            'P',\n                            'Q',\n                            'R',\n                            'S',\n                            'T',\n                            'U',\n                            'V',\n                            'W',\n                            'X',\n                            'Y',\n                            'Z',\n                        ],\n                    },\n                    description:\n                        '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',\n                },\n            },\n            required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType'],\n        },\n    },\n    getStockGraph: {\n        description: 'Generates a price chart for a given symbol',\n        schema: {\n            type: 'object',\n            properties: {\n                symbol: { type: 'string' },\n            },\n            required: ['symbol'],\n        },\n    },\n    getStockPriceHistory: {\n        description: 'Returns price history for a given symbol',\n        schema: {\n            type: 'object',\n            properties: {\n                symbol: { type: 'string' },\n            },\n            required: ['symbol'],\n        },\n    },\n    technicalAnalysis: {\n        description:\n            'Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals',\n        schema: {\n            type: 'object',\n            properties: {\n                symbol: {\n                    type: 'string',\n                    description: 'The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)',\n                },\n            },\n            required: ['symbol'],\n        },\n    },\n};\n", "import type { Stochastic } from '../../schemas/indicatortypes.ts';\n\n// Momentum Indicators\nexport class MomentumIndicators {\n    /**\n     * Calculate RSI (Relative Strength Index)\n     */\n    static calculateRSI(data: number[], period = 14): number[] {\n        if (data.length < period + 1) return [];\n\n        const changes: number[] = [];\n        for (let i = 1; i < data.length; i++) {\n            changes.push(data[i] - data[i - 1]);\n        }\n\n        const gains = changes.map((change) => (change > 0 ? change : 0));\n        const losses = changes.map((change) => (change < 0 ? Math.abs(change) : 0));\n\n        let avgGain = gains.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n        let avgLoss = losses.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n\n        const rsi: number[] = [];\n\n        for (let i = period; i < changes.length; i++) {\n            const rs = avgGain / avgLoss;\n            rsi.push(100 - 100 / (1 + rs));\n\n            avgGain = (avgGain * (period - 1) + gains[i]) / period;\n            avgLoss = (avgLoss * (period - 1) + losses[i]) / period;\n        }\n\n        return rsi;\n    }\n\n    /**\n     * Calculate Stochastic Oscillator\n     */\n    static calculateStochastic(prices: number[], highs: number[], lows: number[]): Stochastic[] {\n        const stochastic: Stochastic[] = [];\n        const period = 14;\n        const smoothK = 3;\n        const smoothD = 3;\n\n        if (prices.length < period) return [];\n\n        // Calculate %K\n        const percentK: number[] = [];\n        for (let i = period - 1; i < prices.length; i++) {\n            const high = Math.max(...highs.slice(i - period + 1, i + 1));\n            const low = Math.min(...lows.slice(i - period + 1, i + 1));\n            const close = prices[i];\n\n            const k = ((close - low) / (high - low)) * 100;\n            percentK.push(k);\n        }\n\n        // Smooth %K\n        const smoothedK: number[] = [];\n        for (let i = smoothK - 1; i < percentK.length; i++) {\n            const sum = percentK.slice(i - smoothK + 1, i + 1).reduce((a, b) => a + b, 0);\n            smoothedK.push(sum / smoothK);\n        }\n\n        // Calculate %D (smooth of %K)\n        for (let i = smoothD - 1; i < smoothedK.length; i++) {\n            const sum = smoothedK.slice(i - smoothD + 1, i + 1).reduce((a, b) => a + b, 0);\n            const d = sum / smoothD;\n\n            stochastic.push({\n                k: smoothedK[i],\n                d: d,\n            });\n        }\n\n        return stochastic;\n    }\n\n    /**\n     * Calculate CCI (Commodity Channel Index)\n     */\n    static calculateCCI(prices: number[], highs: number[], lows: number[]): number[] {\n        const cci: number[] = [];\n        const period = 20;\n\n        if (prices.length < period) return [];\n\n        for (let i = period - 1; i < prices.length; i++) {\n            const slice = prices.slice(i - period + 1, i + 1);\n            const typicalPrices = slice.map((price, idx) => {\n                const high = highs[i - period + 1 + idx] || price;\n                const low = lows[i - period + 1 + idx] || price;\n                return (high + low + price) / 3;\n            });\n\n            const sma = typicalPrices.reduce((a, b) => a + b, 0) / period;\n            const meanDeviation = typicalPrices.reduce((sum, tp) => sum + Math.abs(tp - sma), 0) / period;\n\n            const currentTP = (highs[i] + lows[i] + prices[i]) / 3;\n            const cciValue = meanDeviation !== 0 ? (currentTP - sma) / (0.015 * meanDeviation) : 0;\n\n            cci.push(cciValue);\n        }\n\n        return cci;\n    }\n\n    /**\n     * Calculate Rate of Change\n     */\n    static calculateROC(prices: number[]): number[] {\n        const roc: number[] = [];\n        for (let i = 10; i < prices.length; i++) {\n            roc.push(((prices[i] - prices[i - 10]) / prices[i - 10]) * 100);\n        }\n        return roc;\n    }\n\n    /**\n     * Calculate Williams %R\n     */\n    static calculateWilliamsR(prices: number[]): number[] {\n        const williamsR: number[] = [];\n        const period = 14;\n\n        if (prices.length < period) return [];\n\n        for (let i = period - 1; i < prices.length; i++) {\n            const slice = prices.slice(i - period + 1, i + 1);\n            const high = Math.max(...slice);\n            const low = Math.min(...slice);\n            const close = prices[i];\n\n            const wr = ((high - close) / (high - low)) * -100;\n            williamsR.push(wr);\n        }\n\n        return williamsR;\n    }\n\n    /**\n     * Calculate Momentum\n     */\n    static calculateMomentum(prices: number[]): number[] {\n        const momentum: number[] = [];\n        for (let i = 10; i < prices.length; i++) {\n            momentum.push(prices[i] - prices[i - 10]);\n        }\n        return momentum;\n    }\n}\n", "// Moving Average Indicators\nexport class MovingAverages {\n    /**\n     * Calculate Simple Moving Average\n     */\n    static calculateSMA(data: number[], period: number): number[] {\n        const sma: number[] = [];\n        for (let i = period - 1; i < data.length; i++) {\n            const sum = data.slice(i - period + 1, i + 1).reduce((a: number, b: number) => a + b, 0);\n            sma.push(sum / period);\n        }\n        return sma;\n    }\n\n    /**\n     * Calculate Exponential Moving Average\n     */\n    static calculateEMA(data: number[], period: number): number[] {\n        const multiplier = 2 / (period + 1);\n        const ema: number[] = [data[0]];\n\n        for (let i = 1; i < data.length; i++) {\n            ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));\n        }\n        return ema;\n    }\n\n    /**\n     * Calculate Weighted Moving Average\n     */\n    static calculateWMA(data: number[], period: number): number[] {\n        const wma: number[] = [];\n        const weights = Array.from({ length: period }, (_, i) => i + 1);\n        const weightSum = weights.reduce((a, b) => a + b, 0);\n\n        for (let i = period - 1; i < data.length; i++) {\n            let weightedSum = 0;\n            for (let j = 0; j < period; j++) {\n                weightedSum += data[i - j] * weights[j];\n            }\n            wma.push(weightedSum / weightSum);\n        }\n\n        return wma;\n    }\n\n    /**\n     * Calculate Volume Weighted Moving Average\n     */\n    static calculateVWMA(prices: number[], volumes: number[], period: number): number[] {\n        const vwma: number[] = [];\n\n        for (let i = period - 1; i < prices.length; i++) {\n            let volumeSum = 0;\n            let priceVolumeSum = 0;\n\n            for (let j = 0; j < period; j++) {\n                const volume = volumes[i - j] || 1;\n                volumeSum += volume;\n                priceVolumeSum += prices[i - j] * volume;\n            }\n\n            vwma.push(priceVolumeSum / volumeSum);\n        }\n\n        return vwma;\n    }\n}\n", "import type { BlackScholes } from '../../schemas/indicatortypes.ts';\n\n// Options Analysis\nexport class OptionsAnalysis {\n    /**\n     * Calculate Black-Scholes Option Pricing\n     */\n    static calculateBlackScholes(currentPrice: number, startPrice: number, avgVolume: number): BlackScholes | null {\n        const S = currentPrice;\n        const K = startPrice;\n        const T = 1; // 1 year\n        const r = 0.05; // 5% risk-free rate\n        const sigma = avgVolume * 0.01; // Volatility\n\n        const d1 = (Math.log(S / K) + (r + (sigma * sigma) / 2) * T) / (sigma * Math.sqrt(T));\n        const d2 = d1 - sigma * Math.sqrt(T);\n\n        const callPrice = S * OptionsAnalysis.normalCDF(d1) - K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2);\n        const putPrice = K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(-d2) - S * OptionsAnalysis.normalCDF(-d1);\n\n        return {\n            callPrice,\n            putPrice,\n            delta: OptionsAnalysis.normalCDF(d1),\n            gamma: OptionsAnalysis.normalPDF(d1) / (S * sigma * Math.sqrt(T)),\n            theta:\n                (-S * OptionsAnalysis.normalPDF(d1) * sigma) / (2 * Math.sqrt(T)) -\n                r * K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n            vega: S * Math.sqrt(T) * OptionsAnalysis.normalPDF(d1),\n            rho: K * T * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n        };\n    }\n\n    /**\n     * Calculate Binomial Tree Option Pricing\n     */\n    static calculateBinomialTree(\n        currentPrice: number,\n        strikePrice: number,\n        timeToExpiry = 1,\n        riskFreeRate = 0.05,\n        volatility = 0.2,\n        steps = 100,\n    ): {\n        callPrice: number;\n        putPrice: number;\n        delta: number;\n        gamma: number;\n        theta: number;\n        vega: number;\n        rho: number;\n    } {\n        const dt = timeToExpiry / steps;\n        const u = Math.exp(volatility * Math.sqrt(dt));\n        const d = 1 / u;\n        const p = (Math.exp(riskFreeRate * dt) - d) / (u - d);\n\n        // Build price tree\n        const priceTree: number[][] = [];\n        for (let i = 0; i <= steps; i++) {\n            priceTree[i] = [];\n            for (let j = 0; j <= i; j++) {\n                priceTree[i][j] = currentPrice * u ** j * d ** (i - j);\n            }\n        }\n\n        // Calculate call option values at expiration\n        const callTree: number[][] = [];\n        callTree[steps] = [];\n        for (let j = 0; j <= steps; j++) {\n            const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n            callTree[steps][j] = callValue;\n        }\n\n        // Calculate put option values at expiration\n        const putTree: number[][] = [];\n        putTree[steps] = [];\n        for (let j = 0; j <= steps; j++) {\n            const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n            putTree[steps][j] = putValue;\n        }\n\n        // Backward induction for call options\n        for (let i = steps - 1; i >= 0; i--) {\n            callTree[i] = [];\n            for (let j = 0; j <= i; j++) {\n                const upValue = callTree[i + 1][j + 1];\n                const downValue = callTree[i + 1][j];\n                const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n                callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice); // American style\n            }\n        }\n\n        // Backward induction for put options\n        for (let i = steps - 1; i >= 0; i--) {\n            putTree[i] = [];\n            for (let j = 0; j <= i; j++) {\n                const upValue = putTree[i + 1][j + 1];\n                const downValue = putTree[i + 1][j];\n                const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n                putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]); // American style\n            }\n        }\n\n        const callPrice = callTree[0][0];\n        const putPrice = putTree[0][0];\n\n        // Calculate Greeks (approximations)\n        const delta = (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]);\n        const gamma =\n            ((callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]) -\n                (callTree[1][0] - callTree[1][0]) / (priceTree[1][0] - priceTree[1][0])) /\n            (priceTree[1][1] - priceTree[1][0]);\n        const theta = (callTree[1][0] - callTree[0][0]) / dt;\n        const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n        const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n        return {\n            callPrice,\n            putPrice,\n            delta,\n            gamma,\n            theta,\n            vega,\n            rho,\n        };\n    }\n\n    /**\n     * Calculate Trinomial Tree Option Pricing\n     */\n    static calculateTrinomialTree(\n        currentPrice: number,\n        strikePrice: number,\n        timeToExpiry = 1,\n        riskFreeRate = 0.05,\n        volatility = 0.2,\n        steps = 50,\n    ): {\n        callPrice: number;\n        putPrice: number;\n        delta: number;\n        gamma: number;\n        theta: number;\n        vega: number;\n        rho: number;\n    } {\n        const dt = timeToExpiry / steps;\n        const dx = volatility * Math.sqrt(3 * dt);\n        const u = Math.exp(dx);\n\n        // Risk-neutral probabilities\n        const pu =\n            0.5 *\n            (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx + (volatility * volatility * dt) / (dx * dx));\n        const pd =\n            0.5 *\n            (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx - (volatility * volatility * dt) / (dx * dx));\n        const pm = 1 - pu - pd;\n\n        // Build price tree\n        const priceTree: number[][] = [];\n        for (let i = 0; i <= steps; i++) {\n            priceTree[i] = [];\n            for (let j = 0; j <= 2 * i + 1; j++) {\n                const priceChange = j - i;\n                priceTree[i][j] = currentPrice * u ** priceChange;\n            }\n        }\n\n        // Calculate call option values at expiration\n        const callTree: number[][] = [];\n        callTree[steps] = [];\n        for (let j = 0; j <= 2 * steps; j++) {\n            const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n            callTree[steps][j] = callValue;\n        }\n\n        // Calculate put option values at expiration\n        const putTree: number[][] = [];\n        putTree[steps] = [];\n        for (let j = 0; j <= 2 * steps; j++) {\n            const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n            putTree[steps][j] = putValue;\n        }\n\n        // Backward induction for call options\n        for (let i = steps - 1; i >= 0; i--) {\n            callTree[i] = [];\n            for (let j = 0; j <= 2 * i; j++) {\n                const upValue = callTree[i + 1][j + 2];\n                const midValue = callTree[i + 1][j + 1];\n                const downValue = callTree[i + 1][j];\n                const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n                callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice);\n            }\n        }\n\n        // Backward induction for put options\n        for (let i = steps - 1; i >= 0; i--) {\n            putTree[i] = [];\n            for (let j = 0; j <= 2 * i; j++) {\n                const upValue = putTree[i + 1][j + 2];\n                const midValue = putTree[i + 1][j + 1];\n                const downValue = putTree[i + 1][j];\n                const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n                putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]);\n            }\n        }\n\n        const callPrice = callTree[0][0];\n        const putPrice = putTree[0][0];\n\n        // Calculate Greeks\n        const delta = (callTree[1][2] - callTree[1][0]) / (priceTree[1][2] - priceTree[1][0]);\n        const gamma =\n            ((callTree[1][2] - callTree[1][1]) / (priceTree[1][2] - priceTree[1][1]) -\n                (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0])) /\n            (priceTree[1][2] - priceTree[1][0]);\n        const theta = (callTree[1][1] - callTree[0][0]) / dt;\n        const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n        const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n        return {\n            callPrice,\n            putPrice,\n            delta,\n            gamma,\n            theta,\n            vega,\n            rho,\n        };\n    }\n\n    /**\n     * Calculate Monte Carlo Option Pricing\n     */\n    static calculateMonteCarlo(\n        currentPrice: number,\n        strikePrice: number,\n        timeToExpiry = 1,\n        riskFreeRate = 0.05,\n        volatility = 0.2,\n        simulations = 10000,\n    ): {\n        callPrice: number;\n        putPrice: number;\n        delta: number;\n        gamma: number;\n        theta: number;\n        vega: number;\n        rho: number;\n        confidenceInterval: { lower: number; upper: number };\n    } {\n        let callSum = 0;\n        let putSum = 0;\n        let deltaSum = 0;\n        let gammaSum = 0;\n\n        for (let i = 0; i < simulations; i++) {\n            // Generate random walk\n            const z = OptionsAnalysis.boxMuller();\n            const finalPrice =\n                currentPrice *\n                Math.exp(\n                    (riskFreeRate - 0.5 * volatility * volatility) * timeToExpiry +\n                        volatility * Math.sqrt(timeToExpiry) * z,\n                );\n\n            // Calculate payoffs\n            const callPayoff = Math.max(0, finalPrice - strikePrice);\n            const putPayoff = Math.max(0, strikePrice - finalPrice);\n\n            callSum += callPayoff;\n            putSum += putPayoff;\n\n            // Calculate Greeks (approximations)\n            if (finalPrice > strikePrice) {\n                deltaSum += 1;\n                gammaSum += 0;\n            }\n        }\n\n        const discountFactor = Math.exp(-riskFreeRate * timeToExpiry);\n        const callPrice = (callSum / simulations) * discountFactor;\n        const putPrice = (putSum / simulations) * discountFactor;\n\n        // Calculate Greeks\n        const delta = (deltaSum / simulations) * discountFactor;\n        const gamma = (gammaSum / simulations) * discountFactor;\n        const theta = -(callPrice * riskFreeRate);\n        const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n        const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n        // Calculate confidence interval\n        const stdError = Math.sqrt((callPrice * (1 - callPrice)) / simulations);\n        const confidenceInterval = {\n            lower: callPrice - 1.96 * stdError,\n            upper: callPrice + 1.96 * stdError,\n        };\n\n        return {\n            callPrice,\n            putPrice,\n            delta,\n            gamma,\n            theta,\n            vega,\n            rho,\n            confidenceInterval,\n        };\n    }\n\n    /**\n     * Calculate Heston Model (Stochastic Volatility)\n     */\n    static calculateHestonModel(\n        currentPrice: number,\n        strikePrice: number,\n        timeToExpiry = 1,\n        riskFreeRate = 0.05,\n        _initialVolatility = 0.2,\n        _longTermVolatility = 0.2,\n